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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi81,BAS=eba_BA:x11,MCY=eba_MC:x275,OFS=eba_OF:x10";C_01.00;010;010;;monetaryItemType;C 01.00 (CA 1) Capital Adequacy - Own funds definition;"OWN FUNDS";"Amount";;;;;;;;;;;"010";"OWN FUNDS";"Amount";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi81,BAS=eba_BA:x11,MCY=eba_MC:x275,OFS=eba_OF:x2";C_01.00;020;010;;monetaryItemType;C 01.00 (CA 1) Capital Adequacy - Own funds definition;"COMMON EQUITY TIER 1 CAPITAL";"Amount";;;;;;;;;;;"010#015#020";"OWN FUNDS#TIER 1 CAPITAL#COMMON EQUITY TIER 1 CAPITAL";"Amount";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi53,BAS=eba_BA:x11,CNO=eba_BT:x4,MCY=eba_MC:x322,OFS=eba_OF:x2";C_01.00;060;010;;monetaryItemType;C 01.00 (CA 1) Capital Adequacy - Own funds definition;"Share premium";"Amount";;;;;;;;;;;"010#015#020#030#060";"OWN FUNDS#TIER 1 CAPITAL#COMMON EQUITY TIER 1 CAPITAL#Capital instruments eligible as CET1 Capital#Share premium";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,BAS=eba_BA:x11,CNO=eba_BT:x4,MCU=eba_MC:x273,MCY=eba_MC:x367,OFS=eba_OF:x2";C_01.00;070;010;;monetaryItemType;C 01.00 (CA 1) Capital Adequacy - Own funds definition;"(-) Own CET1 instruments";"Amount";;;;;;;;;;;"010#015#020#030#070";"OWN FUNDS#TIER 1 CAPITAL#COMMON EQUITY TIER 1 CAPITAL#Capital instruments eligible as CET1 Capital#(-) Own CET1 instruments";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi53,BAS=eba_BA:x11,CNO=eba_BT:x4,MCU=eba_MC:x273,MCY=eba_MC:x365,OFS=eba_OF:x2";C_01.00;080;010;;monetaryItemType;C 01.00 (CA 1) Capital Adequacy - Own funds definition;"(-) Direct holdings of CET1 instruments";"Amount";;;;;;;;;;;"010#015#020#030#070#080";"OWN FUNDS#TIER 1 CAPITAL#COMMON EQUITY TIER 1 CAPITAL#Capital instruments eligible as CET1 Capital#(-) Own CET1 instruments#(-) Direct holdings of CET1 instruments";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,BAS=eba_BA:x11,CNO=eba_BT:x4,MCU=eba_MC:x273,MCY=eba_MC:x188,OFS=eba_OF:x2";C_01.00;090;010;;monetaryItemType;C 01.00 (CA 1) Capital Adequacy - Own funds definition;"(-) Indirect holdings of CET1 instruments";"Amount";;;;;;;;;;;"010#015#020#030#070#090";"OWN FUNDS#TIER 1 CAPITAL#COMMON EQUITY TIER 1 CAPITAL#Capital instruments eligible as CET1 Capital#(-) Own CET1 instruments#(-) Indirect holdings of CET1 instruments";"Amount";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,BAS=eba_BA:x11,CNO=eba_BT:x4,MCY=eba_MC:x276,OFS=eba_OF:x2";C_01.00;150;010;;monetaryItemType;C 01.00 (CA 1) Capital Adequacy - Own funds definition;"Profit or loss eligible";"Amount";;;;;;;;;;;"010#015#020#130#150";"OWN FUNDS#TIER 1 CAPITAL#COMMON EQUITY TIER 1 CAPITAL#Retained earnings#Profit or loss eligible";"Amount";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,BAS=eba_BA:x11,CNO=eba_BT:x4,MCY=eba_MC:x276,OFS=eba_OF:x4";C_01.00;170;010;;monetaryItemType;C 01.00 (CA 1) Capital Adequacy - Own funds definition;"(-) Part of interim or year-end profit not eligible";"Amount";;;;;;;;;;;"010#015#020#130#150#170";"OWN FUNDS#TIER 1 CAPITAL#COMMON EQUITY TIER 1 CAPITAL#Retained earnings#Profit or loss eligible#(-) Part of interim or year-end profit not eligible";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi53,BAS=eba_BA:x11,CNO=eba_BT:x4,MCY=eba_MC:x9,OFS=eba_OF:x2";C_01.00;180;010;;monetaryItemType;C 01.00 (CA 1) Capital Adequacy - Own funds definition;"Accumulated other comprehensive income";"Amount";;;;;;;;;;;"010#015#020#180";"OWN FUNDS#TIER 1 CAPITAL#COMMON EQUITY TIER 1 CAPITAL#Accumulated other comprehensive income";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi53,BAS=eba_BA:x11,CNO=eba_BT:x4,MCY=eba_MC:x269,OFS=eba_OF:x2";C_01.00;200;010;;monetaryItemType;C 01.00 (CA 1) Capital Adequacy - Own funds definition;"Other reserves";"Amount";;;;;;;;;;;"010#015#020#200";"OWN FUNDS#TIER 1 CAPITAL#COMMON EQUITY TIER 1 CAPITAL#Other reserves";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi53,BAS=eba_BA:x11,CNO=eba_BT:x4,MCY=eba_MC:x179,OFS=eba_OF:x2";C_01.00;210;010;;monetaryItemType;C 01.00 (CA 1) Capital Adequacy - Own funds definition;"Funds for general banking risk";"Amount";;;;;;;;;;;"010#015#020#210";"OWN FUNDS#TIER 1 CAPITAL#COMMON EQUITY TIER 1 CAPITAL#Funds for general banking risk";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,CNO=eba_BT:x4,MCY=eba_MC:x369,TOF=eba_OF:x2";C_01.00;220;010;;monetaryItemType;C 01.00 (CA 1) Capital Adequacy - Own funds definition;"Transitional adjustments due to grandfathered CET1 Capital instruments";"Amount";;;;;;;;;;;"010#015#020#220";"OWN FUNDS#TIER 1 CAPITAL#COMMON EQUITY TIER 1 CAPITAL#Transitional adjustments due to grandfathered CET1 Capital instruments";"Amount";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,BAS=eba_BA:x11,MCY=eba_MC:x2,OFS=eba_OF:x2";C_01.00;250;010;;monetaryItemType;C 01.00 (CA 1) Capital Adequacy - Own funds definition;"Adjustments to CET1 due to prudential filters";"Amount";;;;;;;;;;;"010#015#020#250";"OWN FUNDS#TIER 1 CAPITAL#COMMON EQUITY TIER 1 CAPITAL#Adjustments to CET1 due to prudential filters";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,BAS=eba_BA:x11,MCY=eba_MC:x375,OFS=eba_OF:x2";C_01.00;260;010;;monetaryItemType;C 01.00 (CA 1) Capital Adequacy - Own funds definition;"(-) Increases in equity resulting from securitised assets";"Amount";;;;;;;;;;;"010#015#020#250#260";"OWN FUNDS#TIER 1 CAPITAL#COMMON EQUITY TIER 1 CAPITAL#Adjustments to CET1 due to prudential filters#(-) Increases in equity resulting from securitised assets";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi53,BAS=eba_BA:x11,CNO=eba_BT:x4,MCY=eba_MC:x376,OFS=eba_OF:x2";C_01.00;270;010;;monetaryItemType;C 01.00 (CA 1) Capital Adequacy - Own funds definition;"Cash flow hedge reserve";"Amount";;;;;;;;;;;"010#015#020#250#270";"OWN FUNDS#TIER 1 CAPITAL#COMMON EQUITY TIER 1 CAPITAL#Adjustments to CET1 due to prudential filters#Cash flow hedge reserve";"Amount";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,BAS=eba_BA:x11,MCY=eba_MC:x80,OFS=eba_OF:x2";C_01.00;370;010;;monetaryItemType;C 01.00 (CA 1) Capital Adequacy - Own funds definition;"(-) Deferred tax assets that rely on future profitability and do not arise from temporary differences net of associated tax liabilities";"Amount";;;;;;;;;;;"010#015#020#370";"OWN FUNDS#TIER 1 CAPITAL#COMMON EQUITY TIER 1 CAPITAL#(-) Deferred tax assets that rely on future profitability and do not arise from temporary differences net of associated tax liabilities";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,BAS=eba_BA:x11,MCY=eba_MC:x217,OFS=eba_OF:x2";C_01.00;380;010;;monetaryItemType;C 01.00 (CA 1) Capital Adequacy - Own funds definition;"(-) IRB shortfall of credit risk adjustments to expected losses";"Amount";;;;;;;;;;;"010#015#020#380";"OWN FUNDS#TIER 1 CAPITAL#COMMON EQUITY TIER 1 CAPITAL#(-) IRB shortfall of credit risk adjustments to expected losses";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,BAS=eba_BA:x11,MCY=eba_MC:x541,OFS=eba_OF:x2";C_01.00;390;010;;monetaryItemType;C 01.00 (CA 1) Capital Adequacy - Own funds definition;"(-)Defined benefit pension fund assets";"Amount";;;;;;;;;;;"010#015#020#390";"OWN FUNDS#TIER 1 CAPITAL#COMMON EQUITY TIER 1 CAPITAL#(-)Defined benefit pension fund assets";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi53,BAS=eba_BA:x11,MCY=eba_MC:x540,OFS=eba_OF:x2";C_01.00;400;010;;monetaryItemType;C 01.00 (CA 1) Capital Adequacy - Own funds definition;"(-)Defined benefit pension fund assets";"Amount";;;;;;;;;;;"010#015#020#390#400";"OWN FUNDS#TIER 1 CAPITAL#COMMON EQUITY TIER 1 CAPITAL#(-)Defined benefit pension fund assets#(-)Defined benefit pension fund assets";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi53,BAS=eba_BA:x11,MCY=eba_MC:x82,OFS=eba_OF:x2";C_01.00;410;010;;monetaryItemType;C 01.00 (CA 1) Capital Adequacy - Own funds definition;"Deferred tax liabilities associated to defined benefit pension fund assets";"Amount";;;;;;;;;;;"010#015#020#390#410";"OWN FUNDS#TIER 1 CAPITAL#COMMON EQUITY TIER 1 CAPITAL#(-)Defined benefit pension fund assets#Deferred tax liabilities associated to defined benefit pension fund assets";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi53,BAS=eba_BA:x11,MCY=eba_MC:x88,OFS=eba_OF:x2";C_01.00;420;010;;monetaryItemType;C 01.00 (CA 1) Capital Adequacy - Own funds definition;"Defined benefit pension fund assets which the institution has an unrestricted ability to use";"Amount";;;;;;;;;;;"010#015#020#390#420";"OWN FUNDS#TIER 1 CAPITAL#COMMON EQUITY TIER 1 CAPITAL#(-)Defined benefit pension fund assets#Defined benefit pension fund assets which the institution has an unrestricted ability to use";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,BAS=eba_BA:x11,MCU=eba_MC:x130,MCY=eba_MC:x295,OFS=eba_OF:x2,RPR=eba_RP:x2";C_01.00;430;010;;monetaryItemType;C 01.00 (CA 1) Capital Adequacy - Own funds definition;"(-) Reciprocal cross holdings in CET1 Capital";"Amount";;;;;;;;;;;"010#015#020#430";"OWN FUNDS#TIER 1 CAPITAL#COMMON EQUITY TIER 1 CAPITAL#(-) Reciprocal cross holdings in CET1 Capital";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi81,BAS=eba_BA:x11,MCY=eba_MC:x148,OFS=eba_OF:x2";C_01.00;440;010;;monetaryItemType;C 01.00 (CA 1) Capital Adequacy - Own funds definition;"(-) Excess of deduction from AT1 items over AT1 Capital (see 1.2.10)";"Amount";;;;;;;;;;;"010#015#020#440";"OWN FUNDS#TIER 1 CAPITAL#COMMON EQUITY TIER 1 CAPITAL#(-) Excess of deduction from AT1 items over AT1 Capital (see 1.2.10)";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,BAS=eba_BA:x11,MCY=eba_MC:x75,OFS=eba_OF:x2,RPR=eba_RP:x7";C_01.00;450;010;;monetaryItemType;C 01.00 (CA 1) Capital Adequacy - Own funds definition;"(-) Qualifying holdings outside the financial sector which can alternatively be subject to a 1.250% risk weight";"Amount";;;;;;;;;;;"010#015#020#450";"OWN FUNDS#TIER 1 CAPITAL#COMMON EQUITY TIER 1 CAPITAL#(-) Qualifying holdings outside the financial sector which can alternatively be subject to a 1.250% risk weight";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x52,BAS=eba_BA:x11,MCY=eba_MC:x75,OFS=eba_OF:x2";C_01.00;460;010;;monetaryItemType;C 01.00 (CA 1) Capital Adequacy - Own funds definition;"(-) Securitisation positions which can alternatively be subject to a 1.250% risk weight";"Amount";;;;;;;;;;;"010#015#020#460";"OWN FUNDS#TIER 1 CAPITAL#COMMON EQUITY TIER 1 CAPITAL#(-) Securitisation positions which can alternatively be subject to a 1.250% risk weight";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,BAS=eba_BA:x11,MCY=eba_MC:x75,OFS=eba_OF:x2,TRI=eba_TR:x3";C_01.00;470;010;;monetaryItemType;C 01.00 (CA 1) Capital Adequacy - Own funds definition;"(-) Free deliveries which can alternatively be subject to a 1.250% risk weight";"Amount";;;;;;;;;;;"010#015#020#470";"OWN FUNDS#TIER 1 CAPITAL#COMMON EQUITY TIER 1 CAPITAL#(-) Free deliveries which can alternatively be subject to a 1.250% risk weight";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x27,BAS=eba_BA:x11,MCY=eba_MC:x75,OFS=eba_OF:x2";C_01.00;471;010;;monetaryItemType;C 01.00 (CA 1) Capital Adequacy - Own funds definition;"(-) Positions in a basket for which an institution cannot determine the risk weight under the IRB approach, and can alternatively be subject to a 1.250% risk weight";"Amount";;;;;;;;;;;"010#015#020#471";"OWN FUNDS#TIER 1 CAPITAL#COMMON EQUITY TIER 1 CAPITAL#(-) Positions in a basket for which an institution cannot determine the risk weight under the IRB approach, and can alternatively be subject to a 1.250% risk weight";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x33,BAS=eba_BA:x11,MCY=eba_MC:x75,OFS=eba_OF:x2";C_01.00;472;010;;monetaryItemType;C 01.00 (CA 1) Capital Adequacy - Own funds definition;"(-) Equity exposures under an internal models approach which can alternatively be subject to a 1.250% risk weight";"Amount";;;;;;;;;;;"010#015#020#472";"OWN FUNDS#TIER 1 CAPITAL#COMMON EQUITY TIER 1 CAPITAL#(-) Equity exposures under an internal models approach which can alternatively be subject to a 1.250% risk weight";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,BAS=eba_BA:x11,INV=eba_PL:x36,MCU=eba_MC:x130,MCY=eba_MC:x367,OFS=eba_OF:x2,RPR=eba_RP:x2";C_01.00;480;010;;monetaryItemType;C 01.00 (CA 1) Capital Adequacy - Own funds definition;"(-) CET1 instruments of financial sector entities where the institution does not have a significant investment";"Amount";;;;;;;;;;;"010#015#020#480";"OWN FUNDS#TIER 1 CAPITAL#COMMON EQUITY TIER 1 CAPITAL#(-) CET1 instruments of financial sector entities where the institution does not have a significant investment";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,BAS=eba_BA:x11,MCY=eba_MC:x71,OFS=eba_OF:x2";C_01.00;490;010;;monetaryItemType;C 01.00 (CA 1) Capital Adequacy - Own funds definition;"(-) Deductible deferred tax assets that rely on future profitability and arise from temporary differences";"Amount";;;;;;;;;;;"010#015#020#490";"OWN FUNDS#TIER 1 CAPITAL#COMMON EQUITY TIER 1 CAPITAL#(-) Deductible deferred tax assets that rely on future profitability and arise from temporary differences";"Amount";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,BAS=eba_BA:x11,MCY=eba_MC:x72,OFS=eba_OF:x2";C_01.00;510;010;;monetaryItemType;C 01.00 (CA 1) Capital Adequacy - Own funds definition;"(-) Amount exceeding the 17.65% threshold";"Amount";;;;;;;;;;;"010#015#020#510";"OWN FUNDS#TIER 1 CAPITAL#COMMON EQUITY TIER 1 CAPITAL#(-) Amount exceeding the 17.65% threshold";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,MCY=eba_MC:x344,TOF=eba_OF:x2";C_01.00;520;010;;monetaryItemType;C 01.00 (CA 1) Capital Adequacy - Own funds definition;"Other transitional adjustments to CET1 Capital";"Amount";;;;;;;;;;;"010#015#020#520";"OWN FUNDS#TIER 1 CAPITAL#COMMON EQUITY TIER 1 CAPITAL#Other transitional adjustments to CET1 Capital";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,BAS=eba_BA:x11,MCY=eba_MC:x508,OFS=eba_OF:x2";C_01.00;524;010;;monetaryItemType;C 01.00 (CA 1) Capital Adequacy - Own funds definition;"(-) Additional deductions of CET1 Capital due to Article 3 CRR";"Amount";;;;;;;;;;;"010#015#020#524";"OWN FUNDS#TIER 1 CAPITAL#COMMON EQUITY TIER 1 CAPITAL#(-) Additional deductions of CET1 Capital due to Article 3 CRR";"Amount";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi81,BAS=eba_BA:x11,MCY=eba_MC:x275,OFS=eba_OF:x1";C_01.00;530;010;;monetaryItemType;C 01.00 (CA 1) Capital Adequacy - Own funds definition;"ADDITIONAL TIER 1 CAPITAL";"Amount";;;;;;;;;;;"010#530";"OWN FUNDS#ADDITIONAL TIER 1 CAPITAL";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,BAS=eba_BA:x11,CNO=eba_BT:x4,MCY=eba_MC:x133,OFS=eba_OF:x1";C_01.00;540;010;;monetaryItemType;C 01.00 (CA 1) Capital Adequacy - Own funds definition;"Capital instruments eligible as AT1 Capital";"Amount";;;;;;;;;;;"010#530#540";"OWN FUNDS#ADDITIONAL TIER 1 CAPITAL#Capital instruments eligible as AT1 Capital";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi53,BAS=eba_BA:x11,CNO=eba_BT:x4,MCY=eba_MC:x134,OFS=eba_OF:x1";C_01.00;550;010;;monetaryItemType;C 01.00 (CA 1) Capital Adequacy - Own funds definition;"Paid up capital instruments";"Amount";;;;;;;;;;;"010#530#540#550";"OWN FUNDS#ADDITIONAL TIER 1 CAPITAL#Capital instruments eligible as AT1 Capital#Paid up capital instruments";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi53,BAS=eba_BA:x11,CNO=eba_BT:x4,MCY=eba_MC:x134,OFS=eba_OF:x5";C_01.00;560;010;;monetaryItemType;C 01.00 (CA 1) Capital Adequacy - Own funds definition;"Memorandum item: Capital instruments not eligible";"Amount";;;;;;;;;;;"010#530#540#560";"OWN FUNDS#ADDITIONAL TIER 1 CAPITAL#Capital instruments eligible as AT1 Capital#Memorandum item: Capital instruments not eligible";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi53,BAS=eba_BA:x11,CNO=eba_BT:x4,MCY=eba_MC:x322,OFS=eba_OF:x1";C_01.00;570;010;;monetaryItemType;C 01.00 (CA 1) Capital Adequacy - Own funds definition;"Share premium";"Amount";;;;;;;;;;;"010#530#540#570";"OWN FUNDS#ADDITIONAL TIER 1 CAPITAL#Capital instruments eligible as AT1 Capital#Share premium";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,BAS=eba_BA:x11,CNO=eba_BT:x4,MCU=eba_MC:x273,MCY=eba_MC:x367,OFS=eba_OF:x1";C_01.00;580;010;;monetaryItemType;C 01.00 (CA 1) Capital Adequacy - Own funds definition;"(-) Own AT1 instruments";"Amount";;;;;;;;;;;"010#530#540#580";"OWN FUNDS#ADDITIONAL TIER 1 CAPITAL#Capital instruments eligible as AT1 Capital#(-) Own AT1 instruments";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi53,BAS=eba_BA:x11,CNO=eba_BT:x4,MCU=eba_MC:x273,MCY=eba_MC:x365,OFS=eba_OF:x1";C_01.00;590;010;;monetaryItemType;C 01.00 (CA 1) Capital Adequacy - Own funds definition;"(-) Direct holdings of AT1 instruments";"Amount";;;;;;;;;;;"010#530#540#580#590";"OWN FUNDS#ADDITIONAL TIER 1 CAPITAL#Capital instruments eligible as AT1 Capital#(-) Own AT1 instruments#(-) Direct holdings of AT1 instruments";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,BAS=eba_BA:x11,CNO=eba_BT:x4,MCU=eba_MC:x273,MCY=eba_MC:x188,OFS=eba_OF:x1";C_01.00;620;010;;monetaryItemType;C 01.00 (CA 1) Capital Adequacy - Own funds definition;"(-) Indirect holdings of AT1 instruments";"Amount";;;;;;;;;;;"010#530#540#580#620";"OWN FUNDS#ADDITIONAL TIER 1 CAPITAL#Capital instruments eligible as AT1 Capital#(-) Own AT1 instruments#(-) Indirect holdings of AT1 instruments";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,BAS=eba_BA:x11,CNO=eba_BT:x4,MCU=eba_MC:x273,MCY=eba_MC:x325,OFS=eba_OF:x1";C_01.00;621;010;;monetaryItemType;C 01.00 (CA 1) Capital Adequacy - Own funds definition;"(-) Synthetic holdings of AT1 instruments";"Amount";;;;;;;;;;;"010#530#540#580#621";"OWN FUNDS#ADDITIONAL TIER 1 CAPITAL#Capital instruments eligible as AT1 Capital#(-) Own AT1 instruments#(-) Synthetic holdings of AT1 instruments";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,BAS=eba_BA:x11,CNO=eba_BT:x4,MCU=eba_MC:x273,MCY=eba_MC:x374,OFS=eba_OF:x1";C_01.00;622;010;;monetaryItemType;C 01.00 (CA 1) Capital Adequacy - Own funds definition;"(-) Actual or contingent obligations to purchase own AT1 instruments";"Amount";;;;;;;;;;;"010#530#540#622";"OWN FUNDS#ADDITIONAL TIER 1 CAPITAL#Capital instruments eligible as AT1 Capital#(-) Actual or contingent obligations to purchase own AT1 instruments";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,CNO=eba_BT:x4,MCY=eba_MC:x369,TOF=eba_OF:x1";C_01.00;660;010;;monetaryItemType;C 01.00 (CA 1) Capital Adequacy - Own funds definition;"Transitional adjustments due to grandfathered AT1 Capital instruments";"Amount";;;;;;;;;;;"010#530#660";"OWN FUNDS#ADDITIONAL TIER 1 CAPITAL#Transitional adjustments due to grandfathered AT1 Capital instruments";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,BAS=eba_BA:x11,CNO=eba_BT:x3,MCY=eba_MC:x137,OFS=eba_OF:x1";C_01.00;670;010;;monetaryItemType;C 01.00 (CA 1) Capital Adequacy - Own funds definition;"Instruments issued by subsidiaries that are given recognition in AT1 Capital";"Amount";;;;;;;;;;;"010#530#670";"OWN FUNDS#ADDITIONAL TIER 1 CAPITAL#Instruments issued by subsidiaries that are given recognition in AT1 Capital";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,CNO=eba_BT:x3,MCY=eba_MC:x343,TOF=eba_OF:x1";C_01.00;680;010;;monetaryItemType;C 01.00 (CA 1) Capital Adequacy - Own funds definition;"Transitional adjustments due to additional recognition in AT1 Capital of instruments issued by subsidiaries";"Amount";;;;;;;;;;;"010#530#680";"OWN FUNDS#ADDITIONAL TIER 1 CAPITAL#Transitional adjustments due to additional recognition in AT1 Capital of instruments issued by subsidiaries";"Amount";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi79,BAS=eba_BA:x17,INV=eba_PL:x50,MCU=eba_MC:x131,MCY=eba_MC:x188,OFS=eba_OF:x9,RPR=eba_RP:x2";C_04.00;620;010;;monetaryItemType;C 04.00 (CA 4) Capital Adequacy - Memorandum Items;"Indirect holdings of T2 capital of financial sector entities where the institution has a significant investment";"Amount";;;;;;;;;;;"439#580#620";"Investments in the capital of financial sector entities where the institution has a significant investment#Holdings of T2 capital of financial sector entities where the institution has a significant investment, net of short positions#Indirect holdings of T2 capital of financial sector entities where the institution has a significant investment";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi78,BAS=eba_BA:x17,INV=eba_PL:x50,MCU=eba_MC:x131,MCY=eba_MC:x366,OFS=eba_OF:x9,RPR=eba_RP:x2";C_04.00;630;010;;monetaryItemType;C 04.00 (CA 4) Capital Adequacy - Memorandum Items;"Gross indirect holdings of T2 capital of financial sector entities where the institution has a significant investment";"Amount";;;;;;;;;;;"439#580#620#630";"Investments in the capital of financial sector entities where the institution has a significant investment#Holdings of T2 capital of financial sector entities where the institution has a significant investment, net of short positions#Indirect holdings of T2 capital of financial sector entities where the institution has a significant investment#Gross indirect holdings of T2 capital of financial sector entities where the institution has a significant investment";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi80,BAS=eba_BA:x17,INV=eba_PL:x50,MCU=eba_MC:x131,MCY=eba_MC:x390,OFS=eba_OF:x9,RPR=eba_RP:x2";C_04.00;640;010;;monetaryItemType;C 04.00 (CA 4) Capital Adequacy - Memorandum Items;"(-) Permitted offsetting short positions in relation to the indirect gross holdings included above";"Amount";;;;;;;;;;;"439#580#620#640";"Investments in the capital of financial sector entities where the institution has a significant investment#Holdings of T2 capital of financial sector entities where the institution has a significant investment, net of short positions#Indirect holdings of T2 capital of financial sector entities where the institution has a significant investment#(-) Permitted offsetting short positions in relation to the indirect gross holdings included above";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi79,BAS=eba_BA:x17,INV=eba_PL:x50,MCU=eba_MC:x131,MCY=eba_MC:x325,OFS=eba_OF:x9,RPR=eba_RP:x2";C_04.00;641;010;;monetaryItemType;C 04.00 (CA 4) Capital Adequacy - Memorandum Items;"Synthetic holdings of T2 capital of financial sector entities where the institution has a significant investment";"Amount";;;;;;;;;;;"439#580#641";"Investments in the capital of financial sector entities where the institution has a significant investment#Holdings of T2 capital of financial sector entities where the institution has a significant investment, net of short positions#Synthetic holdings of T2 capital of financial sector entities where the institution has a significant investment";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi78,BAS=eba_BA:x17,INV=eba_PL:x50,MCU=eba_MC:x131,MCY=eba_MC:x368,OFS=eba_OF:x9,RPR=eba_RP:x2";C_04.00;642;010;;monetaryItemType;C 04.00 (CA 4) Capital Adequacy - Memorandum Items;"Gross synthetic holdings of T2 capital of financial sector entities where the institution has a significant investment";"Amount";;;;;;;;;;;"439#580#641#642";"Investments in the capital of financial sector entities where the institution has a significant investment#Holdings of T2 capital of financial sector entities where the institution has a significant investment, net of short positions#Synthetic holdings of T2 capital of financial sector entities where the institution has a significant investment#Gross synthetic holdings of T2 capital of financial sector entities where the institution has a significant investment";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi80,BAS=eba_BA:x17,INV=eba_PL:x50,MCU=eba_MC:x131,MCY=eba_MC:x391,OFS=eba_OF:x9,RPR=eba_RP:x2";C_04.00;643;010;;monetaryItemType;C 04.00 (CA 4) Capital Adequacy - Memorandum Items;"(-) Permitted offsetting short positions in relation to the synthetic gross holdings included above";"Amount";;;;;;;;;;;"439#580#641#643";"Investments in the capital of financial sector entities where the institution has a significant investment#Holdings of T2 capital of financial sector entities where the institution has a significant investment, net of short positions#Synthetic holdings of T2 capital of financial sector entities where the institution has a significant investment#(-) Permitted offsetting short positions in relation to the synthetic gross holdings included above";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi212,BAS=eba_BA:x17,INV=eba_PL:x50,MCU=eba_MC:x130,MCY=eba_MC:x367,OFS=eba_OF:x2,RPR=eba_RP:x2";C_04.00;650;010;;monetaryItemType;C 04.00 (CA 4) Capital Adequacy - Memorandum Items;"Risk weighted exposures of CET1 holdings in financial sector entities which are not deducted from the institution's CET1 capital";"Amount";;;;;;;;;;;"649#650";"Total risk weighted assets of amounts not deducted from the corresponding capital category:#Risk weighted exposures of CET1 holdings in financial sector entities which are not deducted from the institution's CET1 capital";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi212,BAS=eba_BA:x17,INV=eba_PL:x50,MCU=eba_MC:x130,MCY=eba_MC:x367,OFS=eba_OF:x1,RPR=eba_RP:x2";C_04.00;660;010;;monetaryItemType;C 04.00 (CA 4) Capital Adequacy - Memorandum Items;"Risk weighted exposures of AT1 holdings in financial sector entities which are not deducted from the institution's AT1 capital";"Amount";;;;;;;;;;;"649#660";"Total risk weighted assets of amounts not deducted from the corresponding capital category:#Risk weighted exposures of AT1 holdings in financial sector entities which are not deducted from the institution's AT1 capital";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi212,BAS=eba_BA:x17,INV=eba_PL:x50,MCU=eba_MC:x131,MCY=eba_MC:x367,OFS=eba_OF:x9,RPR=eba_RP:x2";C_04.00;670;010;;monetaryItemType;C 04.00 (CA 4) Capital Adequacy - Memorandum Items;"Risk weighted exposures of T2 holdings in financial sector entities which are not deducted from the institution's T2 capital";"Amount";;;;;;;;;;;"649#670";"Total risk weighted assets of amounts not deducted from the corresponding capital category:#Risk weighted exposures of T2 holdings in financial sector entities which are not deducted from the institution's T2 capital";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,BAS=eba_BA:x17,INV=eba_PL:x36,MCU=eba_MC:x130,MCY=eba_MC:x367,OFS=eba_OF:x16,RPR=eba_RP:x2";C_04.00;680;010;;monetaryItemType;C 04.00 (CA 4) Capital Adequacy - Memorandum Items;"Holdings on CET1 Capital Instruments of financial sector entities where the institution does not have a significant investment temporary waived";"Amount";;;;;;;;;;;"679#680";"Temporary waiver from deduction from own funds#Holdings on CET1 Capital Instruments of financial sector entities where the institution does not have a significant investment temporary waived";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,BAS=eba_BA:x17,INV=eba_PL:x50,MCU=eba_MC:x130,MCY=eba_MC:x367,OFS=eba_OF:x16,RPR=eba_RP:x2";C_04.00;690;010;;monetaryItemType;C 04.00 (CA 4) Capital Adequacy - Memorandum Items;"Holdings on CET1 Capital Instruments of financial sector entities where the institution has a significant investment temporary waived";"Amount";;;;;;;;;;;"679#690";"Temporary waiver from deduction from own funds#Holdings on CET1 Capital Instruments of financial sector entities where the institution has a significant investment temporary waived";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,BAS=eba_BA:x17,INV=eba_PL:x36,MCU=eba_MC:x130,MCY=eba_MC:x367,OFS=eba_OF:x15,RPR=eba_RP:x2";C_04.00;700;010;;monetaryItemType;C 04.00 (CA 4) Capital Adequacy - Memorandum Items;"Holdings on AT1 Capital Instruments of financial sector entities where the institution does not have a significant investment temporary waived";"Amount";;;;;;;;;;;"679#700";"Temporary waiver from deduction from own funds#Holdings on AT1 Capital Instruments of financial sector entities where the institution does not have a significant investment temporary waived";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,BAS=eba_BA:x17,INV=eba_PL:x50,MCU=eba_MC:x130,MCY=eba_MC:x367,OFS=eba_OF:x15,RPR=eba_RP:x2";C_04.00;710;010;;monetaryItemType;C 04.00 (CA 4) Capital Adequacy - Memorandum Items;"Holdings on AT1 Capital Instruments of financial sector entities where the institution has a significant investment temporary waived";"Amount";;;;;;;;;;;"679#710";"Temporary waiver from deduction from own funds#Holdings on AT1 Capital Instruments of financial sector entities where the institution has a significant investment temporary waived";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,BAS=eba_BA:x17,INV=eba_PL:x36,MCU=eba_MC:x131,MCY=eba_MC:x367,OFS=eba_OF:x17,RPR=eba_RP:x2";C_04.00;720;010;;monetaryItemType;C 04.00 (CA 4) Capital Adequacy - Memorandum Items;"Holdings on T2 Capital Instruments of financial sector entities where the institution does not have a significant investment temporary waived";"Amount";;;;;;;;;;;"679#720";"Temporary waiver from deduction from own funds#Holdings on T2 Capital Instruments of financial sector entities where the institution does not have a significant investment temporary waived";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,BAS=eba_BA:x17,INV=eba_PL:x50,MCU=eba_MC:x131,MCY=eba_MC:x367,OFS=eba_OF:x17,RPR=eba_RP:x2";C_04.00;730;010;;monetaryItemType;C 04.00 (CA 4) Capital Adequacy - Memorandum Items;"Holdings on T2 Capital Instruments of financial sector entities where the institution has a significant investment temporary waived";"Amount";;;;;;;;;;;"679#730";"Temporary waiver from deduction from own funds#Holdings on T2 Capital Instruments of financial sector entities where the institution has a significant investment temporary waived";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,BAS=eba_BA:x17,MCY=eba_MC:x53";C_04.00;740;010;;monetaryItemType;C 04.00 (CA 4) Capital Adequacy - Memorandum Items;"Combined Buffer Requirement";"Amount";;;;;;;;;;;"739#740";"Capital buffers#Combined Buffer Requirement";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,BAS=eba_BA:x17,MCY=eba_MC:x41";C_04.00;750;010;;monetaryItemType;C 04.00 (CA 4) Capital Adequacy - Memorandum Items;"Capital conservation buffer";"Amount";;;;;;;;;;;"739#750";"Capital buffers#Capital conservation buffer";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,BAS=eba_BA:x17,MCY=eba_MC:x407";C_04.00;760;010;;monetaryItemType;C 04.00 (CA 4) Capital Adequacy - Memorandum Items;"Conservation buffer due to macro-prudential or systemic risk identified at the level of a Member State";"Amount";;;;;;;;;;;"739#760";"Capital buffers#Conservation buffer due to macro-prudential or systemic risk identified at the level of a Member State";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,BAS=eba_BA:x17,MCY=eba_MC:x324";C_04.00;770;010;;monetaryItemType;C 04.00 (CA 4) Capital Adequacy - Memorandum Items;"Institution specific countercyclical capital buffer";"Amount";;;;;;;;;;;"739#770";"Capital buffers#Institution specific countercyclical capital buffer";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,BAS=eba_BA:x17,MCY=eba_MC:x326";C_04.00;780;010;;monetaryItemType;C 04.00 (CA 4) Capital Adequacy - Memorandum Items;"Systemic risk buffer";"Amount";;;;;;;;;;;"739#780";"Capital buffers#Systemic risk buffer";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,BAS=eba_BA:x17,MCY=eba_MC:x505";C_04.00;790;010;;monetaryItemType;C 04.00 (CA 4) Capital Adequacy - Memorandum Items;"Systemically important institution buffer";"Amount";;;;;;;;;;;"739#790";"Capital buffers#Systemically important institution buffer";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,BAS=eba_BA:x17,MCY=eba_MC:x506";C_04.00;800;010;;monetaryItemType;C 04.00 (CA 4) Capital Adequacy - Memorandum Items;"Global Systemically Important Institution buffer";"Amount";;;;;;;;;;;"739#800";"Capital buffers#Global Systemically Important Institution buffer";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,BAS=eba_BA:x17,MCY=eba_MC:x507";C_04.00;810;010;;monetaryItemType;C 04.00 (CA 4) Capital Adequacy - Memorandum Items;"Other Systemically Important Institution buffer";"Amount";;;;;;;;;;;"739#810";"Capital buffers#Other Systemically Important Institution buffer";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,BAS=eba_BA:x9,MCY=eba_MC:x432";C_04.00;820;010;;monetaryItemType;C 04.00 (CA 4) Capital Adequacy - Memorandum Items;"Own funds requirements related to Pillar II adjustments";"Amount";;;;;;;;;;;"819#820";"Pillar II requirements#Own funds requirements related to Pillar II adjustments";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi53,BAS=eba_BA:x11,MCY=eba_MC:x511";C_04.00;830;010;;monetaryItemType;C 04.00 (CA 4) Capital Adequacy - Memorandum Items;"Initial capital";"Amount";;;;;;;;;;;"829#830";"Additional information for investment firms#Initial capital";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x71,BAS=eba_BA:x9";C_04.00;840;010;;monetaryItemType;C 04.00 (CA 4) Capital Adequacy - Memorandum Items;"Own funds based on Fixed overheads";"Amount";;;;;;;;;;;"829#840";"Additional information for investment firms#Own funds based on Fixed overheads";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,BAS=eba_BA:x9,LAC=eba_BT:x7,MCY=eba_MC:x195,TRI=eba_TR:x4";C_04.00;850;010;;monetaryItemType;C 04.00 (CA 4) Capital Adequacy - Memorandum Items;"Non-domestic original exposures";"Amount";;;;;;;;;;;"845#850";"Additional information for calculation of reporting thresholds#Non-domestic original exposures";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,BAS=eba_BA:x9,MCY=eba_MC:x195,TRI=eba_TR:x4";C_04.00;860;010;;monetaryItemType;C 04.00 (CA 4) Capital Adequacy - Memorandum Items;"Total original exposures";"Amount";;;;;;;;;;;"845#860";"Additional information for calculation of reporting thresholds#Total original exposures";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,APR=eba_AP:x77,BAS=eba_BA:x11,MCY=eba_MC:x275";C_04.00;870;010;;monetaryItemType;C 04.00 (CA 4) Capital Adequacy - Memorandum Items;"Adjustments to total own funds";"Amount";;;;;;;;;;;"865#870";"Basel I floor#Adjustments to total own funds";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi81,APR=eba_AP:x77,BAS=eba_BA:x11,MCY=eba_MC:x275,OFS=eba_OF:x10";C_04.00;880;010;;monetaryItemType;C 04.00 (CA 4) Capital Adequacy - Memorandum Items;"Own funds fully adjusted for Basel I floor";"Amount";;;;;;;;;;;"865#880";"Basel I floor#Own funds fully adjusted for Basel I floor";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x77,BAS=eba_BA:x9";C_04.00;890;010;;monetaryItemType;C 04.00 (CA 4) Capital Adequacy - Memorandum Items;"Own funds requirements for Basel I floor";"Amount";;;;;;;;;;;"865#890";"Basel I floor#Own funds requirements for Basel I floor";"Amount";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,TOF=eba_OF:x2";C_05.01;010;010;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1. TOTAL ADJUSTMENTS";"Adjustments to CET1";;;;;;;;;;;"010";"1. TOTAL ADJUSTMENTS";"Adjustments to CET1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,TOF=eba_OF:x1";C_05.01;010;020;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1. TOTAL ADJUSTMENTS";"Adjustments to AT1";;;;;;;;;;;"010";"1. TOTAL ADJUSTMENTS";"Adjustments to AT1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,TOF=eba_OF:x9";C_05.01;010;030;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1. TOTAL ADJUSTMENTS";"Adjustments to T2";;;;;;;;;;;"010";"1. TOTAL ADJUSTMENTS";"Adjustments to T2";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi212,BAS=eba_BA:x9";C_05.01;010;040;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1. TOTAL ADJUSTMENTS";"Adjustments included in RWAs";;;;;;;;;;;"010";"1. TOTAL ADJUSTMENTS";"Adjustments included in RWAs";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi112,BAS=eba_BA:x11";C_05.01;010;060;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1. TOTAL ADJUSTMENTS";"Memorandum items";"Eligible amount without transitional provisions";;;;;;;;;;"010";"1. TOTAL ADJUSTMENTS";"Memorandum items#Eligible amount without transitional provisions";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,CNO=eba_BT:x4,MCY=eba_MC:x369,TOF=eba_OF:x2";C_05.01;020;010;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.1 GRANDFATHERED INSTRUMENTS";"Adjustments to CET1";;;;;;;;;;;"010#020";"1. TOTAL ADJUSTMENTS#1.1 GRANDFATHERED INSTRUMENTS";"Adjustments to CET1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,CNO=eba_BT:x4,MCY=eba_MC:x369,TOF=eba_OF:x1";C_05.01;020;020;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.1 GRANDFATHERED INSTRUMENTS";"Adjustments to AT1";;;;;;;;;;;"010#020";"1. TOTAL ADJUSTMENTS#1.1 GRANDFATHERED INSTRUMENTS";"Adjustments to AT1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,CNO=eba_BT:x4,MCY=eba_MC:x369,TOF=eba_OF:x9";C_05.01;020;030;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.1 GRANDFATHERED INSTRUMENTS";"Adjustments to T2";;;;;;;;;;;"010#020";"1. TOTAL ADJUSTMENTS#1.1 GRANDFATHERED INSTRUMENTS";"Adjustments to T2";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,CNO=eba_BT:x4,MCY=eba_MC:x370,TOF=eba_OF:x2";C_05.01;030;010;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.1.1 Grandfathered instruments: Instruments constituting state aid";"Adjustments to CET1";;;;;;;;;;;"010#020#030";"1. TOTAL ADJUSTMENTS#1.1 GRANDFATHERED INSTRUMENTS#1.1.1 Grandfathered instruments: Instruments constituting state aid";"Adjustments to CET1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,CNO=eba_BT:x4,MCY=eba_MC:x370,TOF=eba_OF:x1";C_05.01;030;020;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.1.1 Grandfathered instruments: Instruments constituting state aid";"Adjustments to AT1";;;;;;;;;;;"010#020#030";"1. TOTAL ADJUSTMENTS#1.1 GRANDFATHERED INSTRUMENTS#1.1.1 Grandfathered instruments: Instruments constituting state aid";"Adjustments to AT1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,CNO=eba_BT:x4,MCY=eba_MC:x370,TOF=eba_OF:x9";C_05.01;030;030;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.1.1 Grandfathered instruments: Instruments constituting state aid";"Adjustments to T2";;;;;;;;;;;"010#020#030";"1. TOTAL ADJUSTMENTS#1.1 GRANDFATHERED INSTRUMENTS#1.1.1 Grandfathered instruments: Instruments constituting state aid";"Adjustments to T2";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,CNO=eba_BT:x4,MCY=eba_MC:x396,TOF=eba_OF:x2";C_05.01;040;010;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.1.1.1 Instruments that qualified as own funds according to 2006/48/EC";"Adjustments to CET1";;;;;;;;;;;"010#020#030#040";"1. TOTAL ADJUSTMENTS#1.1 GRANDFATHERED INSTRUMENTS#1.1.1 Grandfathered instruments: Instruments constituting state aid#1.1.1.1 Instruments that qualified as own funds according to 2006/48/EC";"Adjustments to CET1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,CNO=eba_BT:x4,MCY=eba_MC:x396,TOF=eba_OF:x1";C_05.01;040;020;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.1.1.1 Instruments that qualified as own funds according to 2006/48/EC";"Adjustments to AT1";;;;;;;;;;;"010#020#030#040";"1. TOTAL ADJUSTMENTS#1.1 GRANDFATHERED INSTRUMENTS#1.1.1 Grandfathered instruments: Instruments constituting state aid#1.1.1.1 Instruments that qualified as own funds according to 2006/48/EC";"Adjustments to AT1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,CNO=eba_BT:x4,MCY=eba_MC:x396,TOF=eba_OF:x9";C_05.01;040;030;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.1.1.1 Instruments that qualified as own funds according to 2006/48/EC";"Adjustments to T2";;;;;;;;;;;"010#020#030#040";"1. TOTAL ADJUSTMENTS#1.1 GRANDFATHERED INSTRUMENTS#1.1.1 Grandfathered instruments: Instruments constituting state aid#1.1.1.1 Instruments that qualified as own funds according to 2006/48/EC";"Adjustments to T2";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,CNO=eba_BT:x4,MCY=eba_MC:x395,TOF=eba_OF:x2";C_05.01;050;010;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.1.1.2 Instruments issued by institutions that are incorporated in a Member State that is subject to an Economic Adjustment Programme";"Adjustments to CET1";;;;;;;;;;;"010#020#030#050";"1. TOTAL ADJUSTMENTS#1.1 GRANDFATHERED INSTRUMENTS#1.1.1 Grandfathered instruments: Instruments constituting state aid#1.1.1.2 Instruments issued by institutions that are incorporated in a Member State that is subject to an Economic Adjustment Programme";"Adjustments to CET1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,CNO=eba_BT:x4,MCY=eba_MC:x395,TOF=eba_OF:x1";C_05.01;050;020;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.1.1.2 Instruments issued by institutions that are incorporated in a Member State that is subject to an Economic Adjustment Programme";"Adjustments to AT1";;;;;;;;;;;"010#020#030#050";"1. TOTAL ADJUSTMENTS#1.1 GRANDFATHERED INSTRUMENTS#1.1.1 Grandfathered instruments: Instruments constituting state aid#1.1.1.2 Instruments issued by institutions that are incorporated in a Member State that is subject to an Economic Adjustment Programme";"Adjustments to AT1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,CNO=eba_BT:x4,MCY=eba_MC:x395,TOF=eba_OF:x9";C_05.01;050;030;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.1.1.2 Instruments issued by institutions that are incorporated in a Member State that is subject to an Economic Adjustment Programme";"Adjustments to T2";;;;;;;;;;;"010#020#030#050";"1. TOTAL ADJUSTMENTS#1.1 GRANDFATHERED INSTRUMENTS#1.1.1 Grandfathered instruments: Instruments constituting state aid#1.1.1.2 Instruments issued by institutions that are incorporated in a Member State that is subject to an Economic Adjustment Programme";"Adjustments to T2";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,CNO=eba_BT:x4,MCY=eba_MC:x342,TOF=eba_OF:x2";C_05.01;060;010;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.1.2 Instruments not constituting state aid";"Adjustments to CET1";;;;;;;;;;;"010#020#060";"1. TOTAL ADJUSTMENTS#1.1 GRANDFATHERED INSTRUMENTS#1.1.2 Instruments not constituting state aid";"Adjustments to CET1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,CNO=eba_BT:x4,MCY=eba_MC:x342,TOF=eba_OF:x1";C_05.01;060;020;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.1.2 Instruments not constituting state aid";"Adjustments to AT1";;;;;;;;;;;"010#020#060";"1. TOTAL ADJUSTMENTS#1.1 GRANDFATHERED INSTRUMENTS#1.1.2 Instruments not constituting state aid";"Adjustments to AT1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,CNO=eba_BT:x4,MCY=eba_MC:x342,TOF=eba_OF:x9";C_05.01;060;030;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.1.2 Instruments not constituting state aid";"Adjustments to T2";;;;;;;;;;;"010#020#060";"1. TOTAL ADJUSTMENTS#1.1 GRANDFATHERED INSTRUMENTS#1.1.2 Instruments not constituting state aid";"Adjustments to T2";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,CNO=eba_BT:x3,MCY=eba_MC:x343,TOF=eba_OF:x2";C_05.01;070;010;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.2 MINORITY INTERESTS AND EQUIVALENTS";"Adjustments to CET1";;;;;;;;;;;"010#070";"1. TOTAL ADJUSTMENTS#1.2 MINORITY INTERESTS AND EQUIVALENTS";"Adjustments to CET1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,CNO=eba_BT:x3,MCY=eba_MC:x343,TOF=eba_OF:x1";C_05.01;070;020;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.2 MINORITY INTERESTS AND EQUIVALENTS";"Adjustments to AT1";;;;;;;;;;;"010#070";"1. TOTAL ADJUSTMENTS#1.2 MINORITY INTERESTS AND EQUIVALENTS";"Adjustments to AT1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,CNO=eba_BT:x3,MCY=eba_MC:x343,TOF=eba_OF:x9";C_05.01;070;030;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.2 MINORITY INTERESTS AND EQUIVALENTS";"Adjustments to T2";;;;;;;;;;;"010#070";"1. TOTAL ADJUSTMENTS#1.2 MINORITY INTERESTS AND EQUIVALENTS";"Adjustments to T2";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,CNO=eba_BT:x3,MCY=eba_MC:x445,TOF=eba_OF:x2";C_05.01;080;010;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.2.1 Capital instruments and items that do not qualify as minority interests";"Adjustments to CET1";;;;;;;;;;;"010#070#080";"1. TOTAL ADJUSTMENTS#1.2 MINORITY INTERESTS AND EQUIVALENTS#1.2.1 Capital instruments and items that do not qualify as minority interests";"Adjustments to CET1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x17,CNO=eba_BT:x3,MCY=eba_MC:x445";C_05.01;080;050;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.2.1 Capital instruments and items that do not qualify as minority interests";"Memorandum items";"Applicable percentage";;;;;;;;;;"010#070#080";"1. TOTAL ADJUSTMENTS#1.2 MINORITY INTERESTS AND EQUIVALENTS#1.2.1 Capital instruments and items that do not qualify as minority interests";"Memorandum items#Applicable percentage";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi112,BAS=eba_BA:x11,CNO=eba_BT:x3,MCY=eba_MC:x445";C_05.01;080;060;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.2.1 Capital instruments and items that do not qualify as minority interests";"Memorandum items";"Eligible amount without transitional provisions";;;;;;;;;;"010#070#080";"1. TOTAL ADJUSTMENTS#1.2 MINORITY INTERESTS AND EQUIVALENTS#1.2.1 Capital instruments and items that do not qualify as minority interests";"Memorandum items#Eligible amount without transitional provisions";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,CNO=eba_BT:x3,MCY=eba_MC:x446,TOF=eba_OF:x2";C_05.01;090;010;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.2.2 Transitional recognition in consolidated own funds of minority interests and qualifying Additional Tier 1 and Tier 2 capital";"Adjustments to CET1";;;;;;;;;;;"010#070#090";"1. TOTAL ADJUSTMENTS#1.2 MINORITY INTERESTS AND EQUIVALENTS#1.2.2 Transitional recognition in consolidated own funds of minority interests and qualifying Additional Tier 1 and Tier 2 capital";"Adjustments to CET1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x17,CNO=eba_BT:x3,MCY=eba_MC:x446";C_05.01;090;050;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.2.2 Transitional recognition in consolidated own funds of minority interests and qualifying Additional Tier 1 and Tier 2 capital";"Memorandum items";"Applicable percentage";;;;;;;;;;"010#070#090";"1. TOTAL ADJUSTMENTS#1.2 MINORITY INTERESTS AND EQUIVALENTS#1.2.2 Transitional recognition in consolidated own funds of minority interests and qualifying Additional Tier 1 and Tier 2 capital";"Memorandum items#Applicable percentage";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi112,BAS=eba_BA:x11,CNO=eba_BT:x3,MCY=eba_MC:x446";C_05.01;090;060;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.2.2 Transitional recognition in consolidated own funds of minority interests and qualifying Additional Tier 1 and Tier 2 capital";"Memorandum items";"Eligible amount without transitional provisions";;;;;;;;;;"010#070#090";"1. TOTAL ADJUSTMENTS#1.2 MINORITY INTERESTS AND EQUIVALENTS#1.2.2 Transitional recognition in consolidated own funds of minority interests and qualifying Additional Tier 1 and Tier 2 capital";"Memorandum items#Eligible amount without transitional provisions";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,CNO=eba_BT:x3,COF=eba_OF:x1,MCY=eba_MC:x343,TOF=eba_OF:x1";C_05.01;091;020;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.2.3 Transitional recognition in consolidated own funds of qualifying Additional Tier 1 capital";"Adjustments to AT1";;;;;;;;;;;"010#070#091";"1. TOTAL ADJUSTMENTS#1.2 MINORITY INTERESTS AND EQUIVALENTS#1.2.3 Transitional recognition in consolidated own funds of qualifying Additional Tier 1 capital";"Adjustments to AT1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x17,CNO=eba_BT:x3,COF=eba_OF:x1,MCY=eba_MC:x343";C_05.01;091;050;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.2.3 Transitional recognition in consolidated own funds of qualifying Additional Tier 1 capital";"Memorandum items";"Applicable percentage";;;;;;;;;;"010#070#091";"1. TOTAL ADJUSTMENTS#1.2 MINORITY INTERESTS AND EQUIVALENTS#1.2.3 Transitional recognition in consolidated own funds of qualifying Additional Tier 1 capital";"Memorandum items#Applicable percentage";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,CNO=eba_BT:x3,COF=eba_OF:x9,MCY=eba_MC:x343,TOF=eba_OF:x9";C_05.01;092;030;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.2.4 Transitional recognition in consolidated own funds of qualifying Tier 2 capital";"Adjustments to T2";;;;;;;;;;;"010#070#092";"1. TOTAL ADJUSTMENTS#1.2 MINORITY INTERESTS AND EQUIVALENTS#1.2.4 Transitional recognition in consolidated own funds of qualifying Tier 2 capital";"Adjustments to T2";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x17,MCY=eba_MC:x371";C_05.01;120;050;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.1.1 Unrealised gains";"Memorandum items";"Applicable percentage";;;;;;;;;;"010#100#110#120";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.1 Unrealised gains and losses#1.3.1.1 Unrealised gains";"Memorandum items#Applicable percentage";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,MCY=eba_MC:x372,TOF=eba_OF:x2";C_05.01;130;010;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.1.2 Unrealised losses";"Adjustments to CET1";;;;;;;;;;;"010#100#110#130";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.1 Unrealised gains and losses#1.3.1.2 Unrealised losses";"Adjustments to CET1";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi112,APL=eba_PL:x7,BAS=eba_BA:x11,CPS=eba_CT:x32,MCY=eba_MC:x372";C_05.01;136;060;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.1.4 Unrealised losses on exposures to central governments classified in the ""Available for sale"" category of EU-endorsed IAS39";"Memorandum items";"Eligible amount without transitional provisions";;;;;;;;;;"010#100#110#136";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.1 Unrealised gains and losses#1.3.1.4 Unrealised losses on exposures to central governments classified in the ""Available for sale"" category of EU-endorsed IAS39";"Memorandum items#Eligible amount without transitional provisions";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,MCY=eba_MC:x503,TOF=eba_OF:x2";C_05.01;138;010;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.1.5 Fair value gains and losses arising from the institution's own credit risk related to derivative liabilities";"Adjustments to CET1";;;;;;;;;;;"010#100#110#138";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.1 Unrealised gains and losses#1.3.1.5 Fair value gains and losses arising from the institution's own credit risk related to derivative liabilities";"Adjustments to CET1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x17,MCY=eba_MC:x503";C_05.01;138;050;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.1.5 Fair value gains and losses arising from the institution's own credit risk related to derivative liabilities";"Memorandum items";"Applicable percentage";;;;;;;;;;"010#100#110#138";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.1 Unrealised gains and losses#1.3.1.5 Fair value gains and losses arising from the institution's own credit risk related to derivative liabilities";"Memorandum items#Applicable percentage";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi112,BAS=eba_BA:x11,MCY=eba_MC:x503";C_05.01;138;060;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.1.5 Fair value gains and losses arising from the institution's own credit risk related to derivative liabilities";"Memorandum items";"Eligible amount without transitional provisions";;;;;;;;;;"010#100#110#138";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.1 Unrealised gains and losses#1.3.1.5 Fair value gains and losses arising from the institution's own credit risk related to derivative liabilities";"Memorandum items#Eligible amount without transitional provisions";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,MCY=eba_MC:x345,TOF=eba_OF:x2";C_05.01;140;010;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2 Deductions";"Adjustments to CET1";;;;;;;;;;;"010#100#140";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions";"Adjustments to CET1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,MCY=eba_MC:x345,TOF=eba_OF:x1";C_05.01;140;020;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2 Deductions";"Adjustments to AT1";;;;;;;;;;;"010#100#140";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions";"Adjustments to AT1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,MCY=eba_MC:x345,TOF=eba_OF:x9";C_05.01;140;030;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2 Deductions";"Adjustments to T2";;;;;;;;;;;"010#100#140";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions";"Adjustments to T2";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi212,BAS=eba_BA:x9,MCY=eba_MC:x345";C_05.01;140;040;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2 Deductions";"Adjustments included in RWAs";;;;;;;;;;;"010#100#140";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions";"Adjustments included in RWAs";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi112,BAS=eba_BA:x11,MCY=eba_MC:x345";C_05.01;140;060;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2 Deductions";"Memorandum items";"Eligible amount without transitional provisions";;;;;;;;;;"010#100#140";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions";"Memorandum items#Eligible amount without transitional provisions";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,MCY=eba_MC:x235,TOF=eba_OF:x2";C_05.01;150;010;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.1. Losses for the current financial year";"Adjustments to CET1";;;;;;;;;;;"010#100#140#150";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.1. Losses for the current financial year";"Adjustments to CET1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,MCY=eba_MC:x235,TOF=eba_OF:x1";C_05.01;150;020;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.1. Losses for the current financial year";"Adjustments to AT1";;;;;;;;;;;"010#100#140#150";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.1. Losses for the current financial year";"Adjustments to AT1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x17,MCY=eba_MC:x235";C_05.01;150;050;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.1. Losses for the current financial year";"Memorandum items";"Applicable percentage";;;;;;;;;;"010#100#140#150";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.1. Losses for the current financial year";"Memorandum items#Applicable percentage";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,MCY=eba_MC:x209,TOF=eba_OF:x2";C_05.01;160;010;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.2. Intangible assets";"Adjustments to CET1";;;;;;;;;;;"010#100#140#160";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.2. Intangible assets";"Adjustments to CET1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,MCY=eba_MC:x209,TOF=eba_OF:x1";C_05.01;160;020;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.2. Intangible assets";"Adjustments to AT1";;;;;;;;;;;"010#100#140#160";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.2. Intangible assets";"Adjustments to AT1";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,MCY=eba_MC:x80,TOF=eba_OF:x2";C_05.01;170;010;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.3. Deferred tax assets that rely on future profitability and do not arise from temporary differences";"Adjustments to CET1";;;;;;;;;;;"010#100#140#170";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.3. Deferred tax assets that rely on future profitability and do not arise from temporary differences";"Adjustments to CET1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi212,BAS=eba_BA:x9,MCY=eba_MC:x80";C_05.01;170;040;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.3. Deferred tax assets that rely on future profitability and do not arise from temporary differences";"Adjustments included in RWAs";;;;;;;;;;;"010#100#140#170";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.3. Deferred tax assets that rely on future profitability and do not arise from temporary differences";"Adjustments included in RWAs";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x17,MCY=eba_MC:x80";C_05.01;170;050;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.3. Deferred tax assets that rely on future profitability and do not arise from temporary differences";"Memorandum items";"Applicable percentage";;;;;;;;;;"010#100#140#170";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.3. Deferred tax assets that rely on future profitability and do not arise from temporary differences";"Memorandum items#Applicable percentage";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi112,BAS=eba_BA:x11,MCY=eba_MC:x80";C_05.01;170;060;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.3. Deferred tax assets that rely on future profitability and do not arise from temporary differences";"Memorandum items";"Eligible amount without transitional provisions";;;;;;;;;;"010#100#140#170";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.3. Deferred tax assets that rely on future profitability and do not arise from temporary differences";"Memorandum items#Eligible amount without transitional provisions";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,MCY=eba_MC:x217,TOF=eba_OF:x2";C_05.01;180;010;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.4. IRB shortfall of provisions to expected losses";"Adjustments to CET1";;;;;;;;;;;"010#100#140#180";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.4. IRB shortfall of provisions to expected losses";"Adjustments to CET1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,MCY=eba_MC:x217,TOF=eba_OF:x1";C_05.01;180;020;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.4. IRB shortfall of provisions to expected losses";"Adjustments to AT1";;;;;;;;;;;"010#100#140#180";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.4. IRB shortfall of provisions to expected losses";"Adjustments to AT1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,MCY=eba_MC:x217,TOF=eba_OF:x9";C_05.01;180;030;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.4. IRB shortfall of provisions to expected losses";"Adjustments to T2";;;;;;;;;;;"010#100#140#180";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.4. IRB shortfall of provisions to expected losses";"Adjustments to T2";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x17,MCY=eba_MC:x217";C_05.01;180;050;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.4. IRB shortfall of provisions to expected losses";"Memorandum items";"Applicable percentage";;;;;;;;;;"010#100#140#180";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.4. IRB shortfall of provisions to expected losses";"Memorandum items#Applicable percentage";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi112,BAS=eba_BA:x11,MCY=eba_MC:x217";C_05.01;180;060;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.4. IRB shortfall of provisions to expected losses";"Memorandum items";"Eligible amount without transitional provisions";;;;;;;;;;"010#100#140#180";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.4. IRB shortfall of provisions to expected losses";"Memorandum items#Eligible amount without transitional provisions";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,MCY=eba_MC:x87,TOF=eba_OF:x2";C_05.01;190;010;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.5. Defined benefit pension fund assets";"Adjustments to CET1";;;;;;;;;;;"010#100#140#190";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.5. Defined benefit pension fund assets";"Adjustments to CET1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x17,MCY=eba_MC:x87";C_05.01;190;050;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.5. Defined benefit pension fund assets";"Memorandum items";"Applicable percentage";;;;;;;;;;"010#100#140#190";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.5. Defined benefit pension fund assets";"Memorandum items#Applicable percentage";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi112,BAS=eba_BA:x11,MCY=eba_MC:x87";C_05.01;190;060;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.5. Defined benefit pension fund assets";"Memorandum items";"Eligible amount without transitional provisions";;;;;;;;;;"010#100#140#190";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.5. Defined benefit pension fund assets";"Memorandum items#Eligible amount without transitional provisions";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,MCY=eba_MC:x513,TOF=eba_OF:x2";C_05.01;194;010;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"of which: Introduction of amendments to IAS19 - positive item";"Adjustments to CET1";;;;;;;;;;;"010#100#140#190#194";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.5. Defined benefit pension fund assets#of which: Introduction of amendments to IAS19 - positive item";"Adjustments to CET1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x17,MCY=eba_MC:x513";C_05.01;194;050;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"of which: Introduction of amendments to IAS19 - positive item";"Memorandum items";"Applicable percentage";;;;;;;;;;"010#100#140#190#194";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.5. Defined benefit pension fund assets#of which: Introduction of amendments to IAS19 - positive item";"Memorandum items#Applicable percentage";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi112,BAS=eba_BA:x11,MCY=eba_MC:x513";C_05.01;194;060;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"of which: Introduction of amendments to IAS19 - positive item";"Memorandum items";"Eligible amount without transitional provisions";;;;;;;;;;"010#100#140#190#194";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.5. Defined benefit pension fund assets#of which: Introduction of amendments to IAS19 - positive item";"Memorandum items#Eligible amount without transitional provisions";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,MCY=eba_MC:x514,TOF=eba_OF:x2";C_05.01;198;010;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"of which: Introduction of amendments to IAS19 - negative item";"Adjustments to CET1";;;;;;;;;;;"010#100#140#190#198";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.5. Defined benefit pension fund assets#of which: Introduction of amendments to IAS19 - negative item";"Adjustments to CET1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x17,MCY=eba_MC:x514";C_05.01;198;050;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"of which: Introduction of amendments to IAS19 - negative item";"Memorandum items";"Applicable percentage";;;;;;;;;;"010#100#140#190#198";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.5. Defined benefit pension fund assets#of which: Introduction of amendments to IAS19 - negative item";"Memorandum items#Applicable percentage";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi112,BAS=eba_BA:x11,MCY=eba_MC:x514";C_05.01;198;060;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"of which: Introduction of amendments to IAS19 - negative item";"Memorandum items";"Eligible amount without transitional provisions";;;;;;;;;;"010#100#140#190#198";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.5. Defined benefit pension fund assets#of which: Introduction of amendments to IAS19 - negative item";"Memorandum items#Eligible amount without transitional provisions";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,MCU=eba_MC:x274,MCY=eba_MC:x367,TOF=eba_OF:x2";C_05.01;200;010;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.6. Own instruments";"Adjustments to CET1";;;;;;;;;;;"010#100#140#200";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.6. Own instruments";"Adjustments to CET1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,MCU=eba_MC:x274,MCY=eba_MC:x367,TOF=eba_OF:x1";C_05.01;200;020;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.6. Own instruments";"Adjustments to AT1";;;;;;;;;;;"010#100#140#200";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.6. Own instruments";"Adjustments to AT1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,MCU=eba_MC:x274,MCY=eba_MC:x367,TOF=eba_OF:x9";C_05.01;200;030;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.6. Own instruments";"Adjustments to T2";;;;;;;;;;;"010#100#140#200";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.6. Own instruments";"Adjustments to T2";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi212,BAS=eba_BA:x9,MCU=eba_MC:x274,MCY=eba_MC:x367";C_05.01;200;040;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.6. Own instruments";"Adjustments included in RWAs";;;;;;;;;;;"010#100#140#200";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.6. Own instruments";"Adjustments included in RWAs";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi112,BAS=eba_BA:x11,MCU=eba_MC:x274,MCY=eba_MC:x367";C_05.01;200;060;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.6. Own instruments";"Memorandum items";"Eligible amount without transitional provisions";;;;;;;;;;"010#100#140#200";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.6. Own instruments";"Memorandum items#Eligible amount without transitional provisions";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,COF=eba_OF:x2,MCU=eba_MC:x273,MCY=eba_MC:x367,TOF=eba_OF:x2";C_05.01;210;010;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.6.1 Own CET1 instruments";"Adjustments to CET1";;;;;;;;;;;"010#100#140#200#210";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.6. Own instruments#1.3.2.6.1 Own CET1 instruments";"Adjustments to CET1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,COF=eba_OF:x2,MCU=eba_MC:x273,MCY=eba_MC:x367,TOF=eba_OF:x1";C_05.01;210;020;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.6.1 Own CET1 instruments";"Adjustments to AT1";;;;;;;;;;;"010#100#140#200#210";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.6. Own instruments#1.3.2.6.1 Own CET1 instruments";"Adjustments to AT1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi212,BAS=eba_BA:x9,COF=eba_OF:x2,MCU=eba_MC:x273,MCY=eba_MC:x367";C_05.01;210;040;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.6.1 Own CET1 instruments";"Adjustments included in RWAs";;;;;;;;;;;"010#100#140#200#210";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.6. Own instruments#1.3.2.6.1 Own CET1 instruments";"Adjustments included in RWAs";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x17,COF=eba_OF:x2,MCU=eba_MC:x273,MCY=eba_MC:x367";C_05.01;210;050;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.6.1 Own CET1 instruments";"Memorandum items";"Applicable percentage";;;;;;;;;;"010#100#140#200#210";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.6. Own instruments#1.3.2.6.1 Own CET1 instruments";"Memorandum items#Applicable percentage";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x17,COF=eba_OF:x9,MCU=eba_MC:x274,MCY=eba_MC:x365";C_05.01;231;050;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"of which: Direct holdings";"Memorandum items";"Applicable percentage";;;;;;;;;;"010#100#140#200#230#231";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.6. Own instruments#1.3.2.6.3 Own T2 instruments#of which: Direct holdings";"Memorandum items#Applicable percentage";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi112,BAS=eba_BA:x11,COF=eba_OF:x9,MCU=eba_MC:x274,MCY=eba_MC:x365";C_05.01;231;060;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"of which: Direct holdings";"Memorandum items";"Eligible amount without transitional provisions";;;;;;;;;;"010#100#140#200#230#231";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.6. Own instruments#1.3.2.6.3 Own T2 instruments#of which: Direct holdings";"Memorandum items#Eligible amount without transitional provisions";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,COF=eba_OF:x9,MCU=eba_MC:x274,MCY=eba_MC:x188,TOF=eba_OF:x9";C_05.01;232;030;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"of which: Indirect holdings";"Adjustments to T2";;;;;;;;;;;"010#100#140#200#230#232";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.6. Own instruments#1.3.2.6.3 Own T2 instruments#of which: Indirect holdings";"Adjustments to T2";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi212,BAS=eba_BA:x9,COF=eba_OF:x9,MCU=eba_MC:x274,MCY=eba_MC:x188";C_05.01;232;040;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"of which: Indirect holdings";"Adjustments included in RWAs";;;;;;;;;;;"010#100#140#200#230#232";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.6. Own instruments#1.3.2.6.3 Own T2 instruments#of which: Indirect holdings";"Adjustments included in RWAs";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x17,COF=eba_OF:x9,MCU=eba_MC:x274,MCY=eba_MC:x188";C_05.01;232;050;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"of which: Indirect holdings";"Memorandum items";"Applicable percentage";;;;;;;;;;"010#100#140#200#230#232";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.6. Own instruments#1.3.2.6.3 Own T2 instruments#of which: Indirect holdings";"Memorandum items#Applicable percentage";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi112,BAS=eba_BA:x11,COF=eba_OF:x9,MCU=eba_MC:x274,MCY=eba_MC:x188";C_05.01;232;060;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"of which: Indirect holdings";"Memorandum items";"Eligible amount without transitional provisions";;;;;;;;;;"010#100#140#200#230#232";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.6. Own instruments#1.3.2.6.3 Own T2 instruments#of which: Indirect holdings";"Memorandum items#Eligible amount without transitional provisions";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,MCU=eba_MC:x130,MCY=eba_MC:x295,RPR=eba_RP:x2,TOF=eba_OF:x2";C_05.01;240;010;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7. Reciprocal cross holdings";"Adjustments to CET1";;;;;;;;;;;"010#100#140#240";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings";"Adjustments to CET1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,MCU=eba_MC:x130,MCY=eba_MC:x295,RPR=eba_RP:x2,TOF=eba_OF:x1";C_05.01;240;020;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7. Reciprocal cross holdings";"Adjustments to AT1";;;;;;;;;;;"010#100#140#240";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings";"Adjustments to AT1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,MCU=eba_MC:x130,MCY=eba_MC:x295,RPR=eba_RP:x2,TOF=eba_OF:x9";C_05.01;240;030;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7. Reciprocal cross holdings";"Adjustments to T2";;;;;;;;;;;"010#100#140#240";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings";"Adjustments to T2";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi212,BAS=eba_BA:x9,MCU=eba_MC:x130,MCY=eba_MC:x295,RPR=eba_RP:x2";C_05.01;240;040;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7. Reciprocal cross holdings";"Adjustments included in RWAs";;;;;;;;;;;"010#100#140#240";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings";"Adjustments included in RWAs";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi112,BAS=eba_BA:x11,MCU=eba_MC:x130,MCY=eba_MC:x295,RPR=eba_RP:x2";C_05.01;240;060;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7. Reciprocal cross holdings";"Memorandum items";"Eligible amount without transitional provisions";;;;;;;;;;"010#100#140#240";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings";"Memorandum items#Eligible amount without transitional provisions";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,COF=eba_OF:x2,MCU=eba_MC:x130,MCY=eba_MC:x295,RPR=eba_RP:x2,TOF=eba_OF:x2";C_05.01;250;010;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7.1 Reciprocal cross holdings in CET1 Capital";"Adjustments to CET1";;;;;;;;;;;"010#100#140#240#250";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings#1.3.2.7.1 Reciprocal cross holdings in CET1 Capital";"Adjustments to CET1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,COF=eba_OF:x2,MCU=eba_MC:x130,MCY=eba_MC:x295,RPR=eba_RP:x2,TOF=eba_OF:x1";C_05.01;250;020;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7.1 Reciprocal cross holdings in CET1 Capital";"Adjustments to AT1";;;;;;;;;;;"010#100#140#240#250";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings#1.3.2.7.1 Reciprocal cross holdings in CET1 Capital";"Adjustments to AT1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,COF=eba_OF:x2,MCU=eba_MC:x130,MCY=eba_MC:x295,RPR=eba_RP:x2,TOF=eba_OF:x9";C_05.01;250;030;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7.1 Reciprocal cross holdings in CET1 Capital";"Adjustments to T2";;;;;;;;;;;"010#100#140#240#250";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings#1.3.2.7.1 Reciprocal cross holdings in CET1 Capital";"Adjustments to T2";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi212,BAS=eba_BA:x9,COF=eba_OF:x2,MCU=eba_MC:x130,MCY=eba_MC:x295,RPR=eba_RP:x2";C_05.01;250;040;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7.1 Reciprocal cross holdings in CET1 Capital";"Adjustments included in RWAs";;;;;;;;;;;"010#100#140#240#250";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings#1.3.2.7.1 Reciprocal cross holdings in CET1 Capital";"Adjustments included in RWAs";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x17,COF=eba_OF:x2,MCU=eba_MC:x130,MCY=eba_MC:x295,RPR=eba_RP:x2";C_05.01;250;050;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7.1 Reciprocal cross holdings in CET1 Capital";"Memorandum items";"Applicable percentage";;;;;;;;;;"010#100#140#240#250";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings#1.3.2.7.1 Reciprocal cross holdings in CET1 Capital";"Memorandum items#Applicable percentage";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi112,BAS=eba_BA:x11,COF=eba_OF:x2,MCU=eba_MC:x130,MCY=eba_MC:x295,RPR=eba_RP:x2";C_05.01;250;060;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7.1 Reciprocal cross holdings in CET1 Capital";"Memorandum items";"Eligible amount without transitional provisions";;;;;;;;;;"010#100#140#240#250";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings#1.3.2.7.1 Reciprocal cross holdings in CET1 Capital";"Memorandum items#Eligible amount without transitional provisions";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,COF=eba_OF:x2,INV=eba_PL:x36,MCU=eba_MC:x130,MCY=eba_MC:x295,RPR=eba_RP:x2,TOF=eba_OF:x2";C_05.01;260;010;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7.1.1 Reciprocal cross holdings in CET1 Capital of financial sector entities where the institution does not have a significant investment";"Adjustments to CET1";;;;;;;;;;;"010#100#140#240#250#260";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings#1.3.2.7.1 Reciprocal cross holdings in CET1 Capital#1.3.2.7.1.1 Reciprocal cross holdings in CET1 Capital of financial sector entities where the institution does not have a significant investment";"Adjustments to CET1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,COF=eba_OF:x2,INV=eba_PL:x36,MCU=eba_MC:x130,MCY=eba_MC:x295,RPR=eba_RP:x2,TOF=eba_OF:x1";C_05.01;260;020;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7.1.1 Reciprocal cross holdings in CET1 Capital of financial sector entities where the institution does not have a significant investment";"Adjustments to AT1";;;;;;;;;;;"010#100#140#240#250#260";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings#1.3.2.7.1 Reciprocal cross holdings in CET1 Capital#1.3.2.7.1.1 Reciprocal cross holdings in CET1 Capital of financial sector entities where the institution does not have a significant investment";"Adjustments to AT1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,COF=eba_OF:x2,INV=eba_PL:x36,MCU=eba_MC:x130,MCY=eba_MC:x295,RPR=eba_RP:x2,TOF=eba_OF:x9";C_05.01;260;030;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7.1.1 Reciprocal cross holdings in CET1 Capital of financial sector entities where the institution does not have a significant investment";"Adjustments to T2";;;;;;;;;;;"010#100#140#240#250#260";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings#1.3.2.7.1 Reciprocal cross holdings in CET1 Capital#1.3.2.7.1.1 Reciprocal cross holdings in CET1 Capital of financial sector entities where the institution does not have a significant investment";"Adjustments to T2";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi212,BAS=eba_BA:x9,COF=eba_OF:x2,INV=eba_PL:x36,MCU=eba_MC:x130,MCY=eba_MC:x295,RPR=eba_RP:x2";C_05.01;260;040;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7.1.1 Reciprocal cross holdings in CET1 Capital of financial sector entities where the institution does not have a significant investment";"Adjustments included in RWAs";;;;;;;;;;;"010#100#140#240#250#260";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings#1.3.2.7.1 Reciprocal cross holdings in CET1 Capital#1.3.2.7.1.1 Reciprocal cross holdings in CET1 Capital of financial sector entities where the institution does not have a significant investment";"Adjustments included in RWAs";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi112,BAS=eba_BA:x11,COF=eba_OF:x2,INV=eba_PL:x36,MCU=eba_MC:x130,MCY=eba_MC:x295,RPR=eba_RP:x2";C_05.01;260;060;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7.1.1 Reciprocal cross holdings in CET1 Capital of financial sector entities where the institution does not have a significant investment";"Memorandum items";"Eligible amount without transitional provisions";;;;;;;;;;"010#100#140#240#250#260";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings#1.3.2.7.1 Reciprocal cross holdings in CET1 Capital#1.3.2.7.1.1 Reciprocal cross holdings in CET1 Capital of financial sector entities where the institution does not have a significant investment";"Memorandum items#Eligible amount without transitional provisions";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,COF=eba_OF:x2,INV=eba_PL:x50,MCU=eba_MC:x130,MCY=eba_MC:x295,RPR=eba_RP:x2,TOF=eba_OF:x2";C_05.01;270;010;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7.1.2 Reciprocal cross holdings in CET1 Capital of financial sector entities where the institution has a significant investment";"Adjustments to CET1";;;;;;;;;;;"010#100#140#240#250#270";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings#1.3.2.7.1 Reciprocal cross holdings in CET1 Capital#1.3.2.7.1.2 Reciprocal cross holdings in CET1 Capital of financial sector entities where the institution has a significant investment";"Adjustments to CET1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,COF=eba_OF:x2,INV=eba_PL:x50,MCU=eba_MC:x130,MCY=eba_MC:x295,RPR=eba_RP:x2,TOF=eba_OF:x1";C_05.01;270;020;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7.1.2 Reciprocal cross holdings in CET1 Capital of financial sector entities where the institution has a significant investment";"Adjustments to AT1";;;;;;;;;;;"010#100#140#240#250#270";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings#1.3.2.7.1 Reciprocal cross holdings in CET1 Capital#1.3.2.7.1.2 Reciprocal cross holdings in CET1 Capital of financial sector entities where the institution has a significant investment";"Adjustments to AT1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,COF=eba_OF:x2,INV=eba_PL:x50,MCU=eba_MC:x130,MCY=eba_MC:x295,RPR=eba_RP:x2,TOF=eba_OF:x9";C_05.01;270;030;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7.1.2 Reciprocal cross holdings in CET1 Capital of financial sector entities where the institution has a significant investment";"Adjustments to T2";;;;;;;;;;;"010#100#140#240#250#270";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings#1.3.2.7.1 Reciprocal cross holdings in CET1 Capital#1.3.2.7.1.2 Reciprocal cross holdings in CET1 Capital of financial sector entities where the institution has a significant investment";"Adjustments to T2";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi212,BAS=eba_BA:x9,COF=eba_OF:x2,INV=eba_PL:x50,MCU=eba_MC:x130,MCY=eba_MC:x295,RPR=eba_RP:x2";C_05.01;270;040;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7.1.2 Reciprocal cross holdings in CET1 Capital of financial sector entities where the institution has a significant investment";"Adjustments included in RWAs";;;;;;;;;;;"010#100#140#240#250#270";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings#1.3.2.7.1 Reciprocal cross holdings in CET1 Capital#1.3.2.7.1.2 Reciprocal cross holdings in CET1 Capital of financial sector entities where the institution has a significant investment";"Adjustments included in RWAs";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi112,BAS=eba_BA:x11,COF=eba_OF:x2,INV=eba_PL:x50,MCU=eba_MC:x130,MCY=eba_MC:x295,RPR=eba_RP:x2";C_05.01;270;060;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7.1.2 Reciprocal cross holdings in CET1 Capital of financial sector entities where the institution has a significant investment";"Memorandum items";"Eligible amount without transitional provisions";;;;;;;;;;"010#100#140#240#250#270";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings#1.3.2.7.1 Reciprocal cross holdings in CET1 Capital#1.3.2.7.1.2 Reciprocal cross holdings in CET1 Capital of financial sector entities where the institution has a significant investment";"Memorandum items#Eligible amount without transitional provisions";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,COF=eba_OF:x1,MCU=eba_MC:x130,MCY=eba_MC:x295,RPR=eba_RP:x2,TOF=eba_OF:x2";C_05.01;280;010;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7.2 Reciprocal cross holdings in AT1 Capital";"Adjustments to CET1";;;;;;;;;;;"010#100#140#240#280";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings#1.3.2.7.2 Reciprocal cross holdings in AT1 Capital";"Adjustments to CET1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,COF=eba_OF:x1,MCU=eba_MC:x130,MCY=eba_MC:x295,RPR=eba_RP:x2,TOF=eba_OF:x1";C_05.01;280;020;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7.2 Reciprocal cross holdings in AT1 Capital";"Adjustments to AT1";;;;;;;;;;;"010#100#140#240#280";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings#1.3.2.7.2 Reciprocal cross holdings in AT1 Capital";"Adjustments to AT1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,COF=eba_OF:x1,MCU=eba_MC:x130,MCY=eba_MC:x295,RPR=eba_RP:x2,TOF=eba_OF:x9";C_05.01;280;030;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7.2 Reciprocal cross holdings in AT1 Capital";"Adjustments to T2";;;;;;;;;;;"010#100#140#240#280";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings#1.3.2.7.2 Reciprocal cross holdings in AT1 Capital";"Adjustments to T2";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi212,BAS=eba_BA:x9,COF=eba_OF:x1,MCU=eba_MC:x130,MCY=eba_MC:x295,RPR=eba_RP:x2";C_05.01;280;040;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7.2 Reciprocal cross holdings in AT1 Capital";"Adjustments included in RWAs";;;;;;;;;;;"010#100#140#240#280";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings#1.3.2.7.2 Reciprocal cross holdings in AT1 Capital";"Adjustments included in RWAs";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x17,COF=eba_OF:x1,MCU=eba_MC:x130,MCY=eba_MC:x295,RPR=eba_RP:x2";C_05.01;280;050;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7.2 Reciprocal cross holdings in AT1 Capital";"Memorandum items";"Applicable percentage";;;;;;;;;;"010#100#140#240#280";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings#1.3.2.7.2 Reciprocal cross holdings in AT1 Capital";"Memorandum items#Applicable percentage";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi112,BAS=eba_BA:x11,COF=eba_OF:x1,MCU=eba_MC:x130,MCY=eba_MC:x295,RPR=eba_RP:x2";C_05.01;280;060;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7.2 Reciprocal cross holdings in AT1 Capital";"Memorandum items";"Eligible amount without transitional provisions";;;;;;;;;;"010#100#140#240#280";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings#1.3.2.7.2 Reciprocal cross holdings in AT1 Capital";"Memorandum items#Eligible amount without transitional provisions";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,COF=eba_OF:x1,INV=eba_PL:x36,MCU=eba_MC:x130,MCY=eba_MC:x295,RPR=eba_RP:x2,TOF=eba_OF:x2";C_05.01;290;010;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7.2.1 Reciprocal cross holdings in AT1 Capital of financial sector entities where the institution does not have a significant investment";"Adjustments to CET1";;;;;;;;;;;"010#100#140#240#280#290";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings#1.3.2.7.2 Reciprocal cross holdings in AT1 Capital#1.3.2.7.2.1 Reciprocal cross holdings in AT1 Capital of financial sector entities where the institution does not have a significant investment";"Adjustments to CET1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,COF=eba_OF:x1,INV=eba_PL:x36,MCU=eba_MC:x130,MCY=eba_MC:x295,RPR=eba_RP:x2,TOF=eba_OF:x1";C_05.01;290;020;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7.2.1 Reciprocal cross holdings in AT1 Capital of financial sector entities where the institution does not have a significant investment";"Adjustments to AT1";;;;;;;;;;;"010#100#140#240#280#290";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings#1.3.2.7.2 Reciprocal cross holdings in AT1 Capital#1.3.2.7.2.1 Reciprocal cross holdings in AT1 Capital of financial sector entities where the institution does not have a significant investment";"Adjustments to AT1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,COF=eba_OF:x1,INV=eba_PL:x36,MCU=eba_MC:x130,MCY=eba_MC:x295,RPR=eba_RP:x2,TOF=eba_OF:x9";C_05.01;290;030;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7.2.1 Reciprocal cross holdings in AT1 Capital of financial sector entities where the institution does not have a significant investment";"Adjustments to T2";;;;;;;;;;;"010#100#140#240#280#290";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings#1.3.2.7.2 Reciprocal cross holdings in AT1 Capital#1.3.2.7.2.1 Reciprocal cross holdings in AT1 Capital of financial sector entities where the institution does not have a significant investment";"Adjustments to T2";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi212,BAS=eba_BA:x9,COF=eba_OF:x1,INV=eba_PL:x36,MCU=eba_MC:x130,MCY=eba_MC:x295,RPR=eba_RP:x2";C_05.01;290;040;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7.2.1 Reciprocal cross holdings in AT1 Capital of financial sector entities where the institution does not have a significant investment";"Adjustments included in RWAs";;;;;;;;;;;"010#100#140#240#280#290";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings#1.3.2.7.2 Reciprocal cross holdings in AT1 Capital#1.3.2.7.2.1 Reciprocal cross holdings in AT1 Capital of financial sector entities where the institution does not have a significant investment";"Adjustments included in RWAs";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi112,BAS=eba_BA:x11,COF=eba_OF:x1,INV=eba_PL:x36,MCU=eba_MC:x130,MCY=eba_MC:x295,RPR=eba_RP:x2";C_05.01;290;060;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7.2.1 Reciprocal cross holdings in AT1 Capital of financial sector entities where the institution does not have a significant investment";"Memorandum items";"Eligible amount without transitional provisions";;;;;;;;;;"010#100#140#240#280#290";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings#1.3.2.7.2 Reciprocal cross holdings in AT1 Capital#1.3.2.7.2.1 Reciprocal cross holdings in AT1 Capital of financial sector entities where the institution does not have a significant investment";"Memorandum items#Eligible amount without transitional provisions";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,COF=eba_OF:x1,INV=eba_PL:x50,MCU=eba_MC:x130,MCY=eba_MC:x295,RPR=eba_RP:x2,TOF=eba_OF:x2";C_05.01;300;010;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7.2.2 Reciprocal cross holdings in AT1 Capital of financial sector entities where the institution has a significant investment";"Adjustments to CET1";;;;;;;;;;;"010#100#140#240#280#300";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings#1.3.2.7.2 Reciprocal cross holdings in AT1 Capital#1.3.2.7.2.2 Reciprocal cross holdings in AT1 Capital of financial sector entities where the institution has a significant investment";"Adjustments to CET1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,COF=eba_OF:x1,INV=eba_PL:x50,MCU=eba_MC:x130,MCY=eba_MC:x295,RPR=eba_RP:x2,TOF=eba_OF:x1";C_05.01;300;020;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7.2.2 Reciprocal cross holdings in AT1 Capital of financial sector entities where the institution has a significant investment";"Adjustments to AT1";;;;;;;;;;;"010#100#140#240#280#300";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings#1.3.2.7.2 Reciprocal cross holdings in AT1 Capital#1.3.2.7.2.2 Reciprocal cross holdings in AT1 Capital of financial sector entities where the institution has a significant investment";"Adjustments to AT1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,COF=eba_OF:x1,INV=eba_PL:x50,MCU=eba_MC:x130,MCY=eba_MC:x295,RPR=eba_RP:x2,TOF=eba_OF:x9";C_05.01;300;030;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7.2.2 Reciprocal cross holdings in AT1 Capital of financial sector entities where the institution has a significant investment";"Adjustments to T2";;;;;;;;;;;"010#100#140#240#280#300";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings#1.3.2.7.2 Reciprocal cross holdings in AT1 Capital#1.3.2.7.2.2 Reciprocal cross holdings in AT1 Capital of financial sector entities where the institution has a significant investment";"Adjustments to T2";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi212,BAS=eba_BA:x9,COF=eba_OF:x1,INV=eba_PL:x50,MCU=eba_MC:x130,MCY=eba_MC:x295,RPR=eba_RP:x2";C_05.01;300;040;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7.2.2 Reciprocal cross holdings in AT1 Capital of financial sector entities where the institution has a significant investment";"Adjustments included in RWAs";;;;;;;;;;;"010#100#140#240#280#300";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings#1.3.2.7.2 Reciprocal cross holdings in AT1 Capital#1.3.2.7.2.2 Reciprocal cross holdings in AT1 Capital of financial sector entities where the institution has a significant investment";"Adjustments included in RWAs";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi112,BAS=eba_BA:x11,COF=eba_OF:x1,INV=eba_PL:x50,MCU=eba_MC:x130,MCY=eba_MC:x295,RPR=eba_RP:x2";C_05.01;300;060;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7.2.2 Reciprocal cross holdings in AT1 Capital of financial sector entities where the institution has a significant investment";"Memorandum items";"Eligible amount without transitional provisions";;;;;;;;;;"010#100#140#240#280#300";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings#1.3.2.7.2 Reciprocal cross holdings in AT1 Capital#1.3.2.7.2.2 Reciprocal cross holdings in AT1 Capital of financial sector entities where the institution has a significant investment";"Memorandum items#Eligible amount without transitional provisions";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,COF=eba_OF:x9,MCU=eba_MC:x131,MCY=eba_MC:x295,RPR=eba_RP:x2,TOF=eba_OF:x2";C_05.01;310;010;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7.3 Reciprocal cross holdings in T2 Capital";"Adjustments to CET1";;;;;;;;;;;"010#100#140#240#310";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings#1.3.2.7.3 Reciprocal cross holdings in T2 Capital";"Adjustments to CET1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,COF=eba_OF:x9,MCU=eba_MC:x131,MCY=eba_MC:x295,RPR=eba_RP:x2,TOF=eba_OF:x1";C_05.01;310;020;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7.3 Reciprocal cross holdings in T2 Capital";"Adjustments to AT1";;;;;;;;;;;"010#100#140#240#310";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings#1.3.2.7.3 Reciprocal cross holdings in T2 Capital";"Adjustments to AT1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,COF=eba_OF:x9,MCU=eba_MC:x131,MCY=eba_MC:x295,RPR=eba_RP:x2,TOF=eba_OF:x9";C_05.01;310;030;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7.3 Reciprocal cross holdings in T2 Capital";"Adjustments to T2";;;;;;;;;;;"010#100#140#240#310";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings#1.3.2.7.3 Reciprocal cross holdings in T2 Capital";"Adjustments to T2";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi212,BAS=eba_BA:x9,COF=eba_OF:x9,MCU=eba_MC:x131,MCY=eba_MC:x295,RPR=eba_RP:x2";C_05.01;310;040;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7.3 Reciprocal cross holdings in T2 Capital";"Adjustments included in RWAs";;;;;;;;;;;"010#100#140#240#310";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings#1.3.2.7.3 Reciprocal cross holdings in T2 Capital";"Adjustments included in RWAs";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x17,COF=eba_OF:x9,MCU=eba_MC:x131,MCY=eba_MC:x295,RPR=eba_RP:x2";C_05.01;310;050;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7.3 Reciprocal cross holdings in T2 Capital";"Memorandum items";"Applicable percentage";;;;;;;;;;"010#100#140#240#310";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings#1.3.2.7.3 Reciprocal cross holdings in T2 Capital";"Memorandum items#Applicable percentage";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi112,BAS=eba_BA:x11,COF=eba_OF:x9,MCU=eba_MC:x131,MCY=eba_MC:x295,RPR=eba_RP:x2";C_05.01;310;060;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7.3 Reciprocal cross holdings in T2 Capital";"Memorandum items";"Eligible amount without transitional provisions";;;;;;;;;;"010#100#140#240#310";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings#1.3.2.7.3 Reciprocal cross holdings in T2 Capital";"Memorandum items#Eligible amount without transitional provisions";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,COF=eba_OF:x9,INV=eba_PL:x36,MCU=eba_MC:x131,MCY=eba_MC:x295,RPR=eba_RP:x2,TOF=eba_OF:x2";C_05.01;320;010;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7.3.1 Reciprocal cross holdings in T2 Capital of financial sector entities where the institution does not have a significant investment";"Adjustments to CET1";;;;;;;;;;;"010#100#140#240#310#320";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings#1.3.2.7.3 Reciprocal cross holdings in T2 Capital#1.3.2.7.3.1 Reciprocal cross holdings in T2 Capital of financial sector entities where the institution does not have a significant investment";"Adjustments to CET1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,COF=eba_OF:x9,INV=eba_PL:x36,MCU=eba_MC:x131,MCY=eba_MC:x295,RPR=eba_RP:x2,TOF=eba_OF:x1";C_05.01;320;020;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7.3.1 Reciprocal cross holdings in T2 Capital of financial sector entities where the institution does not have a significant investment";"Adjustments to AT1";;;;;;;;;;;"010#100#140#240#310#320";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings#1.3.2.7.3 Reciprocal cross holdings in T2 Capital#1.3.2.7.3.1 Reciprocal cross holdings in T2 Capital of financial sector entities where the institution does not have a significant investment";"Adjustments to AT1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,COF=eba_OF:x9,INV=eba_PL:x36,MCU=eba_MC:x131,MCY=eba_MC:x295,RPR=eba_RP:x2,TOF=eba_OF:x9";C_05.01;320;030;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7.3.1 Reciprocal cross holdings in T2 Capital of financial sector entities where the institution does not have a significant investment";"Adjustments to T2";;;;;;;;;;;"010#100#140#240#310#320";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings#1.3.2.7.3 Reciprocal cross holdings in T2 Capital#1.3.2.7.3.1 Reciprocal cross holdings in T2 Capital of financial sector entities where the institution does not have a significant investment";"Adjustments to T2";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi212,BAS=eba_BA:x9,COF=eba_OF:x9,INV=eba_PL:x36,MCU=eba_MC:x131,MCY=eba_MC:x295,RPR=eba_RP:x2";C_05.01;320;040;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7.3.1 Reciprocal cross holdings in T2 Capital of financial sector entities where the institution does not have a significant investment";"Adjustments included in RWAs";;;;;;;;;;;"010#100#140#240#310#320";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings#1.3.2.7.3 Reciprocal cross holdings in T2 Capital#1.3.2.7.3.1 Reciprocal cross holdings in T2 Capital of financial sector entities where the institution does not have a significant investment";"Adjustments included in RWAs";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi112,BAS=eba_BA:x11,COF=eba_OF:x9,INV=eba_PL:x36,MCU=eba_MC:x131,MCY=eba_MC:x295,RPR=eba_RP:x2";C_05.01;320;060;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7.3.1 Reciprocal cross holdings in T2 Capital of financial sector entities where the institution does not have a significant investment";"Memorandum items";"Eligible amount without transitional provisions";;;;;;;;;;"010#100#140#240#310#320";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings#1.3.2.7.3 Reciprocal cross holdings in T2 Capital#1.3.2.7.3.1 Reciprocal cross holdings in T2 Capital of financial sector entities where the institution does not have a significant investment";"Memorandum items#Eligible amount without transitional provisions";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,COF=eba_OF:x9,INV=eba_PL:x50,MCU=eba_MC:x131,MCY=eba_MC:x295,RPR=eba_RP:x2,TOF=eba_OF:x2";C_05.01;330;010;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7.3.2 Reciprocal cross holdings in T2 Capital of financial sector entities where the institution has a significant investment";"Adjustments to CET1";;;;;;;;;;;"010#100#140#240#310#330";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings#1.3.2.7.3 Reciprocal cross holdings in T2 Capital#1.3.2.7.3.2 Reciprocal cross holdings in T2 Capital of financial sector entities where the institution has a significant investment";"Adjustments to CET1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,COF=eba_OF:x9,INV=eba_PL:x50,MCU=eba_MC:x131,MCY=eba_MC:x295,RPR=eba_RP:x2,TOF=eba_OF:x1";C_05.01;330;020;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7.3.2 Reciprocal cross holdings in T2 Capital of financial sector entities where the institution has a significant investment";"Adjustments to AT1";;;;;;;;;;;"010#100#140#240#310#330";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings#1.3.2.7.3 Reciprocal cross holdings in T2 Capital#1.3.2.7.3.2 Reciprocal cross holdings in T2 Capital of financial sector entities where the institution has a significant investment";"Adjustments to AT1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,COF=eba_OF:x9,INV=eba_PL:x50,MCU=eba_MC:x131,MCY=eba_MC:x295,RPR=eba_RP:x2,TOF=eba_OF:x9";C_05.01;330;030;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7.3.2 Reciprocal cross holdings in T2 Capital of financial sector entities where the institution has a significant investment";"Adjustments to T2";;;;;;;;;;;"010#100#140#240#310#330";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings#1.3.2.7.3 Reciprocal cross holdings in T2 Capital#1.3.2.7.3.2 Reciprocal cross holdings in T2 Capital of financial sector entities where the institution has a significant investment";"Adjustments to T2";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi212,BAS=eba_BA:x9,COF=eba_OF:x9,INV=eba_PL:x50,MCU=eba_MC:x131,MCY=eba_MC:x295,RPR=eba_RP:x2";C_05.01;330;040;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7.3.2 Reciprocal cross holdings in T2 Capital of financial sector entities where the institution has a significant investment";"Adjustments included in RWAs";;;;;;;;;;;"010#100#140#240#310#330";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings#1.3.2.7.3 Reciprocal cross holdings in T2 Capital#1.3.2.7.3.2 Reciprocal cross holdings in T2 Capital of financial sector entities where the institution has a significant investment";"Adjustments included in RWAs";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi112,BAS=eba_BA:x11,COF=eba_OF:x9,INV=eba_PL:x50,MCU=eba_MC:x131,MCY=eba_MC:x295,RPR=eba_RP:x2";C_05.01;330;060;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7.3.2 Reciprocal cross holdings in T2 Capital of financial sector entities where the institution has a significant investment";"Memorandum items";"Eligible amount without transitional provisions";;;;;;;;;;"010#100#140#240#310#330";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings#1.3.2.7.3 Reciprocal cross holdings in T2 Capital#1.3.2.7.3.2 Reciprocal cross holdings in T2 Capital of financial sector entities where the institution has a significant investment";"Memorandum items#Eligible amount without transitional provisions";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,INV=eba_PL:x36,MCU=eba_MC:x131,MCY=eba_MC:x367,RPR=eba_RP:x2,TOF=eba_OF:x2";C_05.01;340;010;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.8. Own funds instruments of financial sector entities where the institution does not have a significant investment";"Adjustments to CET1";;;;;;;;;;;"010#100#140#340";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.8. Own funds instruments of financial sector entities where the institution does not have a significant investment";"Adjustments to CET1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,INV=eba_PL:x36,MCU=eba_MC:x131,MCY=eba_MC:x367,RPR=eba_RP:x2,TOF=eba_OF:x1";C_05.01;340;020;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.8. Own funds instruments of financial sector entities where the institution does not have a significant investment";"Adjustments to AT1";;;;;;;;;;;"010#100#140#340";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.8. Own funds instruments of financial sector entities where the institution does not have a significant investment";"Adjustments to AT1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,INV=eba_PL:x36,MCU=eba_MC:x131,MCY=eba_MC:x367,RPR=eba_RP:x2,TOF=eba_OF:x9";C_05.01;340;030;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.8. Own funds instruments of financial sector entities where the institution does not have a significant investment";"Adjustments to T2";;;;;;;;;;;"010#100#140#340";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.8. Own funds instruments of financial sector entities where the institution does not have a significant investment";"Adjustments to T2";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi212,BAS=eba_BA:x9,INV=eba_PL:x36,MCU=eba_MC:x131,MCY=eba_MC:x367,RPR=eba_RP:x2";C_05.01;340;040;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.8. Own funds instruments of financial sector entities where the institution does not have a significant investment";"Adjustments included in RWAs";;;;;;;;;;;"010#100#140#340";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.8. Own funds instruments of financial sector entities where the institution does not have a significant investment";"Adjustments included in RWAs";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi112,BAS=eba_BA:x11,INV=eba_PL:x36,MCU=eba_MC:x131,MCY=eba_MC:x367,RPR=eba_RP:x2";C_05.01;340;060;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.8. Own funds instruments of financial sector entities where the institution does not have a significant investment";"Memorandum items";"Eligible amount without transitional provisions";;;;;;;;;;"010#100#140#340";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.8. Own funds instruments of financial sector entities where the institution does not have a significant investment";"Memorandum items#Eligible amount without transitional provisions";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,COF=eba_OF:x2,INV=eba_PL:x36,MCU=eba_MC:x130,MCY=eba_MC:x367,RPR=eba_RP:x2,TOF=eba_OF:x2";C_05.01;350;010;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.8.1 CET1 instruments of financial sector entities where the institution does not have a significant investment";"Adjustments to CET1";;;;;;;;;;;"010#100#140#340#350";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.8. Own funds instruments of financial sector entities where the institution does not have a significant investment#1.3.2.8.1 CET1 instruments of financial sector entities where the institution does not have a significant investment";"Adjustments to CET1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,COF=eba_OF:x2,INV=eba_PL:x36,MCU=eba_MC:x130,MCY=eba_MC:x367,RPR=eba_RP:x2,TOF=eba_OF:x1";C_05.01;350;020;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.8.1 CET1 instruments of financial sector entities where the institution does not have a significant investment";"Adjustments to AT1";;;;;;;;;;;"010#100#140#340#350";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.8. Own funds instruments of financial sector entities where the institution does not have a significant investment#1.3.2.8.1 CET1 instruments of financial sector entities where the institution does not have a significant investment";"Adjustments to AT1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,COF=eba_OF:x2,INV=eba_PL:x36,MCU=eba_MC:x130,MCY=eba_MC:x367,RPR=eba_RP:x2,TOF=eba_OF:x9";C_05.01;350;030;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.8.1 CET1 instruments of financial sector entities where the institution does not have a significant investment";"Adjustments to T2";;;;;;;;;;;"010#100#140#340#350";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.8. Own funds instruments of financial sector entities where the institution does not have a significant investment#1.3.2.8.1 CET1 instruments of financial sector entities where the institution does not have a significant investment";"Adjustments to T2";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi212,BAS=eba_BA:x9,COF=eba_OF:x2,INV=eba_PL:x36,MCU=eba_MC:x130,MCY=eba_MC:x367,RPR=eba_RP:x2";C_05.01;350;040;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.8.1 CET1 instruments of financial sector entities where the institution does not have a significant investment";"Adjustments included in RWAs";;;;;;;;;;;"010#100#140#340#350";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.8. Own funds instruments of financial sector entities where the institution does not have a significant investment#1.3.2.8.1 CET1 instruments of financial sector entities where the institution does not have a significant investment";"Adjustments included in RWAs";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x17,COF=eba_OF:x2,INV=eba_PL:x36,MCU=eba_MC:x130,MCY=eba_MC:x367,RPR=eba_RP:x2";C_05.01;350;050;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.8.1 CET1 instruments of financial sector entities where the institution does not have a significant investment";"Memorandum items";"Applicable percentage";;;;;;;;;;"010#100#140#340#350";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.8. Own funds instruments of financial sector entities where the institution does not have a significant investment#1.3.2.8.1 CET1 instruments of financial sector entities where the institution does not have a significant investment";"Memorandum items#Applicable percentage";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi112,BAS=eba_BA:x11,COF=eba_OF:x2,INV=eba_PL:x36,MCU=eba_MC:x130,MCY=eba_MC:x367,RPR=eba_RP:x2";C_05.01;350;060;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.8.1 CET1 instruments of financial sector entities where the institution does not have a significant investment";"Memorandum items";"Eligible amount without transitional provisions";;;;;;;;;;"010#100#140#340#350";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.8. Own funds instruments of financial sector entities where the institution does not have a significant investment#1.3.2.8.1 CET1 instruments of financial sector entities where the institution does not have a significant investment";"Memorandum items#Eligible amount without transitional provisions";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,COF=eba_OF:x1,INV=eba_PL:x36,MCU=eba_MC:x130,MCY=eba_MC:x367,RPR=eba_RP:x2,TOF=eba_OF:x2";C_05.01;360;010;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.8.2 AT1 instruments of financial sector entities where the institution does not have a significant investment";"Adjustments to CET1";;;;;;;;;;;"010#100#140#340#360";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.8. Own funds instruments of financial sector entities where the institution does not have a significant investment#1.3.2.8.2 AT1 instruments of financial sector entities where the institution does not have a significant investment";"Adjustments to CET1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,COF=eba_OF:x1,INV=eba_PL:x36,MCU=eba_MC:x130,MCY=eba_MC:x367,RPR=eba_RP:x2,TOF=eba_OF:x1";C_05.01;360;020;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.8.2 AT1 instruments of financial sector entities where the institution does not have a significant investment";"Adjustments to AT1";;;;;;;;;;;"010#100#140#340#360";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.8. Own funds instruments of financial sector entities where the institution does not have a significant investment#1.3.2.8.2 AT1 instruments of financial sector entities where the institution does not have a significant investment";"Adjustments to AT1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,COF=eba_OF:x1,INV=eba_PL:x36,MCU=eba_MC:x130,MCY=eba_MC:x367,RPR=eba_RP:x2,TOF=eba_OF:x9";C_05.01;360;030;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.8.2 AT1 instruments of financial sector entities where the institution does not have a significant investment";"Adjustments to T2";;;;;;;;;;;"010#100#140#340#360";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.8. Own funds instruments of financial sector entities where the institution does not have a significant investment#1.3.2.8.2 AT1 instruments of financial sector entities where the institution does not have a significant investment";"Adjustments to T2";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi212,BAS=eba_BA:x9,COF=eba_OF:x1,INV=eba_PL:x36,MCU=eba_MC:x130,MCY=eba_MC:x367,RPR=eba_RP:x2";C_05.01;360;040;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.8.2 AT1 instruments of financial sector entities where the institution does not have a significant investment";"Adjustments included in RWAs";;;;;;;;;;;"010#100#140#340#360";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.8. Own funds instruments of financial sector entities where the institution does not have a significant investment#1.3.2.8.2 AT1 instruments of financial sector entities where the institution does not have a significant investment";"Adjustments included in RWAs";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x17,COF=eba_OF:x1,INV=eba_PL:x36,MCU=eba_MC:x130,MCY=eba_MC:x367,RPR=eba_RP:x2";C_05.01;360;050;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.8.2 AT1 instruments of financial sector entities where the institution does not have a significant investment";"Memorandum items";"Applicable percentage";;;;;;;;;;"010#100#140#340#360";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.8. Own funds instruments of financial sector entities where the institution does not have a significant investment#1.3.2.8.2 AT1 instruments of financial sector entities where the institution does not have a significant investment";"Memorandum items#Applicable percentage";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi112,BAS=eba_BA:x11,COF=eba_OF:x1,INV=eba_PL:x36,MCU=eba_MC:x130,MCY=eba_MC:x367,RPR=eba_RP:x2";C_05.01;360;060;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.8.2 AT1 instruments of financial sector entities where the institution does not have a significant investment";"Memorandum items";"Eligible amount without transitional provisions";;;;;;;;;;"010#100#140#340#360";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.8. Own funds instruments of financial sector entities where the institution does not have a significant investment#1.3.2.8.2 AT1 instruments of financial sector entities where the institution does not have a significant investment";"Memorandum items#Eligible amount without transitional provisions";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,COF=eba_OF:x9,INV=eba_PL:x36,MCU=eba_MC:x131,MCY=eba_MC:x367,RPR=eba_RP:x2,TOF=eba_OF:x2";C_05.01;370;010;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.8.3 T2 instruments of financial sector entities where the institution does not have a significant investment";"Adjustments to CET1";;;;;;;;;;;"010#100#140#340#370";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.8. Own funds instruments of financial sector entities where the institution does not have a significant investment#1.3.2.8.3 T2 instruments of financial sector entities where the institution does not have a significant investment";"Adjustments to CET1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,COF=eba_OF:x9,INV=eba_PL:x36,MCU=eba_MC:x131,MCY=eba_MC:x367,RPR=eba_RP:x2,TOF=eba_OF:x1";C_05.01;370;020;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.8.3 T2 instruments of financial sector entities where the institution does not have a significant investment";"Adjustments to AT1";;;;;;;;;;;"010#100#140#340#370";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.8. Own funds instruments of financial sector entities where the institution does not have a significant investment#1.3.2.8.3 T2 instruments of financial sector entities where the institution does not have a significant investment";"Adjustments to AT1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,COF=eba_OF:x9,INV=eba_PL:x36,MCU=eba_MC:x131,MCY=eba_MC:x367,RPR=eba_RP:x2,TOF=eba_OF:x9";C_05.01;370;030;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.8.3 T2 instruments of financial sector entities where the institution does not have a significant investment";"Adjustments to T2";;;;;;;;;;;"010#100#140#340#370";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.8. Own funds instruments of financial sector entities where the institution does not have a significant investment#1.3.2.8.3 T2 instruments of financial sector entities where the institution does not have a significant investment";"Adjustments to T2";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi212,BAS=eba_BA:x9,COF=eba_OF:x9,INV=eba_PL:x36,MCU=eba_MC:x131,MCY=eba_MC:x367,RPR=eba_RP:x2";C_05.01;370;040;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.8.3 T2 instruments of financial sector entities where the institution does not have a significant investment";"Adjustments included in RWAs";;;;;;;;;;;"010#100#140#340#370";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.8. Own funds instruments of financial sector entities where the institution does not have a significant investment#1.3.2.8.3 T2 instruments of financial sector entities where the institution does not have a significant investment";"Adjustments included in RWAs";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x17,COF=eba_OF:x9,INV=eba_PL:x36,MCU=eba_MC:x131,MCY=eba_MC:x367,RPR=eba_RP:x2";C_05.01;370;050;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.8.3 T2 instruments of financial sector entities where the institution does not have a significant investment";"Memorandum items";"Applicable percentage";;;;;;;;;;"010#100#140#340#370";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.8. Own funds instruments of financial sector entities where the institution does not have a significant investment#1.3.2.8.3 T2 instruments of financial sector entities where the institution does not have a significant investment";"Memorandum items#Applicable percentage";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi112,BAS=eba_BA:x11,COF=eba_OF:x9,INV=eba_PL:x36,MCU=eba_MC:x131,MCY=eba_MC:x367,RPR=eba_RP:x2";C_05.01;370;060;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.8.3 T2 instruments of financial sector entities where the institution does not have a significant investment";"Memorandum items";"Eligible amount without transitional provisions";;;;;;;;;;"010#100#140#340#370";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.8. Own funds instruments of financial sector entities where the institution does not have a significant investment#1.3.2.8.3 T2 instruments of financial sector entities where the institution does not have a significant investment";"Memorandum items#Eligible amount without transitional provisions";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,INV=eba_PL:x50,MCY=eba_MC:x373,TOF=eba_OF:x2";C_05.01;380;010;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.9 Deferred tax assets that are dependent on future profitability and arise from temporary differences and CET1 instruments of financial sector entities where the institution has a significant investment";"Adjustments to CET1";;;;;;;;;;;"010#100#140#380";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.9 Deferred tax assets that are dependent on future profitability and arise from temporary differences and CET1 instruments of financial sector entities where the institution has a significant investment";"Adjustments to CET1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi212,BAS=eba_BA:x9,INV=eba_PL:x50,MCY=eba_MC:x373";C_05.01;380;040;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.9 Deferred tax assets that are dependent on future profitability and arise from temporary differences and CET1 instruments of financial sector entities where the institution has a significant investment";"Adjustments included in RWAs";;;;;;;;;;;"010#100#140#380";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.9 Deferred tax assets that are dependent on future profitability and arise from temporary differences and CET1 instruments of financial sector entities where the institution has a significant investment";"Adjustments included in RWAs";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi112,BAS=eba_BA:x11,INV=eba_PL:x50,MCY=eba_MC:x373";C_05.01;380;060;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.9 Deferred tax assets that are dependent on future profitability and arise from temporary differences and CET1 instruments of financial sector entities where the institution has a significant investment";"Memorandum items";"Eligible amount without transitional provisions";;;;;;;;;;"010#100#140#380";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.9 Deferred tax assets that are dependent on future profitability and arise from temporary differences and CET1 instruments of financial sector entities where the institution has a significant investment";"Memorandum items#Eligible amount without transitional provisions";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,INV=eba_PL:x50,MCU=eba_MC:x131,MCY=eba_MC:x367,RPR=eba_RP:x2,TOF=eba_OF:x2";C_05.01;390;010;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.10 Own funds instruments of financial sector entities where the institution has a significant investment";"Adjustments to CET1";;;;;;;;;;;"010#100#140#390";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.10 Own funds instruments of financial sector entities where the institution has a significant investment";"Adjustments to CET1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,INV=eba_PL:x50,MCU=eba_MC:x131,MCY=eba_MC:x367,RPR=eba_RP:x2,TOF=eba_OF:x1";C_05.01;390;020;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.10 Own funds instruments of financial sector entities where the institution has a significant investment";"Adjustments to AT1";;;;;;;;;;;"010#100#140#390";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.10 Own funds instruments of financial sector entities where the institution has a significant investment";"Adjustments to AT1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,INV=eba_PL:x50,MCU=eba_MC:x131,MCY=eba_MC:x367,RPR=eba_RP:x2,TOF=eba_OF:x9";C_05.01;390;030;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.10 Own funds instruments of financial sector entities where the institution has a significant investment";"Adjustments to T2";;;;;;;;;;;"010#100#140#390";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.10 Own funds instruments of financial sector entities where the institution has a significant investment";"Adjustments to T2";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi212,BAS=eba_BA:x9,INV=eba_PL:x50,MCU=eba_MC:x131,MCY=eba_MC:x367,RPR=eba_RP:x2";C_05.01;390;040;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.10 Own funds instruments of financial sector entities where the institution has a significant investment";"Adjustments included in RWAs";;;;;;;;;;;"010#100#140#390";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.10 Own funds instruments of financial sector entities where the institution has a significant investment";"Adjustments included in RWAs";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi112,BAS=eba_BA:x11,INV=eba_PL:x50,MCU=eba_MC:x131,MCY=eba_MC:x367,RPR=eba_RP:x2";C_05.01;390;060;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.10 Own funds instruments of financial sector entities where the institution has a significant investment";"Memorandum items";"Eligible amount without transitional provisions";;;;;;;;;;"010#100#140#390";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.10 Own funds instruments of financial sector entities where the institution has a significant investment";"Memorandum items#Eligible amount without transitional provisions";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,COF=eba_OF:x2,INV=eba_PL:x50,MCU=eba_MC:x130,MCY=eba_MC:x367,RPR=eba_RP:x2,TOF=eba_OF:x2";C_05.01;400;010;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.10.1 CET1 instruments of financial sector entities where the institution has a significant investment";"Adjustments to CET1";;;;;;;;;;;"010#100#140#390#400";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.10 Own funds instruments of financial sector entities where the institution has a significant investment#1.3.2.10.1 CET1 instruments of financial sector entities where the institution has a significant investment";"Adjustments to CET1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,COF=eba_OF:x2,INV=eba_PL:x50,MCU=eba_MC:x130,MCY=eba_MC:x367,RPR=eba_RP:x2,TOF=eba_OF:x1";C_05.01;400;020;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.10.1 CET1 instruments of financial sector entities where the institution has a significant investment";"Adjustments to AT1";;;;;;;;;;;"010#100#140#390#400";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.10 Own funds instruments of financial sector entities where the institution has a significant investment#1.3.2.10.1 CET1 instruments of financial sector entities where the institution has a significant investment";"Adjustments to AT1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,COF=eba_OF:x2,INV=eba_PL:x50,MCU=eba_MC:x130,MCY=eba_MC:x367,RPR=eba_RP:x2,TOF=eba_OF:x9";C_05.01;400;030;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.10.1 CET1 instruments of financial sector entities where the institution has a significant investment";"Adjustments to T2";;;;;;;;;;;"010#100#140#390#400";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.10 Own funds instruments of financial sector entities where the institution has a significant investment#1.3.2.10.1 CET1 instruments of financial sector entities where the institution has a significant investment";"Adjustments to T2";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi212,BAS=eba_BA:x9,COF=eba_OF:x2,INV=eba_PL:x50,MCU=eba_MC:x130,MCY=eba_MC:x367,RPR=eba_RP:x2";C_05.01;400;040;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.10.1 CET1 instruments of financial sector entities where the institution has a significant investment";"Adjustments included in RWAs";;;;;;;;;;;"010#100#140#390#400";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.10 Own funds instruments of financial sector entities where the institution has a significant investment#1.3.2.10.1 CET1 instruments of financial sector entities where the institution has a significant investment";"Adjustments included in RWAs";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x17,COF=eba_OF:x2,INV=eba_PL:x50,MCU=eba_MC:x130,MCY=eba_MC:x367,RPR=eba_RP:x2";C_05.01;400;050;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.10.1 CET1 instruments of financial sector entities where the institution has a significant investment";"Memorandum items";"Applicable percentage";;;;;;;;;;"010#100#140#390#400";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.10 Own funds instruments of financial sector entities where the institution has a significant investment#1.3.2.10.1 CET1 instruments of financial sector entities where the institution has a significant investment";"Memorandum items#Applicable percentage";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi112,BAS=eba_BA:x11,COF=eba_OF:x2,INV=eba_PL:x50,MCU=eba_MC:x130,MCY=eba_MC:x367,RPR=eba_RP:x2";C_05.01;400;060;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.10.1 CET1 instruments of financial sector entities where the institution has a significant investment";"Memorandum items";"Eligible amount without transitional provisions";;;;;;;;;;"010#100#140#390#400";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.10 Own funds instruments of financial sector entities where the institution has a significant investment#1.3.2.10.1 CET1 instruments of financial sector entities where the institution has a significant investment";"Memorandum items#Eligible amount without transitional provisions";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,COF=eba_OF:x1,INV=eba_PL:x50,MCU=eba_MC:x130,MCY=eba_MC:x367,RPR=eba_RP:x2,TOF=eba_OF:x2";C_05.01;410;010;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.10.2 AT1 instruments of financial sector entities where the institution has a significant investment";"Adjustments to CET1";;;;;;;;;;;"010#100#140#390#410";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.10 Own funds instruments of financial sector entities where the institution has a significant investment#1.3.2.10.2 AT1 instruments of financial sector entities where the institution has a significant investment";"Adjustments to CET1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,COF=eba_OF:x1,INV=eba_PL:x50,MCU=eba_MC:x130,MCY=eba_MC:x367,RPR=eba_RP:x2,TOF=eba_OF:x1";C_05.01;410;020;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.10.2 AT1 instruments of financial sector entities where the institution has a significant investment";"Adjustments to AT1";;;;;;;;;;;"010#100#140#390#410";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.10 Own funds instruments of financial sector entities where the institution has a significant investment#1.3.2.10.2 AT1 instruments of financial sector entities where the institution has a significant investment";"Adjustments to AT1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,COF=eba_OF:x1,INV=eba_PL:x50,MCU=eba_MC:x130,MCY=eba_MC:x367,RPR=eba_RP:x2,TOF=eba_OF:x9";C_05.01;410;030;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.10.2 AT1 instruments of financial sector entities where the institution has a significant investment";"Adjustments to T2";;;;;;;;;;;"010#100#140#390#410";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.10 Own funds instruments of financial sector entities where the institution has a significant investment#1.3.2.10.2 AT1 instruments of financial sector entities where the institution has a significant investment";"Adjustments to T2";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi212,BAS=eba_BA:x9,COF=eba_OF:x1,INV=eba_PL:x50,MCU=eba_MC:x130,MCY=eba_MC:x367,RPR=eba_RP:x2";C_05.01;410;040;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.10.2 AT1 instruments of financial sector entities where the institution has a significant investment";"Adjustments included in RWAs";;;;;;;;;;;"010#100#140#390#410";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.10 Own funds instruments of financial sector entities where the institution has a significant investment#1.3.2.10.2 AT1 instruments of financial sector entities where the institution has a significant investment";"Adjustments included in RWAs";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x17,COF=eba_OF:x1,INV=eba_PL:x50,MCU=eba_MC:x130,MCY=eba_MC:x367,RPR=eba_RP:x2";C_05.01;410;050;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.10.2 AT1 instruments of financial sector entities where the institution has a significant investment";"Memorandum items";"Applicable percentage";;;;;;;;;;"010#100#140#390#410";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.10 Own funds instruments of financial sector entities where the institution has a significant investment#1.3.2.10.2 AT1 instruments of financial sector entities where the institution has a significant investment";"Memorandum items#Applicable percentage";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi112,BAS=eba_BA:x11,COF=eba_OF:x1,INV=eba_PL:x50,MCU=eba_MC:x130,MCY=eba_MC:x367,RPR=eba_RP:x2";C_05.01;410;060;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.10.2 AT1 instruments of financial sector entities where the institution has a significant investment";"Memorandum items";"Eligible amount without transitional provisions";;;;;;;;;;"010#100#140#390#410";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.10 Own funds instruments of financial sector entities where the institution has a significant investment#1.3.2.10.2 AT1 instruments of financial sector entities where the institution has a significant investment";"Memorandum items#Eligible amount without transitional provisions";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,COF=eba_OF:x9,INV=eba_PL:x50,MCU=eba_MC:x131,MCY=eba_MC:x367,RPR=eba_RP:x2,TOF=eba_OF:x2";C_05.01;420;010;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.10.3 T2 instruments of financial sector entities where the institution has a significant investment";"Adjustments to CET1";;;;;;;;;;;"010#100#140#390#420";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.10 Own funds instruments of financial sector entities where the institution has a significant investment#1.3.2.10.3 T2 instruments of financial sector entities where the institution has a significant investment";"Adjustments to CET1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,COF=eba_OF:x9,INV=eba_PL:x50,MCU=eba_MC:x131,MCY=eba_MC:x367,RPR=eba_RP:x2,TOF=eba_OF:x1";C_05.01;420;020;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.10.3 T2 instruments of financial sector entities where the institution has a significant investment";"Adjustments to AT1";;;;;;;;;;;"010#100#140#390#420";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.10 Own funds instruments of financial sector entities where the institution has a significant investment#1.3.2.10.3 T2 instruments of financial sector entities where the institution has a significant investment";"Adjustments to AT1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,COF=eba_OF:x9,INV=eba_PL:x50,MCU=eba_MC:x131,MCY=eba_MC:x367,RPR=eba_RP:x2,TOF=eba_OF:x9";C_05.01;420;030;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.10.3 T2 instruments of financial sector entities where the institution has a significant investment";"Adjustments to T2";;;;;;;;;;;"010#100#140#390#420";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.10 Own funds instruments of financial sector entities where the institution has a significant investment#1.3.2.10.3 T2 instruments of financial sector entities where the institution has a significant investment";"Adjustments to T2";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi212,BAS=eba_BA:x9,COF=eba_OF:x9,INV=eba_PL:x50,MCU=eba_MC:x131,MCY=eba_MC:x367,RPR=eba_RP:x2";C_05.01;420;040;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.10.3 T2 instruments of financial sector entities where the institution has a significant investment";"Adjustments included in RWAs";;;;;;;;;;;"010#100#140#390#420";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.10 Own funds instruments of financial sector entities where the institution has a significant investment#1.3.2.10.3 T2 instruments of financial sector entities where the institution has a significant investment";"Adjustments included in RWAs";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x17,COF=eba_OF:x9,INV=eba_PL:x50,MCU=eba_MC:x131,MCY=eba_MC:x367,RPR=eba_RP:x2";C_05.01;420;050;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.10.3 T2 instruments of financial sector entities where the institution has a significant investment";"Memorandum items";"Applicable percentage";;;;;;;;;;"010#100#140#390#420";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.10 Own funds instruments of financial sector entities where the institution has a significant investment#1.3.2.10.3 T2 instruments of financial sector entities where the institution has a significant investment";"Memorandum items#Applicable percentage";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi112,BAS=eba_BA:x11,COF=eba_OF:x9,INV=eba_PL:x50,MCU=eba_MC:x131,MCY=eba_MC:x367,RPR=eba_RP:x2";C_05.01;420;060;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.10.3 T2 instruments of financial sector entities where the institution has a significant investment";"Memorandum items";"Eligible amount without transitional provisions";;;;;;;;;;"010#100#140#390#420";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.10 Own funds instruments of financial sector entities where the institution has a significant investment#1.3.2.10.3 T2 instruments of financial sector entities where the institution has a significant investment";"Memorandum items#Eligible amount without transitional provisions";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,COF=eba_OF:x2,INV=eba_PL:x50,MCU=eba_MC:x130,MCY=eba_MC:x367,RPR=eba_RP:x20,TOF=eba_OF:x2";C_05.01;425;010;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.11 Exemption from deduction of Equity Holdings in Insurance Companies from CET 1 Items";"Adjustments to CET1";;;;;;;;;;;"010#100#140#425";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.11 Exemption from deduction of Equity Holdings in Insurance Companies from CET 1 Items";"Adjustments to CET1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi112,BAS=eba_BA:x11,COF=eba_OF:x2,INV=eba_PL:x50,MCU=eba_MC:x130,MCY=eba_MC:x367,RPR=eba_RP:x20";C_05.01;425;060;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.11 Exemption from deduction of Equity Holdings in Insurance Companies from CET 1 Items";"Memorandum items";"Eligible amount without transitional provisions";;;;;;;;;;"010#100#140#425";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.11 Exemption from deduction of Equity Holdings in Insurance Companies from CET 1 Items";"Memorandum items#Eligible amount without transitional provisions";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,MCY=eba_MC:x341,TOF=eba_OF:x2";C_05.01;430;010;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.3 Additional filters and deductions";"Adjustments to CET1";;;;;;;;;;;"010#100#430";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.3 Additional filters and deductions";"Adjustments to CET1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,MCY=eba_MC:x341,TOF=eba_OF:x1";C_05.01;430;020;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.3 Additional filters and deductions";"Adjustments to AT1";;;;;;;;;;;"010#100#430";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.3 Additional filters and deductions";"Adjustments to AT1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,MCY=eba_MC:x341,TOF=eba_OF:x9";C_05.01;430;030;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.3 Additional filters and deductions";"Adjustments to T2";;;;;;;;;;;"010#100#430";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.3 Additional filters and deductions";"Adjustments to T2";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi212,BAS=eba_BA:x9,MCY=eba_MC:x341";C_05.01;430;040;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.3 Additional filters and deductions";"Adjustments included in RWAs";;;;;;;;;;;"010#100#430";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.3 Additional filters and deductions";"Adjustments included in RWAs";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x17,MCY=eba_MC:x341";C_05.01;430;050;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.3 Additional filters and deductions";"Memorandum items";"Applicable percentage";;;;;;;;;;"010#100#430";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.3 Additional filters and deductions";"Memorandum items#Applicable percentage";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi53,COI=eba_CI:x5,MCY=eba_MC:x342,TOF=eba_OF:x2";C_05.02;010;010;;monetaryItemType;C 05.02 (CA 5.02) Capital Adequacy - Transitional provisions: Grandfathered instruments constituting State aid;"1. Instruments that qualified for point a) of Article 57 of 2006/48/EC";"Amount of instruments plus related share premium";;;;;;;;;;;"010";"1. Instruments that qualified for point a) of Article 57 of 2006/48/EC";"Amount of instruments plus related share premium";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi57,COI=eba_CI:x5,MCY=eba_MC:x342,TOF=eba_OF:x2";C_05.02;010;020;;monetaryItemType;C 05.02 (CA 5.02) Capital Adequacy - Transitional provisions: Grandfathered instruments constituting State aid;"1. Instruments that qualified for point a) of Article 57 of 2006/48/EC";"Base for calculating the limit";;;;;;;;;;;"010";"1. Instruments that qualified for point a) of Article 57 of 2006/48/EC";"Base for calculating the limit";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi188,COI=eba_CI:x5,MCY=eba_MC:x342,TOF=eba_OF:x2";C_05.02;010;030;;percentItemType;C 05.02 (CA 5.02) Capital Adequacy - Transitional provisions: Grandfathered instruments constituting State aid;"1. Instruments that qualified for point a) of Article 57 of 2006/48/EC";"Applicable percentage";;;;;;;;;;;"010";"1. Instruments that qualified for point a) of Article 57 of 2006/48/EC";"Applicable percentage";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi160,COI=eba_CI:x5,MCY=eba_MC:x342,TOF=eba_OF:x2";C_05.02;010;040;;monetaryItemType;C 05.02 (CA 5.02) Capital Adequacy - Transitional provisions: Grandfathered instruments constituting State aid;"1. Instruments that qualified for point a) of Article 57 of 2006/48/EC";"Limit";;;;;;;;;;;"010";"1. Instruments that qualified for point a) of Article 57 of 2006/48/EC";"Limit";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi40,COI=eba_CI:x5,MCY=eba_MC:x342,TOF=eba_OF:x2";C_05.02;010;050;;monetaryItemType;C 05.02 (CA 5.02) Capital Adequacy - Transitional provisions: Grandfathered instruments constituting State aid;"1. Instruments that qualified for point a) of Article 57 of 2006/48/EC";"(-) Amount that exceeds the limits for grandfathering";;;;;;;;;;;"010";"1. Instruments that qualified for point a) of Article 57 of 2006/48/EC";"(-) Amount that exceeds the limits for grandfathering";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,COI=eba_CI:x5,MCY=eba_MC:x342,TOF=eba_OF:x2";C_05.02;010;060;;monetaryItemType;C 05.02 (CA 5.02) Capital Adequacy - Transitional provisions: Grandfathered instruments constituting State aid;"1. Instruments that qualified for point a) of Article 57 of 2006/48/EC";"Total grandfathered amount";;;;;;;;;;;"010";"1. Instruments that qualified for point a) of Article 57 of 2006/48/EC";"Total grandfathered amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi53,MCY=eba_MC:x342,TOF=eba_OF:x1";C_05.02;020;010;;monetaryItemType;C 05.02 (CA 5.02) Capital Adequacy - Transitional provisions: Grandfathered instruments constituting State aid;"2. Instruments that qualified for point ca) of Article 57 and Article 154(8) and (9) of 2006/48/EC, subject to the limit of Article 467";"Amount of instruments plus related share premium";;;;;;;;;;;"020";"2. Instruments that qualified for point ca) of Article 57 and Article 154(8) and (9) of 2006/48/EC, subject to the limit of Article 467";"Amount of instruments plus related share premium";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi57,MCY=eba_MC:x342,TOF=eba_OF:x1";C_05.02;020;020;;monetaryItemType;C 05.02 (CA 5.02) Capital Adequacy - Transitional provisions: Grandfathered instruments constituting State aid;"2. Instruments that qualified for point ca) of Article 57 and Article 154(8) and (9) of 2006/48/EC, subject to the limit of Article 467";"Base for calculating the limit";;;;;;;;;;;"020";"2. Instruments that qualified for point ca) of Article 57 and Article 154(8) and (9) of 2006/48/EC, subject to the limit of Article 467";"Base for calculating the limit";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi188,MCY=eba_MC:x342,TOF=eba_OF:x1";C_05.02;020;030;;percentItemType;C 05.02 (CA 5.02) Capital Adequacy - Transitional provisions: Grandfathered instruments constituting State aid;"2. Instruments that qualified for point ca) of Article 57 and Article 154(8) and (9) of 2006/48/EC, subject to the limit of Article 467";"Applicable percentage";;;;;;;;;;;"020";"2. Instruments that qualified for point ca) of Article 57 and Article 154(8) and (9) of 2006/48/EC, subject to the limit of Article 467";"Applicable percentage";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi160,MCY=eba_MC:x342,TOF=eba_OF:x1";C_05.02;020;040;;monetaryItemType;C 05.02 (CA 5.02) Capital Adequacy - Transitional provisions: Grandfathered instruments constituting State aid;"2. Instruments that qualified for point ca) of Article 57 and Article 154(8) and (9) of 2006/48/EC, subject to the limit of Article 467";"Limit";;;;;;;;;;;"020";"2. Instruments that qualified for point ca) of Article 57 and Article 154(8) and (9) of 2006/48/EC, subject to the limit of Article 467";"Limit";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi40,MCY=eba_MC:x342,TOF=eba_OF:x1";C_05.02;020;050;;monetaryItemType;C 05.02 (CA 5.02) Capital Adequacy - Transitional provisions: Grandfathered instruments constituting State aid;"2. Instruments that qualified for point ca) of Article 57 and Article 154(8) and (9) of 2006/48/EC, subject to the limit of Article 467";"(-) Amount that exceeds the limits for grandfathering";;;;;;;;;;;"020";"2. Instruments that qualified for point ca) of Article 57 and Article 154(8) and (9) of 2006/48/EC, subject to the limit of Article 467";"(-) Amount that exceeds the limits for grandfathering";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,MCY=eba_MC:x342,TOF=eba_OF:x1";C_05.02;020;060;;monetaryItemType;C 05.02 (CA 5.02) Capital Adequacy - Transitional provisions: Grandfathered instruments constituting State aid;"2. Instruments that qualified for point ca) of Article 57 and Article 154(8) and (9) of 2006/48/EC, subject to the limit of Article 467";"Total grandfathered amount";;;;;;;;;;;"020";"2. Instruments that qualified for point ca) of Article 57 and Article 154(8) and (9) of 2006/48/EC, subject to the limit of Article 467";"Total grandfathered amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi53,COI=eba_CI:x5,MCY=eba_MC:x342,TOF=eba_OF:x1";C_05.02;030;010;;monetaryItemType;C 05.02 (CA 5.02) Capital Adequacy - Transitional provisions: Grandfathered instruments constituting State aid;"2.1 Total instruments without a call or an incentive to redeem";"Amount of instruments plus related share premium";;;;;;;;;;;"020#030";"2. Instruments that qualified for point ca) of Article 57 and Article 154(8) and (9) of 2006/48/EC, subject to the limit of Article 467#2.1 Total instruments without a call or an incentive to redeem";"Amount of instruments plus related share premium";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi53,COI=eba_CI:x4,MCY=eba_MC:x342,TOF=eba_OF:x1";C_05.02;040;010;;monetaryItemType;C 05.02 (CA 5.02) Capital Adequacy - Transitional provisions: Grandfathered instruments constituting State aid;"2.2 Grandfathered instruments with a call and incentive to redeem";"Amount of instruments plus related share premium";;;;;;;;;;;"020#040";"2. Instruments that qualified for point ca) of Article 57 and Article 154(8) and (9) of 2006/48/EC, subject to the limit of Article 467#2.2 Grandfathered instruments with a call and incentive to redeem";"Amount of instruments plus related share premium";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi53,COI=eba_CI:x2,MCY=eba_MC:x342,TOF=eba_OF:x1";C_05.02;050;010;;monetaryItemType;C 05.02 (CA 5.02) Capital Adequacy - Transitional provisions: Grandfathered instruments constituting State aid;"2.2.1 Instruments with a call exercisable after the reporting date, and which meet the conditions in Article 49 of CRR after the date of effective maturity";"Amount of instruments plus related share premium";;;;;;;;;;;"020#040#050";"2. Instruments that qualified for point ca) of Article 57 and Article 154(8) and (9) of 2006/48/EC, subject to the limit of Article 467#2.2 Grandfathered instruments with a call and incentive to redeem#2.2.1 Instruments with a call exercisable after the reporting date, and which meet the conditions in Article 49 of CRR after the date of effective maturity";"Amount of instruments plus related share premium";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi53,COI=eba_CI:x1,MCY=eba_MC:x342,TOF=eba_OF:x1";C_05.02;060;010;;monetaryItemType;C 05.02 (CA 5.02) Capital Adequacy - Transitional provisions: Grandfathered instruments constituting State aid;"2.2.2 Instruments with a call exercisable after the reporting date, and which do not meet the conditions in Article 49 of CRR after the date of effective maturity";"Amount of instruments plus related share premium";;;;;;;;;;;"020#040#060";"2. Instruments that qualified for point ca) of Article 57 and Article 154(8) and (9) of 2006/48/EC, subject to the limit of Article 467#2.2 Grandfathered instruments with a call and incentive to redeem#2.2.2 Instruments with a call exercisable after the reporting date, and which do not meet the conditions in Article 49 of CRR after the date of effective maturity";"Amount of instruments plus related share premium";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi53,COI=eba_CI:x3,MCY=eba_MC:x342,TOF=eba_OF:x1";C_05.02;070;010;;monetaryItemType;C 05.02 (CA 5.02) Capital Adequacy - Transitional provisions: Grandfathered instruments constituting State aid;"2.2.3Instruments with a call exercisable prior to or on 20 July 2011, and which do not meet the conditions in Article 49 of CRR after the date of effective maturity";"Amount of instruments plus related share premium";;;;;;;;;;;"020#040#070";"2. Instruments that qualified for point ca) of Article 57 and Article 154(8) and (9) of 2006/48/EC, subject to the limit of Article 467#2.2 Grandfathered instruments with a call and incentive to redeem#2.2.3Instruments with a call exercisable prior to or on 20 July 2011, and which do not meet the conditions in Article 49 of CRR after the date of effective maturity";"Amount of instruments plus related share premium";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi53,MCY=eba_MC:x397,TOF=eba_OF:x1";C_05.02;080;010;;monetaryItemType;C 05.02 (CA 5.02) Capital Adequacy - Transitional provisions: Grandfathered instruments constituting State aid;"2.3 Excess on the limit of CET1 grandfathered instruments";"Amount of instruments plus related share premium";;;;;;;;;;;"020#080";"2. Instruments that qualified for point ca) of Article 57 and Article 154(8) and (9) of 2006/48/EC, subject to the limit of Article 467#2.3 Excess on the limit of CET1 grandfathered instruments";"Amount of instruments plus related share premium";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi53,MCY=eba_MC:x342,TOF=eba_OF:x9";C_05.02;090;010;;monetaryItemType;C 05.02 (CA 5.02) Capital Adequacy - Transitional provisions: Grandfathered instruments constituting State aid;"3. Items that qualified for points f), g) or h) of Article 57 of 2006/48/EC, subject to the limit of Article 490";"Amount of instruments plus related share premium";;;;;;;;;;;"090";"3. Items that qualified for points f), g) or h) of Article 57 of 2006/48/EC, subject to the limit of Article 490";"Amount of instruments plus related share premium";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi57,MCY=eba_MC:x342,TOF=eba_OF:x9";C_05.02;090;020;;monetaryItemType;C 05.02 (CA 5.02) Capital Adequacy - Transitional provisions: Grandfathered instruments constituting State aid;"3. Items that qualified for points f), g) or h) of Article 57 of 2006/48/EC, subject to the limit of Article 490";"Base for calculating the limit";;;;;;;;;;;"090";"3. Items that qualified for points f), g) or h) of Article 57 of 2006/48/EC, subject to the limit of Article 490";"Base for calculating the limit";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi188,MCY=eba_MC:x342,TOF=eba_OF:x9";C_05.02;090;030;;percentItemType;C 05.02 (CA 5.02) Capital Adequacy - Transitional provisions: Grandfathered instruments constituting State aid;"3. Items that qualified for points f), g) or h) of Article 57 of 2006/48/EC, subject to the limit of Article 490";"Applicable percentage";;;;;;;;;;;"090";"3. Items that qualified for points f), g) or h) of Article 57 of 2006/48/EC, subject to the limit of Article 490";"Applicable percentage";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi160,MCY=eba_MC:x342,TOF=eba_OF:x9";C_05.02;090;040;;monetaryItemType;C 05.02 (CA 5.02) Capital Adequacy - Transitional provisions: Grandfathered instruments constituting State aid;"3. Items that qualified for points f), g) or h) of Article 57 of 2006/48/EC, subject to the limit of Article 490";"Limit";;;;;;;;;;;"090";"3. Items that qualified for points f), g) or h) of Article 57 of 2006/48/EC, subject to the limit of Article 490";"Limit";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi40,MCY=eba_MC:x342,TOF=eba_OF:x9";C_05.02;090;050;;monetaryItemType;C 05.02 (CA 5.02) Capital Adequacy - Transitional provisions: Grandfathered instruments constituting State aid;"3. Items that qualified for points f), g) or h) of Article 57 of 2006/48/EC, subject to the limit of Article 490";"(-) Amount that exceeds the limits for grandfathering";;;;;;;;;;;"090";"3. Items that qualified for points f), g) or h) of Article 57 of 2006/48/EC, subject to the limit of Article 490";"(-) Amount that exceeds the limits for grandfathering";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,MCY=eba_MC:x342,TOF=eba_OF:x9";C_05.02;090;060;;monetaryItemType;C 05.02 (CA 5.02) Capital Adequacy - Transitional provisions: Grandfathered instruments constituting State aid;"3. Items that qualified for points f), g) or h) of Article 57 of 2006/48/EC, subject to the limit of Article 490";"Total grandfathered amount";;;;;;;;;;;"090";"3. Items that qualified for points f), g) or h) of Article 57 of 2006/48/EC, subject to the limit of Article 490";"Total grandfathered amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi53,COI=eba_CI:x5,MCY=eba_MC:x342,TOF=eba_OF:x9";C_05.02;100;010;;monetaryItemType;C 05.02 (CA 5.02) Capital Adequacy - Transitional provisions: Grandfathered instruments constituting State aid;"3.1 Total items without an incentive to redeem";"Amount of instruments plus related share premium";;;;;;;;;;;"090#100";"3. Items that qualified for points f), g) or h) of Article 57 of 2006/48/EC, subject to the limit of Article 490#3.1 Total items without an incentive to redeem";"Amount of instruments plus related share premium";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi53,COI=eba_CI:x4,MCY=eba_MC:x342,TOF=eba_OF:x9";C_05.02;110;010;;monetaryItemType;C 05.02 (CA 5.02) Capital Adequacy - Transitional provisions: Grandfathered instruments constituting State aid;"3.2 Grandfathered items with an incentive to redeem";"Amount of instruments plus related share premium";;;;;;;;;;;"090#110";"3. Items that qualified for points f), g) or h) of Article 57 of 2006/48/EC, subject to the limit of Article 490#3.2 Grandfathered items with an incentive to redeem";"Amount of instruments plus related share premium";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi53,COI=eba_CI:x2,MCY=eba_MC:x342,TOF=eba_OF:x9";C_05.02;120;010;;monetaryItemType;C 05.02 (CA 5.02) Capital Adequacy - Transitional provisions: Grandfathered instruments constituting State aid;"3.2.1 Items with a call exercisable after the reporting date, and which meet the conditions in Article 63 of CRR after the date of effective maturity";"Amount of instruments plus related share premium";;;;;;;;;;;"090#110#120";"3. Items that qualified for points f), g) or h) of Article 57 of 2006/48/EC, subject to the limit of Article 490#3.2 Grandfathered items with an incentive to redeem#3.2.1 Items with a call exercisable after the reporting date, and which meet the conditions in Article 63 of CRR after the date of effective maturity";"Amount of instruments plus related share premium";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi53,COI=eba_CI:x1,MCY=eba_MC:x342,TOF=eba_OF:x9";C_05.02;130;010;;monetaryItemType;C 05.02 (CA 5.02) Capital Adequacy - Transitional provisions: Grandfathered instruments constituting State aid;"3.2.2 Items with a call exercisable after the reporting date, and which do not meet the conditions in Article 63 of CRR after the date of effective maturity";"Amount of instruments plus related share premium";;;;;;;;;;;"090#110#130";"3. Items that qualified for points f), g) or h) of Article 57 of 2006/48/EC, subject to the limit of Article 490#3.2 Grandfathered items with an incentive to redeem#3.2.2 Items with a call exercisable after the reporting date, and which do not meet the conditions in Article 63 of CRR after the date of effective maturity";"Amount of instruments plus related share premium";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi53,COI=eba_CI:x3,MCY=eba_MC:x342,TOF=eba_OF:x9";C_05.02;140;010;;monetaryItemType;C 05.02 (CA 5.02) Capital Adequacy - Transitional provisions: Grandfathered instruments constituting State aid;"3.2.3 Items with a call exercisable prior to or on 20 July 2011, and which do not meet the conditions in Article 63 of CRR after the date of effective maturity";"Amount of instruments plus related share premium";;;;;;;;;;;"090#110#140";"3. Items that qualified for points f), g) or h) of Article 57 of 2006/48/EC, subject to the limit of Article 490#3.2 Grandfathered items with an incentive to redeem#3.2.3 Items with a call exercisable prior to or on 20 July 2011, and which do not meet the conditions in Article 63 of CRR after the date of effective maturity";"Amount of instruments plus related share premium";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi53,MCY=eba_MC:x397,TOF=eba_OF:x9";C_05.02;150;010;;monetaryItemType;C 05.02 (CA 5.02) Capital Adequacy - Transitional provisions: Grandfathered instruments constituting State aid;"3.3 Excess on the limit of AT1 grandfathered instruments";"Amount of instruments plus related share premium";;;;;;;;;;;"090#150";"3. Items that qualified for points f), g) or h) of Article 57 of 2006/48/EC, subject to the limit of Article 490#3.3 Excess on the limit of AT1 grandfathered instruments";"Amount of instruments plus related share premium";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;010;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Original exposure pre conversion factors";;;;;;;;;;"Total (001)";"010";"TOTAL EXPOSURES";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;030;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Total (001)";"010";"TOTAL EXPOSURES";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;040;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Exposure net of value adjustments and provisions";;;;;;;;;;"Total (001)";"010";"TOTAL EXPOSURES";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;050;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Total (001)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;060;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Total (001)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;070;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Total (001)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;080;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Total (001)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;090;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Total (001)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;100;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Total (001)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;120;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Total (001)";"010";"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;140;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Total (001)";"010";"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;150;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Fully adjusted exposure value (E*)";;;;;;;;;;"Total (001)";"010";"TOTAL EXPOSURES";"Fully adjusted exposure value (E*)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;170;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Total (001)";"010";"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;180;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Total (001)";"010";"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;190;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Total (001)";"010";"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;200;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Exposure value";;;;;;;;;;"Total (001)";"010";"TOTAL EXPOSURES";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;215;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Total (001)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;220;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total (001)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;230;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Total (001)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;240;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Total (001)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;010;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Original exposure pre conversion factors";;;;;;;;;;"Total (001)";"010#020";"TOTAL EXPOSURES#of which: SME";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;030;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Total (001)";"010#020";"TOTAL EXPOSURES#of which: SME";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;040;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Exposure net of value adjustments and provisions";;;;;;;;;;"Total (001)";"010#020";"TOTAL EXPOSURES#of which: SME";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;050;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Total (001)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;060;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Total (001)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;070;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Total (001)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;080;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Total (001)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;090;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Total (001)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;100;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Total (001)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;110;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Total (001)";"010#020";"TOTAL EXPOSURES#of which: SME";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x6,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;120;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Total (001)";"010#020";"TOTAL EXPOSURES#of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x6,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;130;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Total (001)";"010#020";"TOTAL EXPOSURES#of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x6,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;140;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Total (001)";"010#020";"TOTAL EXPOSURES#of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;150;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Fully adjusted exposure value (E*)";;;;;;;;;;"Total (001)";"010#020";"TOTAL EXPOSURES#of which: SME";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPZ=eba_CT:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;160;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Total (001)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPZ=eba_CT:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;170;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Total (001)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPZ=eba_CT:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;180;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Total (001)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPZ=eba_CT:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;190;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Total (001)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;200;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Exposure value";;;;;;;;;;"Total (001)";"010#020";"TOTAL EXPOSURES#of which: SME";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;215;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Total (001)";"010#020";"TOTAL EXPOSURES#of which: SME";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;220;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total (001)";"010#020";"TOTAL EXPOSURES#of which: SME";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;010;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Original exposure pre conversion factors";;;;;;;;;;"Total (001)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;030;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Total (001)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;040;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Exposure net of value adjustments and provisions";;;;;;;;;;"Total (001)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;050;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Total (001)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;060;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Total (001)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;070;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Total (001)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;080;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Total (001)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;090;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Total (001)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;100;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Total (001)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;110;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Total (001)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x6,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;120;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Total (001)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x6,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;130;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Total (001)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x6,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;140;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Total (001)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;150;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Fully adjusted exposure value (E*)";;;;;;;;;;"Total (001)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPZ=eba_CT:x49,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;160;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Total (001)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPZ=eba_CT:x49,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;170;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Total (001)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPZ=eba_CT:x49,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;180;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Total (001)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPZ=eba_CT:x49,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;190;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Total (001)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;200;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Exposure value";;;;;;;;;;"Total (001)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;215;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Total (001)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;220;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total (001)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;010;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Original exposure pre conversion factors";;;;;;;;;;"Total (001)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;030;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Total (001)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;040;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Exposure net of value adjustments and provisions";;;;;;;;;;"Total (001)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;050;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Total (001)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;060;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Total (001)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;070;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Total (001)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;080;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Total (001)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;090;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Total (001)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;100;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Total (001)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;110;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Total (001)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;120;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Total (001)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;130;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Total (001)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;140;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Total (001)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;150;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Fully adjusted exposure value (E*)";;;;;;;;;;"Total (001)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;160;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Total (001)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;170;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Total (001)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;180;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Total (001)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;190;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Total (001)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;200;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Exposure value";;;;;;;;;;"Total (001)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;215;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Total (001)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;220;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total (001)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;010;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Original exposure pre conversion factors";;;;;;;;;;"Total (001)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;030;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Total (001)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;040;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Exposure net of value adjustments and provisions";;;;;;;;;;"Total (001)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;050;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Total (001)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;060;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Total (001)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;070;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Total (001)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;080;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Total (001)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;090;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Total (001)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;100;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Total (001)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;110;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Total (001)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;120;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Total (001)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;130;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Total (001)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;140;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Total (001)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;150;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Fully adjusted exposure value (E*)";;;;;;;;;;"Total (001)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;160;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Total (001)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;170;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Total (001)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;180;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Total (001)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;190;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Total (001)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;200;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Exposure value";;;;;;;;;;"Total (001)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;215;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Total (001)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;220;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total (001)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;010;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Original exposure pre conversion factors";;;;;;;;;;"Total (001)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;030;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Total (001)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;040;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure net of value adjustments and provisions";;;;;;;;;;"Total (001)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;050;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Total (001)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;060;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Total (001)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;070;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Total (001)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;080;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Total (001)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;090;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Total (001)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;100;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Total (001)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;110;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Total (001)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;120;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Total (001)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;130;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Total (001)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;140;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Total (001)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;150;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Fully adjusted exposure value (E*)";;;;;;;;;;"Total (001)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;160;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Total (001)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;170;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Total (001)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;180;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Total (001)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;190;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Total (001)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;200;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value";;;;;;;;;;"Total (001)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;215;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Total (001)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;220;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total (001)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;010;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Total (001)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;030;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Total (001)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;040;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";;;;;;;;;;"Total (001)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;050;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Total (001)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;060;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Total (001)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;070;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Total (001)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;080;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Total (001)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;090;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Total (001)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;100;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Total (001)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;110;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Total (001)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;120;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Total (001)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;130;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Total (001)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;140;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Total (001)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;150;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";;;;;;;;;;"Total (001)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;200;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Exposure value";;;;;;;;;;"Total (001)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;215;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Total (001)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;220;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total (001)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;010;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Total (001)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;030;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Total (001)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;040;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";;;;;;;;;;"Total (001)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;050;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Total (001)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;060;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Total (001)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;070;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Total (001)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;080;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Total (001)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;090;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Total (001)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;100;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Total (001)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;110;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Total (001)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;120;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Total (001)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;130;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Total (001)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;140;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Total (001)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;150;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";;;;;;;;;;"Total (001)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;190;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Total (001)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;200;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Exposure value";;;;;;;;;;"Total (001)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;215;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Total (001)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;220;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total (001)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;010;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Original exposure pre conversion factors";;;;;;;;;;"Total (001)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;030;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Total (001)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;040;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Exposure net of value adjustments and provisions";;;;;;;;;;"Total (001)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;050;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Total (001)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;060;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Total (001)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;070;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Total (001)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;080;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Total (001)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;090;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Total (001)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;100;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Total (001)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;110;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Total (001)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;120;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Total (001)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;130;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Total (001)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;140;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Total (001)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;150;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Fully adjusted exposure value (E*)";;;;;;;;;;"Total (001)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;200;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Exposure value";;;;;;;;;;"Total (001)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;215;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Total (001)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;220;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total (001)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x307,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;100;010;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"Original exposure pre conversion factors";;;;;;;;;;"Total (001)";"065#085#090#100";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions#Of which: Centrally cleared through a QCCP";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x307,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;100;030;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Total (001)";"065#085#090#100";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions#Of which: Centrally cleared through a QCCP";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x307,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;100;200;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"Exposure value";;;;;;;;;;"Total (001)";"065#085#090#100";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions#Of which: Centrally cleared through a QCCP";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;010;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Original exposure pre conversion factors";;;;;;;;;;"Total (001)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;030;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Total (001)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;040;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Exposure net of value adjustments and provisions";;;;;;;;;;"Total (001)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;050;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Total (001)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;060;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Total (001)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;070;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Total (001)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;080;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Total (001)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;090;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Total (001)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;100;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Total (001)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;110;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Total (001)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;120;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Total (001)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;130;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Total (001)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;140;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Total (001)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;150;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Fully adjusted exposure value (E*)";;;;;;;;;;"Total (001)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;200;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Exposure value";;;;;;;;;;"Total (001)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;215;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Total (001)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;220;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total (001)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x101,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;120;010;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"Original exposure pre conversion factors";;;;;;;;;;"Total (001)";"065#085#110#120";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions#Of which: Centrally cleared through a QCCP";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x101,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;120;030;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Total (001)";"065#085#110#120";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions#Of which: Centrally cleared through a QCCP";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x101,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;120;200;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"Exposure value";;;;;;;;;;"Total (001)";"065#085#110#120";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions#Of which: Centrally cleared through a QCCP";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;010;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Original exposure pre conversion factors";;;;;;;;;;"Total (001)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;030;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Total (001)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;040;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Exposure net of value adjustments and provisions";;;;;;;;;;"Total (001)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;050;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Total (001)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;060;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Total (001)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;070;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Total (001)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;080;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Total (001)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;090;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Total (001)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;100;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Total (001)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;110;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Total (001)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;120;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Total (001)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;130;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Total (001)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;140;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Total (001)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;150;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Fully adjusted exposure value (E*)";;;;;;;;;;"Total (001)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;200;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Exposure value";;;;;;;;;;"Total (001)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;215;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Total (001)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;220;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total (001)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;010;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Original exposure pre conversion factors";;;;;;;;;;"Total (001)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;030;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Total (001)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;040;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Total (001)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;150;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Total (001)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;160;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Total (001)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;170;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Total (001)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;180;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Total (001)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;190;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Total (001)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;200;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Exposure value";;;;;;;;;;"Total (001)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;215;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Total (001)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;220;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total (001)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;230;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Total (001)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;240;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Total (001)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;010;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Original exposure pre conversion factors";;;;;;;;;;"Total (001)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;030;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Total (001)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;040;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Total (001)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;150;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Total (001)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;160;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Total (001)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;170;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Total (001)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;180;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Total (001)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;190;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Total (001)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;200;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Exposure value";;;;;;;;;;"Total (001)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;215;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Total (001)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;220;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total (001)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;230;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Total (001)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;240;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Total (001)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;010;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Original exposure pre conversion factors";;;;;;;;;;"Total (001)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;030;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Total (001)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;040;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Total (001)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;150;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Total (001)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;160;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Total (001)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;170;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Total (001)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;180;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Total (001)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;190;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Total (001)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;200;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Exposure value";;;;;;;;;;"Total (001)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;215;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Total (001)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;220;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total (001)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;230;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Total (001)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;240;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Total (001)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;010;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Original exposure pre conversion factors";;;;;;;;;;"Total (001)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;030;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Total (001)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;040;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Total (001)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;150;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Total (001)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;160;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Total (001)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;170;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Total (001)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;180;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Total (001)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;190;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Total (001)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;200;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Exposure value";;;;;;;;;;"Total (001)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;215;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Total (001)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;220;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total (001)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;230;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Total (001)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;240;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Total (001)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;010;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Original exposure pre conversion factors";;;;;;;;;;"Total (001)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;030;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Total (001)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;040;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Total (001)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;150;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Total (001)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;160;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Total (001)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;170;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Total (001)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;180;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Total (001)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;190;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Total (001)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;200;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Exposure value";;;;;;;;;;"Total (001)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;215;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Total (001)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;220;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total (001)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;230;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Total (001)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;240;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Total (001)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;010;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Original exposure pre conversion factors";;;;;;;;;;"Total (001)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;030;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Total (001)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;040;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Total (001)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;150;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Total (001)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;160;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Total (001)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;170;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Total (001)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;180;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Total (001)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;190;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Total (001)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;200;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Exposure value";;;;;;;;;;"Total (001)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;215;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Total (001)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;220;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total (001)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;230;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Total (001)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;240;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Total (001)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;010;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Original exposure pre conversion factors";;;;;;;;;;"Total (001)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;030;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Total (001)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;040;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Total (001)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;150;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Total (001)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;160;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Total (001)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;170;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Total (001)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;180;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Total (001)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;190;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Total (001)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;200;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Exposure value";;;;;;;;;;"Total (001)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;215;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Total (001)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;220;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total (001)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;230;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Total (001)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;240;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Total (001)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;150;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Total (001)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;160;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Total (001)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;170;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Total (001)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;180;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Total (001)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;190;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Total (001)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;200;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Exposure value";;;;;;;;;;"Total (001)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;215;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Total (001)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;220;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total (001)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;230;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Total (001)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;240;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Total (001)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;010;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Original exposure pre conversion factors";;;;;;;;;;"Total (001)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;030;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Total (001)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;040;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Total (001)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;150;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Total (001)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;160;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Total (001)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;170;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Total (001)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;180;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Total (001)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;190;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Total (001)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;200;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Exposure value";;;;;;;;;;"Total (001)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;215;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Total (001)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;220;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total (001)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;230;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Total (001)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;240;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Total (001)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;010;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Original exposure pre conversion factors";;;;;;;;;;"Total (001)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;030;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Total (001)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;040;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Total (001)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;150;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Total (001)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;160;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Total (001)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;170;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Total (001)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;180;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Total (001)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;190;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Total (001)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;200;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Exposure value";;;;;;;;;;"Total (001)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;215;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Total (001)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;220;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total (001)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;230;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Total (001)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;240;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Total (001)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;010;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Original exposure pre conversion factors";;;;;;;;;;"Total (001)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;030;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Total (001)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;040;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Total (001)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;150;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Total (001)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;160;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Total (001)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;170;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Total (001)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;180;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Total (001)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;190;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Total (001)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;200;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Exposure value";;;;;;;;;;"Total (001)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;215;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Total (001)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;220;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total (001)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;230;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Total (001)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;240;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Total (001)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;010;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Original exposure pre conversion factors";;;;;;;;;;"Total (001)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;030;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Total (001)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;040;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Total (001)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;150;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Total (001)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;160;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Total (001)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;170;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Total (001)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;180;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Total (001)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;190;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Total (001)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;200;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Exposure value";;;;;;;;;;"Total (001)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;215;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Total (001)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;220;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total (001)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;230;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Total (001)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;240;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Total (001)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;010;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Original exposure pre conversion factors";;;;;;;;;;"Total (001)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;030;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Total (001)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;040;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Total (001)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;150;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Total (001)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;160;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Total (001)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;170;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Total (001)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;180;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Total (001)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;190;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Total (001)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;200;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Exposure value";;;;;;;;;;"Total (001)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;215;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Total (001)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;220;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total (001)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;230;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Total (001)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;240;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Total (001)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;010;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Original exposure pre conversion factors";;;;;;;;;;"Total (001)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;030;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Total (001)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;040;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Total (001)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;150;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Total (001)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;160;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Total (001)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;170;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Total (001)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;180;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Total (001)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;190;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Total (001)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;200;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Exposure value";;;;;;;;;;"Total (001)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;215;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Total (001)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;220;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total (001)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;230;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Total (001)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;240;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Total (001)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;010;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Original exposure pre conversion factors";;;;;;;;;;"Total (001)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;030;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Total (001)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;040;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Exposure net of value adjustments and provisions";;;;;;;;;;"Total (001)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;150;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Fully adjusted exposure value (E*)";;;;;;;;;;"Total (001)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;160;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Total (001)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;170;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Total (001)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;190;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Total (001)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;010;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Original exposure pre conversion factors";;;;;;;;;;"Central governments or central banks (002)";"010";"TOTAL EXPOSURES";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;030;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Central governments or central banks (002)";"010";"TOTAL EXPOSURES";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;040;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Exposure net of value adjustments and provisions";;;;;;;;;;"Central governments or central banks (002)";"010";"TOTAL EXPOSURES";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x22,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;050;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Central governments or central banks (002)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x3,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;060;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Central governments or central banks (002)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x13,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;070;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Central governments or central banks (002)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x19,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;080;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Central governments or central banks (002)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;090;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Central governments or central banks (002)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;100;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Central governments or central banks (002)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;110;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Central governments or central banks (002)";"010";"TOTAL EXPOSURES";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x6,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;120;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Central governments or central banks (002)";"010";"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x6,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;130;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Central governments or central banks (002)";"010";"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x6,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;140;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Central governments or central banks (002)";"010";"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;150;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Fully adjusted exposure value (E*)";;;;;;;;;;"Central governments or central banks (002)";"010";"TOTAL EXPOSURES";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;160;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Central governments or central banks (002)";"010";"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;170;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Central governments or central banks (002)";"010";"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;180;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Central governments or central banks (002)";"010";"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;190;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Central governments or central banks (002)";"010";"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;200;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Exposure value";;;;;;;;;;"Central governments or central banks (002)";"010";"TOTAL EXPOSURES";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;215;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Central governments or central banks (002)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;220;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments or central banks (002)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;230;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Central governments or central banks (002)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;240;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Central governments or central banks (002)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CPZ=eba_CT:x23,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;010;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Original exposure pre conversion factors";;;;;;;;;;"Central governments or central banks (002)";"010#020";"TOTAL EXPOSURES#of which: SME";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CPZ=eba_CT:x23,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;030;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Central governments or central banks (002)";"010#020";"TOTAL EXPOSURES#of which: SME";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CPZ=eba_CT:x23,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;040;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Exposure net of value adjustments and provisions";;;;;;;;;;"Central governments or central banks (002)";"010#020";"TOTAL EXPOSURES#of which: SME";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CPZ=eba_CT:x23,CRM=eba_CP:x22,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;050;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Central governments or central banks (002)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CPZ=eba_CT:x23,CRM=eba_CP:x3,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;060;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Central governments or central banks (002)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CPZ=eba_CT:x23,CRM=eba_CP:x13,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;070;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Central governments or central banks (002)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CPZ=eba_CT:x23,CRM=eba_CP:x19,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;080;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Central governments or central banks (002)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;090;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Central governments or central banks (002)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;100;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Central governments or central banks (002)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CPZ=eba_CT:x23,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;110;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Central governments or central banks (002)";"010#020";"TOTAL EXPOSURES#of which: SME";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CPZ=eba_CT:x23,CRM=eba_CP:x6,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;120;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Central governments or central banks (002)";"010#020";"TOTAL EXPOSURES#of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CPZ=eba_CT:x23,CRM=eba_CP:x6,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;130;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Central governments or central banks (002)";"010#020";"TOTAL EXPOSURES#of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CPZ=eba_CT:x23,CRM=eba_CP:x6,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;140;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Central governments or central banks (002)";"010#020";"TOTAL EXPOSURES#of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CPZ=eba_CT:x23,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;150;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Fully adjusted exposure value (E*)";;;;;;;;;;"Central governments or central banks (002)";"010#020";"TOTAL EXPOSURES#of which: SME";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x2,CPZ=eba_CT:x23,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;160;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Central governments or central banks (002)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x2,CPZ=eba_CT:x23,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;170;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Central governments or central banks (002)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x2,CPZ=eba_CT:x23,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;180;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Central governments or central banks (002)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x2,CPZ=eba_CT:x23,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;190;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Central governments or central banks (002)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CPZ=eba_CT:x23,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;200;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Exposure value";;;;;;;;;;"Central governments or central banks (002)";"010#020";"TOTAL EXPOSURES#of which: SME";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CPZ=eba_CT:x23,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;215;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Central governments or central banks (002)";"010#020";"TOTAL EXPOSURES#of which: SME";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CPZ=eba_CT:x23,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;220;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments or central banks (002)";"010#020";"TOTAL EXPOSURES#of which: SME";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CPZ=eba_CT:x49,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;010;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Original exposure pre conversion factors";;;;;;;;;;"Central governments or central banks (002)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CPZ=eba_CT:x49,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;030;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Central governments or central banks (002)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CPZ=eba_CT:x49,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;040;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Exposure net of value adjustments and provisions";;;;;;;;;;"Central governments or central banks (002)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CPZ=eba_CT:x49,CRM=eba_CP:x22,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;050;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Central governments or central banks (002)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CPZ=eba_CT:x49,CRM=eba_CP:x3,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;060;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Central governments or central banks (002)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CPZ=eba_CT:x49,CRM=eba_CP:x13,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;070;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Central governments or central banks (002)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CPZ=eba_CT:x49,CRM=eba_CP:x19,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;080;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Central governments or central banks (002)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CPZ=eba_CT:x49,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;090;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Central governments or central banks (002)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CPZ=eba_CT:x49,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;100;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Central governments or central banks (002)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CPZ=eba_CT:x49,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;110;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Central governments or central banks (002)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CPZ=eba_CT:x49,CRM=eba_CP:x6,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;120;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Central governments or central banks (002)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CPZ=eba_CT:x49,CRM=eba_CP:x6,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;130;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Central governments or central banks (002)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CPZ=eba_CT:x49,CRM=eba_CP:x6,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;140;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Central governments or central banks (002)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CPZ=eba_CT:x49,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;150;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Fully adjusted exposure value (E*)";;;;;;;;;;"Central governments or central banks (002)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x2,CPZ=eba_CT:x49,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;160;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Central governments or central banks (002)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x2,CPZ=eba_CT:x49,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;170;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Central governments or central banks (002)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x2,CPZ=eba_CT:x49,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;180;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Central governments or central banks (002)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x2,CPZ=eba_CT:x49,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;190;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Central governments or central banks (002)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CPZ=eba_CT:x49,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;200;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Exposure value";;;;;;;;;;"Central governments or central banks (002)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CPZ=eba_CT:x49,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;215;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Central governments or central banks (002)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CPZ=eba_CT:x49,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;220;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments or central banks (002)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;010;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Original exposure pre conversion factors";;;;;;;;;;"Central governments or central banks (002)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;030;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Central governments or central banks (002)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;040;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Exposure net of value adjustments and provisions";;;;;;;;;;"Central governments or central banks (002)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x22,EXC=eba_EC:x16,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;050;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Central governments or central banks (002)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x3,EXC=eba_EC:x16,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;060;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Central governments or central banks (002)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x13,EXC=eba_EC:x16,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;070;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Central governments or central banks (002)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x19,EXC=eba_EC:x16,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;080;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Central governments or central banks (002)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x10,EXC=eba_EC:x16,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;090;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Central governments or central banks (002)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x10,EXC=eba_EC:x16,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;100;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Central governments or central banks (002)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;110;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Central governments or central banks (002)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x6,EXC=eba_EC:x16,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;120;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Central governments or central banks (002)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x6,EXC=eba_EC:x16,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;130;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Central governments or central banks (002)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x6,EXC=eba_EC:x16,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;140;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Central governments or central banks (002)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;150;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Fully adjusted exposure value (E*)";;;;;;;;;;"Central governments or central banks (002)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x2,EXC=eba_EC:x16,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;160;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Central governments or central banks (002)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x2,EXC=eba_EC:x16,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;170;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Central governments or central banks (002)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x2,EXC=eba_EC:x16,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;180;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Central governments or central banks (002)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x2,EXC=eba_EC:x16,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;190;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Central governments or central banks (002)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;200;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Exposure value";;;;;;;;;;"Central governments or central banks (002)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;215;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Central governments or central banks (002)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;220;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments or central banks (002)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;010;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Original exposure pre conversion factors";;;;;;;;;;"Central governments or central banks (002)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;030;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Central governments or central banks (002)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;040;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Exposure net of value adjustments and provisions";;;;;;;;;;"Central governments or central banks (002)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x22,EXC=eba_EC:x16,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;050;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Central governments or central banks (002)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x3,EXC=eba_EC:x16,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;060;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Central governments or central banks (002)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x13,EXC=eba_EC:x16,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;070;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Central governments or central banks (002)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x19,EXC=eba_EC:x16,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;080;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Central governments or central banks (002)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;090;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Central governments or central banks (002)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;100;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Central governments or central banks (002)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;110;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Central governments or central banks (002)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x6,EXC=eba_EC:x16,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;120;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Central governments or central banks (002)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x6,EXC=eba_EC:x16,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;130;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Central governments or central banks (002)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x6,EXC=eba_EC:x16,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;140;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Central governments or central banks (002)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;150;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Fully adjusted exposure value (E*)";;;;;;;;;;"Central governments or central banks (002)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;160;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Central governments or central banks (002)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;170;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Central governments or central banks (002)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;180;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Central governments or central banks (002)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;190;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Central governments or central banks (002)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;200;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Exposure value";;;;;;;;;;"Central governments or central banks (002)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;215;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Central governments or central banks (002)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;220;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments or central banks (002)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;010;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Original exposure pre conversion factors";;;;;;;;;;"Central governments or central banks (002)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;030;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Central governments or central banks (002)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;040;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure net of value adjustments and provisions";;;;;;;;;;"Central governments or central banks (002)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x22,EXC=eba_EC:x16,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;050;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Central governments or central banks (002)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x3,EXC=eba_EC:x16,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;060;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Central governments or central banks (002)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x13,EXC=eba_EC:x16,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;070;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Central governments or central banks (002)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x19,EXC=eba_EC:x16,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;080;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Central governments or central banks (002)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;090;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Central governments or central banks (002)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;100;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Central governments or central banks (002)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;110;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Central governments or central banks (002)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x6,EXC=eba_EC:x16,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;120;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Central governments or central banks (002)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x6,EXC=eba_EC:x16,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;130;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Central governments or central banks (002)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x6,EXC=eba_EC:x16,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;140;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Central governments or central banks (002)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;150;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Fully adjusted exposure value (E*)";;;;;;;;;;"Central governments or central banks (002)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;160;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Central governments or central banks (002)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;170;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Central governments or central banks (002)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;180;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Central governments or central banks (002)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;190;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Central governments or central banks (002)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;200;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value";;;;;;;;;;"Central governments or central banks (002)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;215;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Central governments or central banks (002)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;220;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments or central banks (002)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;010;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Central governments or central banks (002)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;030;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Central governments or central banks (002)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;040;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";;;;;;;;;;"Central governments or central banks (002)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x22,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;050;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Central governments or central banks (002)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x3,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;060;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Central governments or central banks (002)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x13,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;070;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Central governments or central banks (002)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x19,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;080;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Central governments or central banks (002)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;090;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Central governments or central banks (002)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;100;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Central governments or central banks (002)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;110;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Central governments or central banks (002)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x6,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;120;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Central governments or central banks (002)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x6,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;130;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Central governments or central banks (002)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x6,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;140;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Central governments or central banks (002)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;150;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";;;;;;;;;;"Central governments or central banks (002)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;200;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Exposure value";;;;;;;;;;"Central governments or central banks (002)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;215;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Central governments or central banks (002)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;220;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments or central banks (002)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;010;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Central governments or central banks (002)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;030;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Central governments or central banks (002)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;040;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";;;;;;;;;;"Central governments or central banks (002)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x22,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;050;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Central governments or central banks (002)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x3,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;060;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Central governments or central banks (002)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x13,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;070;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Central governments or central banks (002)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x19,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;080;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Central governments or central banks (002)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;090;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Central governments or central banks (002)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;100;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Central governments or central banks (002)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;110;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Central governments or central banks (002)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x6,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;120;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Central governments or central banks (002)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x6,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;130;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Central governments or central banks (002)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x6,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;140;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Central governments or central banks (002)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;150;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";;;;;;;;;;"Central governments or central banks (002)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;160;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Central governments or central banks (002)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;170;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Central governments or central banks (002)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;180;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Central governments or central banks (002)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;190;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Central governments or central banks (002)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;200;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Exposure value";;;;;;;;;;"Central governments or central banks (002)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;215;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Central governments or central banks (002)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;220;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments or central banks (002)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;010;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Original exposure pre conversion factors";;;;;;;;;;"Central governments or central banks (002)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;030;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Central governments or central banks (002)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;040;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Exposure net of value adjustments and provisions";;;;;;;;;;"Central governments or central banks (002)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x22,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;050;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Central governments or central banks (002)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x3,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;060;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Central governments or central banks (002)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x13,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;070;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Central governments or central banks (002)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x19,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;080;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Central governments or central banks (002)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;090;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Central governments or central banks (002)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;100;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Central governments or central banks (002)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;110;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Central governments or central banks (002)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x6,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;120;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Central governments or central banks (002)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x6,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;130;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Central governments or central banks (002)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x6,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;140;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Central governments or central banks (002)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;150;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Fully adjusted exposure value (E*)";;;;;;;;;;"Central governments or central banks (002)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;200;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Exposure value";;;;;;;;;;"Central governments or central banks (002)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;215;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Central governments or central banks (002)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;220;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments or central banks (002)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x307,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;100;010;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"Original exposure pre conversion factors";;;;;;;;;;"Central governments or central banks (002)";"065#085#090#100";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions#Of which: Centrally cleared through a QCCP";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x307,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;100;030;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Central governments or central banks (002)";"065#085#090#100";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions#Of which: Centrally cleared through a QCCP";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x307,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;100;200;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"Exposure value";;;;;;;;;;"Central governments or central banks (002)";"065#085#090#100";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions#Of which: Centrally cleared through a QCCP";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;010;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Original exposure pre conversion factors";;;;;;;;;;"Central governments or central banks (002)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;030;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Central governments or central banks (002)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;040;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Exposure net of value adjustments and provisions";;;;;;;;;;"Central governments or central banks (002)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x22,EXC=eba_EC:x16,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;050;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Central governments or central banks (002)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x3,EXC=eba_EC:x16,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;060;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Central governments or central banks (002)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x13,EXC=eba_EC:x16,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;070;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Central governments or central banks (002)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x19,EXC=eba_EC:x16,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;080;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Central governments or central banks (002)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;090;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Central governments or central banks (002)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;100;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Central governments or central banks (002)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;110;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Central governments or central banks (002)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x6,EXC=eba_EC:x16,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;120;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Central governments or central banks (002)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x6,EXC=eba_EC:x16,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;130;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Central governments or central banks (002)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x6,EXC=eba_EC:x16,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;140;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Central governments or central banks (002)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;150;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Fully adjusted exposure value (E*)";;;;;;;;;;"Central governments or central banks (002)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;200;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Exposure value";;;;;;;;;;"Central governments or central banks (002)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;215;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Central governments or central banks (002)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;220;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments or central banks (002)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x101,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;120;010;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"Original exposure pre conversion factors";;;;;;;;;;"Central governments or central banks (002)";"065#085#110#120";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions#Of which: Centrally cleared through a QCCP";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x101,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;120;030;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Central governments or central banks (002)";"065#085#110#120";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions#Of which: Centrally cleared through a QCCP";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x101,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;120;200;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"Exposure value";;;;;;;;;;"Central governments or central banks (002)";"065#085#110#120";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions#Of which: Centrally cleared through a QCCP";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;010;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Original exposure pre conversion factors";;;;;;;;;;"Central governments or central banks (002)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;030;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Central governments or central banks (002)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;040;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Exposure net of value adjustments and provisions";;;;;;;;;;"Central governments or central banks (002)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x22,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;050;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Central governments or central banks (002)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x3,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;060;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Central governments or central banks (002)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x13,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;070;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Central governments or central banks (002)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x19,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;080;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Central governments or central banks (002)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;090;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Central governments or central banks (002)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;100;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Central governments or central banks (002)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;110;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Central governments or central banks (002)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x6,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;120;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Central governments or central banks (002)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x6,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;130;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Central governments or central banks (002)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x6,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;140;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Central governments or central banks (002)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;150;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Fully adjusted exposure value (E*)";;;;;;;;;;"Central governments or central banks (002)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;200;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Exposure value";;;;;;;;;;"Central governments or central banks (002)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;215;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Central governments or central banks (002)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;220;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments or central banks (002)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;010;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Original exposure pre conversion factors";;;;;;;;;;"Central governments or central banks (002)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;030;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Central governments or central banks (002)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;040;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Central governments or central banks (002)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;150;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Central governments or central banks (002)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;160;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Central governments or central banks (002)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;170;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Central governments or central banks (002)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;180;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Central governments or central banks (002)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;190;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Central governments or central banks (002)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;200;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Exposure value";;;;;;;;;;"Central governments or central banks (002)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;215;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Central governments or central banks (002)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;220;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments or central banks (002)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;230;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Central governments or central banks (002)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;240;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Central governments or central banks (002)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;010;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Original exposure pre conversion factors";;;;;;;;;;"Central governments or central banks (002)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;030;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Central governments or central banks (002)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;040;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Central governments or central banks (002)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;150;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Central governments or central banks (002)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;160;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Central governments or central banks (002)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;170;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Central governments or central banks (002)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;180;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Central governments or central banks (002)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;190;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Central governments or central banks (002)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;200;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Exposure value";;;;;;;;;;"Central governments or central banks (002)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;215;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Central governments or central banks (002)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;220;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments or central banks (002)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;230;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Central governments or central banks (002)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;240;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Central governments or central banks (002)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;010;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Original exposure pre conversion factors";;;;;;;;;;"Central governments or central banks (002)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;030;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Central governments or central banks (002)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;040;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Central governments or central banks (002)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;150;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Central governments or central banks (002)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;160;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Central governments or central banks (002)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;170;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Central governments or central banks (002)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;180;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Central governments or central banks (002)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;190;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Central governments or central banks (002)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;200;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Exposure value";;;;;;;;;;"Central governments or central banks (002)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;215;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Central governments or central banks (002)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;220;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments or central banks (002)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;230;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Central governments or central banks (002)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;240;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Central governments or central banks (002)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;010;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Original exposure pre conversion factors";;;;;;;;;;"Central governments or central banks (002)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;030;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Central governments or central banks (002)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;040;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Central governments or central banks (002)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;150;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Central governments or central banks (002)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;160;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Central governments or central banks (002)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;170;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Central governments or central banks (002)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;180;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Central governments or central banks (002)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;190;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Central governments or central banks (002)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;200;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Exposure value";;;;;;;;;;"Central governments or central banks (002)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;215;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Central governments or central banks (002)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;220;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments or central banks (002)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;230;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Central governments or central banks (002)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;240;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Central governments or central banks (002)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;010;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Original exposure pre conversion factors";;;;;;;;;;"Central governments or central banks (002)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;030;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Central governments or central banks (002)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;040;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Central governments or central banks (002)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;150;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Central governments or central banks (002)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;160;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Central governments or central banks (002)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;170;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Central governments or central banks (002)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;180;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Central governments or central banks (002)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;190;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Central governments or central banks (002)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;200;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Exposure value";;;;;;;;;;"Central governments or central banks (002)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;215;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Central governments or central banks (002)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;220;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments or central banks (002)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;230;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Central governments or central banks (002)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;240;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Central governments or central banks (002)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;010;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Original exposure pre conversion factors";;;;;;;;;;"Central governments or central banks (002)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;030;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Central governments or central banks (002)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;040;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Central governments or central banks (002)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;150;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Central governments or central banks (002)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;160;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Central governments or central banks (002)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;170;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Central governments or central banks (002)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;180;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Central governments or central banks (002)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;190;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Central governments or central banks (002)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;200;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Exposure value";;;;;;;;;;"Central governments or central banks (002)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;215;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Central governments or central banks (002)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;220;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments or central banks (002)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;230;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Central governments or central banks (002)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;240;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Central governments or central banks (002)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;010;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Original exposure pre conversion factors";;;;;;;;;;"Central governments or central banks (002)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;030;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Central governments or central banks (002)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;040;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Central governments or central banks (002)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;150;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Central governments or central banks (002)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;160;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Central governments or central banks (002)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;170;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Central governments or central banks (002)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;180;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Central governments or central banks (002)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;190;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Central governments or central banks (002)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;200;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Exposure value";;;;;;;;;;"Central governments or central banks (002)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;215;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Central governments or central banks (002)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;220;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments or central banks (002)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;230;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Central governments or central banks (002)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;240;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Central governments or central banks (002)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;150;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Central governments or central banks (002)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;160;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Central governments or central banks (002)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;170;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Central governments or central banks (002)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;180;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Central governments or central banks (002)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;190;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Central governments or central banks (002)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;200;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Exposure value";;;;;;;;;;"Central governments or central banks (002)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;215;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Central governments or central banks (002)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;220;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments or central banks (002)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;230;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Central governments or central banks (002)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;240;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Central governments or central banks (002)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;010;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Original exposure pre conversion factors";;;;;;;;;;"Central governments or central banks (002)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;030;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Central governments or central banks (002)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;040;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Central governments or central banks (002)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;150;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Central governments or central banks (002)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;160;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Central governments or central banks (002)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;170;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Central governments or central banks (002)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;180;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Central governments or central banks (002)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;190;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Central governments or central banks (002)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;200;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Exposure value";;;;;;;;;;"Central governments or central banks (002)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;215;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Central governments or central banks (002)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;220;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments or central banks (002)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;230;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Central governments or central banks (002)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;240;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Central governments or central banks (002)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;010;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Original exposure pre conversion factors";;;;;;;;;;"Central governments or central banks (002)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;030;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Central governments or central banks (002)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;040;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Central governments or central banks (002)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;150;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Central governments or central banks (002)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;160;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Central governments or central banks (002)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;170;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Central governments or central banks (002)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;180;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Central governments or central banks (002)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;190;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Central governments or central banks (002)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;200;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Exposure value";;;;;;;;;;"Central governments or central banks (002)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;215;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Central governments or central banks (002)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;220;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments or central banks (002)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;230;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Central governments or central banks (002)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;240;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Central governments or central banks (002)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;010;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Original exposure pre conversion factors";;;;;;;;;;"Central governments or central banks (002)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;030;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Central governments or central banks (002)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;040;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Central governments or central banks (002)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;150;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Central governments or central banks (002)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;160;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Central governments or central banks (002)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;170;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Central governments or central banks (002)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;180;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Central governments or central banks (002)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;190;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Central governments or central banks (002)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;200;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Exposure value";;;;;;;;;;"Central governments or central banks (002)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;215;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Central governments or central banks (002)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;220;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments or central banks (002)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;230;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Central governments or central banks (002)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;240;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Central governments or central banks (002)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;010;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Original exposure pre conversion factors";;;;;;;;;;"Central governments or central banks (002)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;030;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Central governments or central banks (002)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;040;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Central governments or central banks (002)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;150;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Central governments or central banks (002)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;160;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Central governments or central banks (002)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;170;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Central governments or central banks (002)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;180;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Central governments or central banks (002)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;190;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Central governments or central banks (002)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;200;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Exposure value";;;;;;;;;;"Central governments or central banks (002)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;215;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Central governments or central banks (002)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;220;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments or central banks (002)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;230;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Central governments or central banks (002)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;240;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Central governments or central banks (002)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;010;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Original exposure pre conversion factors";;;;;;;;;;"Central governments or central banks (002)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;030;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Central governments or central banks (002)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;040;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Central governments or central banks (002)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;150;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Central governments or central banks (002)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;160;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Central governments or central banks (002)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;170;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Central governments or central banks (002)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;180;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Central governments or central banks (002)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;190;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Central governments or central banks (002)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;200;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Exposure value";;;;;;;;;;"Central governments or central banks (002)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;215;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Central governments or central banks (002)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;220;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments or central banks (002)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;230;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Central governments or central banks (002)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;240;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Central governments or central banks (002)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;010;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Original exposure pre conversion factors";;;;;;;;;;"Central governments or central banks (002)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;030;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Central governments or central banks (002)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;040;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Central governments or central banks (002)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;150;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Central governments or central banks (002)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;160;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Central governments or central banks (002)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;170;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Central governments or central banks (002)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;180;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Central governments or central banks (002)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;190;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Central governments or central banks (002)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;200;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Exposure value";;;;;;;;;;"Central governments or central banks (002)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;215;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Central governments or central banks (002)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;220;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments or central banks (002)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;230;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Central governments or central banks (002)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;240;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Central governments or central banks (002)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;010;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Original exposure pre conversion factors";;;;;;;;;;"Central governments or central banks (002)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;030;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Central governments or central banks (002)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;040;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Exposure net of value adjustments and provisions";;;;;;;;;;"Central governments or central banks (002)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;150;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Fully adjusted exposure value (E*)";;;;;;;;;;"Central governments or central banks (002)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;160;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Central governments or central banks (002)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;170;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Central governments or central banks (002)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;180;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Central governments or central banks (002)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;190;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Central governments or central banks (002)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;200;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Exposure value";;;;;;;;;;"Central governments or central banks (002)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;215;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Central governments or central banks (002)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;220;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments or central banks (002)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;230;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Central governments or central banks (002)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;240;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Central governments or central banks (002)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;010;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Original exposure pre conversion factors";;;;;;;;;;"Regional governments or local authorities (003)";"010";"TOTAL EXPOSURES";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;030;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Regional governments or local authorities (003)";"010";"TOTAL EXPOSURES";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;040;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Exposure net of value adjustments and provisions";;;;;;;;;;"Regional governments or local authorities (003)";"010";"TOTAL EXPOSURES";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x22,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;050;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Regional governments or local authorities (003)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x3,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;060;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Regional governments or local authorities (003)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x13,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;070;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Regional governments or local authorities (003)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x19,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;080;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Regional governments or local authorities (003)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x10,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;090;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Regional governments or local authorities (003)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x10,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;100;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Regional governments or local authorities (003)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;110;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Regional governments or local authorities (003)";"010";"TOTAL EXPOSURES";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x6,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;120;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Regional governments or local authorities (003)";"010";"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x6,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;130;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Regional governments or local authorities (003)";"010";"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x6,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;140;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Regional governments or local authorities (003)";"010";"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;150;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Fully adjusted exposure value (E*)";;;;;;;;;;"Regional governments or local authorities (003)";"010";"TOTAL EXPOSURES";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;160;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Regional governments or local authorities (003)";"010";"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;170;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Regional governments or local authorities (003)";"010";"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;180;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Regional governments or local authorities (003)";"010";"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;190;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Regional governments or local authorities (003)";"010";"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;200;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Exposure value";;;;;;;;;;"Regional governments or local authorities (003)";"010";"TOTAL EXPOSURES";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;215;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Regional governments or local authorities (003)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;220;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Regional governments or local authorities (003)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;230;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Regional governments or local authorities (003)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;240;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Regional governments or local authorities (003)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CPZ=eba_CT:x23,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;010;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Original exposure pre conversion factors";;;;;;;;;;"Regional governments or local authorities (003)";"010#020";"TOTAL EXPOSURES#of which: SME";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CPZ=eba_CT:x23,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;030;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Regional governments or local authorities (003)";"010#020";"TOTAL EXPOSURES#of which: SME";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CPZ=eba_CT:x23,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;040;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Exposure net of value adjustments and provisions";;;;;;;;;;"Regional governments or local authorities (003)";"010#020";"TOTAL EXPOSURES#of which: SME";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CPZ=eba_CT:x23,CRM=eba_CP:x22,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;050;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Regional governments or local authorities (003)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CPZ=eba_CT:x23,CRM=eba_CP:x3,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;060;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Regional governments or local authorities (003)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CPZ=eba_CT:x23,CRM=eba_CP:x13,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;070;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Regional governments or local authorities (003)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CPZ=eba_CT:x23,CRM=eba_CP:x19,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;080;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Regional governments or local authorities (003)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;090;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Regional governments or local authorities (003)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;100;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Regional governments or local authorities (003)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CPZ=eba_CT:x23,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;110;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Regional governments or local authorities (003)";"010#020";"TOTAL EXPOSURES#of which: SME";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CPZ=eba_CT:x23,CRM=eba_CP:x6,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;120;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Regional governments or local authorities (003)";"010#020";"TOTAL EXPOSURES#of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CPZ=eba_CT:x23,CRM=eba_CP:x6,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;130;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Regional governments or local authorities (003)";"010#020";"TOTAL EXPOSURES#of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CPZ=eba_CT:x23,CRM=eba_CP:x6,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;140;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Regional governments or local authorities (003)";"010#020";"TOTAL EXPOSURES#of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CPZ=eba_CT:x23,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;150;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Fully adjusted exposure value (E*)";;;;;;;;;;"Regional governments or local authorities (003)";"010#020";"TOTAL EXPOSURES#of which: SME";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x16,CPZ=eba_CT:x23,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;160;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Regional governments or local authorities (003)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x16,CPZ=eba_CT:x23,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;170;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Regional governments or local authorities (003)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x16,CPZ=eba_CT:x23,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;180;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Regional governments or local authorities (003)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x16,CPZ=eba_CT:x23,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;190;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Regional governments or local authorities (003)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CPZ=eba_CT:x23,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;200;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Exposure value";;;;;;;;;;"Regional governments or local authorities (003)";"010#020";"TOTAL EXPOSURES#of which: SME";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CPZ=eba_CT:x23,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;215;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Regional governments or local authorities (003)";"010#020";"TOTAL EXPOSURES#of which: SME";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CPZ=eba_CT:x23,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;220;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Regional governments or local authorities (003)";"010#020";"TOTAL EXPOSURES#of which: SME";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CPZ=eba_CT:x49,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;010;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Original exposure pre conversion factors";;;;;;;;;;"Regional governments or local authorities (003)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CPZ=eba_CT:x49,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;030;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Regional governments or local authorities (003)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CPZ=eba_CT:x49,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;040;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Exposure net of value adjustments and provisions";;;;;;;;;;"Regional governments or local authorities (003)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CPZ=eba_CT:x49,CRM=eba_CP:x22,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;050;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Regional governments or local authorities (003)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CPZ=eba_CT:x49,CRM=eba_CP:x3,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;060;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Regional governments or local authorities (003)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CPZ=eba_CT:x49,CRM=eba_CP:x13,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;070;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Regional governments or local authorities (003)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CPZ=eba_CT:x49,CRM=eba_CP:x19,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;080;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Regional governments or local authorities (003)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CPZ=eba_CT:x49,CRM=eba_CP:x10,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;090;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Regional governments or local authorities (003)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CPZ=eba_CT:x49,CRM=eba_CP:x10,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;100;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Regional governments or local authorities (003)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CPZ=eba_CT:x49,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;110;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Regional governments or local authorities (003)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CPZ=eba_CT:x49,CRM=eba_CP:x6,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;120;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Regional governments or local authorities (003)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CPZ=eba_CT:x49,CRM=eba_CP:x6,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;130;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Regional governments or local authorities (003)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CPZ=eba_CT:x49,CRM=eba_CP:x6,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;140;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Regional governments or local authorities (003)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CPZ=eba_CT:x49,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;150;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Fully adjusted exposure value (E*)";;;;;;;;;;"Regional governments or local authorities (003)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x16,CPZ=eba_CT:x49,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;160;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Regional governments or local authorities (003)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x16,CPZ=eba_CT:x49,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;170;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Regional governments or local authorities (003)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x16,CPZ=eba_CT:x49,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;180;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Regional governments or local authorities (003)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x16,CPZ=eba_CT:x49,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;190;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Regional governments or local authorities (003)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CPZ=eba_CT:x49,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;200;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Exposure value";;;;;;;;;;"Regional governments or local authorities (003)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CPZ=eba_CT:x49,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;215;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Regional governments or local authorities (003)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CPZ=eba_CT:x49,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;220;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Regional governments or local authorities (003)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;010;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Original exposure pre conversion factors";;;;;;;;;;"Regional governments or local authorities (003)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;030;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Regional governments or local authorities (003)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;040;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Exposure net of value adjustments and provisions";;;;;;;;;;"Regional governments or local authorities (003)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x22,EXC=eba_EC:x23,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;050;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Regional governments or local authorities (003)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x3,EXC=eba_EC:x23,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;060;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Regional governments or local authorities (003)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x13,EXC=eba_EC:x23,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;070;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Regional governments or local authorities (003)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x19,EXC=eba_EC:x23,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;080;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Regional governments or local authorities (003)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x10,EXC=eba_EC:x23,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;090;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Regional governments or local authorities (003)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x10,EXC=eba_EC:x23,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;100;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Regional governments or local authorities (003)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;110;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Regional governments or local authorities (003)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x6,EXC=eba_EC:x23,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;120;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Regional governments or local authorities (003)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x6,EXC=eba_EC:x23,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;130;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Regional governments or local authorities (003)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x6,EXC=eba_EC:x23,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;140;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Regional governments or local authorities (003)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;150;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Fully adjusted exposure value (E*)";;;;;;;;;;"Regional governments or local authorities (003)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x16,EXC=eba_EC:x23,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;160;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Regional governments or local authorities (003)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x16,EXC=eba_EC:x23,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;170;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Regional governments or local authorities (003)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x16,EXC=eba_EC:x23,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;180;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Regional governments or local authorities (003)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x16,EXC=eba_EC:x23,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;190;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Regional governments or local authorities (003)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;200;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Exposure value";;;;;;;;;;"Regional governments or local authorities (003)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;215;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Regional governments or local authorities (003)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;220;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Regional governments or local authorities (003)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;010;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Original exposure pre conversion factors";;;;;;;;;;"Regional governments or local authorities (003)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;030;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Regional governments or local authorities (003)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;040;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Exposure net of value adjustments and provisions";;;;;;;;;;"Regional governments or local authorities (003)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x22,EXC=eba_EC:x23,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;050;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Regional governments or local authorities (003)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x3,EXC=eba_EC:x23,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;060;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Regional governments or local authorities (003)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x13,EXC=eba_EC:x23,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;070;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Regional governments or local authorities (003)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x19,EXC=eba_EC:x23,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;080;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Regional governments or local authorities (003)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x10,EXC=eba_EC:x23,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;090;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Regional governments or local authorities (003)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x10,EXC=eba_EC:x23,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;100;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Regional governments or local authorities (003)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;110;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Regional governments or local authorities (003)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x6,EXC=eba_EC:x23,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;120;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Regional governments or local authorities (003)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x6,EXC=eba_EC:x23,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;130;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Regional governments or local authorities (003)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x6,EXC=eba_EC:x23,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;140;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Regional governments or local authorities (003)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;150;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Fully adjusted exposure value (E*)";;;;;;;;;;"Regional governments or local authorities (003)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;160;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Regional governments or local authorities (003)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;170;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Regional governments or local authorities (003)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;180;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Regional governments or local authorities (003)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;190;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Regional governments or local authorities (003)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;200;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Exposure value";;;;;;;;;;"Regional governments or local authorities (003)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;215;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Regional governments or local authorities (003)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;220;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Regional governments or local authorities (003)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;010;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Original exposure pre conversion factors";;;;;;;;;;"Regional governments or local authorities (003)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;030;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Regional governments or local authorities (003)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;040;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure net of value adjustments and provisions";;;;;;;;;;"Regional governments or local authorities (003)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x22,EXC=eba_EC:x23,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;050;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Regional governments or local authorities (003)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x3,EXC=eba_EC:x23,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;060;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Regional governments or local authorities (003)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x13,EXC=eba_EC:x23,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;070;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Regional governments or local authorities (003)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x19,EXC=eba_EC:x23,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;080;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Regional governments or local authorities (003)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x10,EXC=eba_EC:x23,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;090;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Regional governments or local authorities (003)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x10,EXC=eba_EC:x23,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;100;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Regional governments or local authorities (003)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;110;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Regional governments or local authorities (003)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x6,EXC=eba_EC:x23,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;120;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Regional governments or local authorities (003)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x6,EXC=eba_EC:x23,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;130;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Regional governments or local authorities (003)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x6,EXC=eba_EC:x23,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;140;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Regional governments or local authorities (003)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;150;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Fully adjusted exposure value (E*)";;;;;;;;;;"Regional governments or local authorities (003)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;160;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Regional governments or local authorities (003)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;170;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Regional governments or local authorities (003)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;180;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Regional governments or local authorities (003)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;190;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Regional governments or local authorities (003)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;200;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value";;;;;;;;;;"Regional governments or local authorities (003)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;215;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Regional governments or local authorities (003)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;220;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Regional governments or local authorities (003)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;010;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Regional governments or local authorities (003)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;030;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Regional governments or local authorities (003)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;040;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";;;;;;;;;;"Regional governments or local authorities (003)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x22,EXC=eba_EC:x23,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;050;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Regional governments or local authorities (003)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x3,EXC=eba_EC:x23,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;060;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Regional governments or local authorities (003)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x13,EXC=eba_EC:x23,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;070;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Regional governments or local authorities (003)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x19,EXC=eba_EC:x23,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;080;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Regional governments or local authorities (003)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x10,EXC=eba_EC:x23,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;090;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Regional governments or local authorities (003)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x10,EXC=eba_EC:x23,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;100;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Regional governments or local authorities (003)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;110;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Regional governments or local authorities (003)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x6,EXC=eba_EC:x23,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;120;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Regional governments or local authorities (003)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x6,EXC=eba_EC:x23,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;130;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Regional governments or local authorities (003)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x6,EXC=eba_EC:x23,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;140;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Regional governments or local authorities (003)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;150;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";;;;;;;;;;"Regional governments or local authorities (003)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;200;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Exposure value";;;;;;;;;;"Regional governments or local authorities (003)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;215;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Regional governments or local authorities (003)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;220;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Regional governments or local authorities (003)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;010;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Regional governments or local authorities (003)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;030;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Regional governments or local authorities (003)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;040;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";;;;;;;;;;"Regional governments or local authorities (003)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x22,EXC=eba_EC:x23,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;050;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Regional governments or local authorities (003)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x3,EXC=eba_EC:x23,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;060;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Regional governments or local authorities (003)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x13,EXC=eba_EC:x23,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;070;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Regional governments or local authorities (003)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x19,EXC=eba_EC:x23,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;080;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Regional governments or local authorities (003)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x10,EXC=eba_EC:x23,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;090;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Regional governments or local authorities (003)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x10,EXC=eba_EC:x23,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;100;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Regional governments or local authorities (003)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;110;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Regional governments or local authorities (003)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x6,EXC=eba_EC:x23,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;120;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Regional governments or local authorities (003)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x6,EXC=eba_EC:x23,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;130;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Regional governments or local authorities (003)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x6,EXC=eba_EC:x23,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;140;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Regional governments or local authorities (003)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;150;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";;;;;;;;;;"Regional governments or local authorities (003)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;160;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Regional governments or local authorities (003)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;170;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Regional governments or local authorities (003)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;180;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Regional governments or local authorities (003)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;190;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Regional governments or local authorities (003)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;200;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Exposure value";;;;;;;;;;"Regional governments or local authorities (003)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;215;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Regional governments or local authorities (003)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;220;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Regional governments or local authorities (003)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;010;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Original exposure pre conversion factors";;;;;;;;;;"Regional governments or local authorities (003)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;030;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Regional governments or local authorities (003)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;040;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Exposure net of value adjustments and provisions";;;;;;;;;;"Regional governments or local authorities (003)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x22,EXC=eba_EC:x23,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;050;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Regional governments or local authorities (003)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x3,EXC=eba_EC:x23,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;060;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Regional governments or local authorities (003)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x13,EXC=eba_EC:x23,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;070;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Regional governments or local authorities (003)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x19,EXC=eba_EC:x23,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;080;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Regional governments or local authorities (003)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x10,EXC=eba_EC:x23,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;090;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Regional governments or local authorities (003)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x10,EXC=eba_EC:x23,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;100;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Regional governments or local authorities (003)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;110;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Regional governments or local authorities (003)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x6,EXC=eba_EC:x23,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;120;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Regional governments or local authorities (003)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x6,EXC=eba_EC:x23,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;130;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Regional governments or local authorities (003)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x6,EXC=eba_EC:x23,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;140;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Regional governments or local authorities (003)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;150;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Fully adjusted exposure value (E*)";;;;;;;;;;"Regional governments or local authorities (003)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;200;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Exposure value";;;;;;;;;;"Regional governments or local authorities (003)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;215;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Regional governments or local authorities (003)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;220;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Regional governments or local authorities (003)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x307,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;100;010;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"Original exposure pre conversion factors";;;;;;;;;;"Regional governments or local authorities (003)";"065#085#090#100";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions#Of which: Centrally cleared through a QCCP";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x307,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;100;030;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Regional governments or local authorities (003)";"065#085#090#100";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions#Of which: Centrally cleared through a QCCP";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x307,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;100;200;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"Exposure value";;;;;;;;;;"Regional governments or local authorities (003)";"065#085#090#100";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions#Of which: Centrally cleared through a QCCP";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;010;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Original exposure pre conversion factors";;;;;;;;;;"Regional governments or local authorities (003)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;030;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Regional governments or local authorities (003)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;040;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Exposure net of value adjustments and provisions";;;;;;;;;;"Regional governments or local authorities (003)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x22,EXC=eba_EC:x23,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;050;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Regional governments or local authorities (003)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x3,EXC=eba_EC:x23,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;060;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Regional governments or local authorities (003)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x13,EXC=eba_EC:x23,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;070;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Regional governments or local authorities (003)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x19,EXC=eba_EC:x23,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;080;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Regional governments or local authorities (003)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x10,EXC=eba_EC:x23,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;090;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Regional governments or local authorities (003)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x10,EXC=eba_EC:x23,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;100;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Regional governments or local authorities (003)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;110;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Regional governments or local authorities (003)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x6,EXC=eba_EC:x23,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;120;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Regional governments or local authorities (003)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x6,EXC=eba_EC:x23,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;130;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Regional governments or local authorities (003)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x6,EXC=eba_EC:x23,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;140;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Regional governments or local authorities (003)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;150;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Fully adjusted exposure value (E*)";;;;;;;;;;"Regional governments or local authorities (003)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;200;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Exposure value";;;;;;;;;;"Regional governments or local authorities (003)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;215;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Regional governments or local authorities (003)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;220;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Regional governments or local authorities (003)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x101,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;120;010;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"Original exposure pre conversion factors";;;;;;;;;;"Regional governments or local authorities (003)";"065#085#110#120";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions#Of which: Centrally cleared through a QCCP";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x101,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;120;030;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Regional governments or local authorities (003)";"065#085#110#120";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions#Of which: Centrally cleared through a QCCP";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x101,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;120;200;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"Exposure value";;;;;;;;;;"Regional governments or local authorities (003)";"065#085#110#120";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions#Of which: Centrally cleared through a QCCP";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;010;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Original exposure pre conversion factors";;;;;;;;;;"Regional governments or local authorities (003)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;030;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Regional governments or local authorities (003)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;040;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Exposure net of value adjustments and provisions";;;;;;;;;;"Regional governments or local authorities (003)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x22,EXC=eba_EC:x23,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;050;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Regional governments or local authorities (003)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x3,EXC=eba_EC:x23,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;060;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Regional governments or local authorities (003)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x13,EXC=eba_EC:x23,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;070;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Regional governments or local authorities (003)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x19,EXC=eba_EC:x23,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;080;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Regional governments or local authorities (003)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x10,EXC=eba_EC:x23,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;090;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Regional governments or local authorities (003)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x10,EXC=eba_EC:x23,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;100;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Regional governments or local authorities (003)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;110;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Regional governments or local authorities (003)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x6,EXC=eba_EC:x23,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;120;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Regional governments or local authorities (003)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x6,EXC=eba_EC:x23,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;130;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Regional governments or local authorities (003)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x6,EXC=eba_EC:x23,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;140;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Regional governments or local authorities (003)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;150;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Fully adjusted exposure value (E*)";;;;;;;;;;"Regional governments or local authorities (003)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;200;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Exposure value";;;;;;;;;;"Regional governments or local authorities (003)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;215;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Regional governments or local authorities (003)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;220;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Regional governments or local authorities (003)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;010;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Original exposure pre conversion factors";;;;;;;;;;"Regional governments or local authorities (003)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;030;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Regional governments or local authorities (003)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;040;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Regional governments or local authorities (003)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;150;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Regional governments or local authorities (003)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;160;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Regional governments or local authorities (003)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;170;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Regional governments or local authorities (003)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;180;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Regional governments or local authorities (003)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;190;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Regional governments or local authorities (003)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;200;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Exposure value";;;;;;;;;;"Regional governments or local authorities (003)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Exposure value";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;040;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Regional governments or local authorities (003)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;150;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Regional governments or local authorities (003)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;170;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Regional governments or local authorities (003)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;200;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Exposure value";;;;;;;;;;"Regional governments or local authorities (003)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;215;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Regional governments or local authorities (003)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;010;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Original exposure pre conversion factors";;;;;;;;;;"Regional governments or local authorities (003)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;030;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Regional governments or local authorities (003)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;040;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Regional governments or local authorities (003)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;200;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Exposure value";;;;;;;;;;"Regional governments or local authorities (003)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;215;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Regional governments or local authorities (003)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;220;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Regional governments or local authorities (003)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;230;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Regional governments or local authorities (003)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;240;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Regional governments or local authorities (003)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;010;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Original exposure pre conversion factors";;;;;;;;;;"Regional governments or local authorities (003)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;030;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Regional governments or local authorities (003)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;040;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Regional governments or local authorities (003)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;150;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Regional governments or local authorities (003)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;160;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Regional governments or local authorities (003)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;170;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Regional governments or local authorities (003)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;180;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Regional governments or local authorities (003)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;190;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Regional governments or local authorities (003)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;200;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Exposure value";;;;;;;;;;"Regional governments or local authorities (003)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;215;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Regional governments or local authorities (003)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;220;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Regional governments or local authorities (003)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;230;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Regional governments or local authorities (003)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;240;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Regional governments or local authorities (003)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;010;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Original exposure pre conversion factors";;;;;;;;;;"Regional governments or local authorities (003)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;030;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Regional governments or local authorities (003)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;040;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Regional governments or local authorities (003)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;150;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Regional governments or local authorities (003)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;160;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Regional governments or local authorities (003)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;170;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Regional governments or local authorities (003)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;180;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Regional governments or local authorities (003)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;190;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Regional governments or local authorities (003)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;200;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Exposure value";;;;;;;;;;"Regional governments or local authorities (003)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;215;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Regional governments or local authorities (003)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;220;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Regional governments or local authorities (003)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;230;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Regional governments or local authorities (003)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;240;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Regional governments or local authorities (003)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;010;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Original exposure pre conversion factors";;;;;;;;;;"Regional governments or local authorities (003)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;030;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Regional governments or local authorities (003)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;040;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Regional governments or local authorities (003)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;150;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Regional governments or local authorities (003)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;160;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Regional governments or local authorities (003)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;170;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Regional governments or local authorities (003)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;180;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Regional governments or local authorities (003)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;190;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Regional governments or local authorities (003)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;200;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Exposure value";;;;;;;;;;"Regional governments or local authorities (003)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;215;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Regional governments or local authorities (003)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;220;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Regional governments or local authorities (003)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;230;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Regional governments or local authorities (003)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;240;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Regional governments or local authorities (003)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;010;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Original exposure pre conversion factors";;;;;;;;;;"Regional governments or local authorities (003)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;030;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Regional governments or local authorities (003)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;040;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Regional governments or local authorities (003)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;150;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Regional governments or local authorities (003)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;160;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Regional governments or local authorities (003)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;170;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Regional governments or local authorities (003)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;180;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Regional governments or local authorities (003)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;190;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Regional governments or local authorities (003)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;200;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Exposure value";;;;;;;;;;"Regional governments or local authorities (003)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;215;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Regional governments or local authorities (003)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;220;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Regional governments or local authorities (003)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;230;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Regional governments or local authorities (003)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;240;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Regional governments or local authorities (003)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;150;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Regional governments or local authorities (003)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;160;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Regional governments or local authorities (003)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;170;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Regional governments or local authorities (003)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;180;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Regional governments or local authorities (003)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;190;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Regional governments or local authorities (003)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;200;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Exposure value";;;;;;;;;;"Regional governments or local authorities (003)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;215;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Regional governments or local authorities (003)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;220;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Regional governments or local authorities (003)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;230;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Regional governments or local authorities (003)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;240;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Regional governments or local authorities (003)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;010;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Original exposure pre conversion factors";;;;;;;;;;"Regional governments or local authorities (003)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;030;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Regional governments or local authorities (003)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;040;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Regional governments or local authorities (003)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;150;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Regional governments or local authorities (003)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;160;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Regional governments or local authorities (003)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;170;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Regional governments or local authorities (003)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;180;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Regional governments or local authorities (003)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;190;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Regional governments or local authorities (003)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;200;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Exposure value";;;;;;;;;;"Regional governments or local authorities (003)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;215;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Regional governments or local authorities (003)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;220;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Regional governments or local authorities (003)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;230;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Regional governments or local authorities (003)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;240;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Regional governments or local authorities (003)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;010;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Original exposure pre conversion factors";;;;;;;;;;"Regional governments or local authorities (003)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;030;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Regional governments or local authorities (003)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;040;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Regional governments or local authorities (003)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;150;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Regional governments or local authorities (003)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;160;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Regional governments or local authorities (003)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;170;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Regional governments or local authorities (003)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;180;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Regional governments or local authorities (003)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;190;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Regional governments or local authorities (003)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;200;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Exposure value";;;;;;;;;;"Regional governments or local authorities (003)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;215;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Regional governments or local authorities (003)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;220;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Regional governments or local authorities (003)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;230;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Regional governments or local authorities (003)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;240;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Regional governments or local authorities (003)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;010;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Original exposure pre conversion factors";;;;;;;;;;"Regional governments or local authorities (003)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;030;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Regional governments or local authorities (003)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;040;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Regional governments or local authorities (003)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;150;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Regional governments or local authorities (003)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;160;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Regional governments or local authorities (003)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;170;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Regional governments or local authorities (003)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;180;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Regional governments or local authorities (003)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;190;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Regional governments or local authorities (003)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;200;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Exposure value";;;;;;;;;;"Regional governments or local authorities (003)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;215;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Regional governments or local authorities (003)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;220;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Regional governments or local authorities (003)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;230;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Regional governments or local authorities (003)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;240;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Regional governments or local authorities (003)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;010;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Original exposure pre conversion factors";;;;;;;;;;"Regional governments or local authorities (003)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;030;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Regional governments or local authorities (003)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;040;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Regional governments or local authorities (003)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;150;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Regional governments or local authorities (003)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;160;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Regional governments or local authorities (003)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;170;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Regional governments or local authorities (003)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;180;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Regional governments or local authorities (003)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;190;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Regional governments or local authorities (003)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;200;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Exposure value";;;;;;;;;;"Regional governments or local authorities (003)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;215;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Regional governments or local authorities (003)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;220;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Regional governments or local authorities (003)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;230;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Regional governments or local authorities (003)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;240;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Regional governments or local authorities (003)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;010;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Original exposure pre conversion factors";;;;;;;;;;"Regional governments or local authorities (003)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;030;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Regional governments or local authorities (003)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;040;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Regional governments or local authorities (003)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;150;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Regional governments or local authorities (003)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;160;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Regional governments or local authorities (003)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;170;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Regional governments or local authorities (003)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;180;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Regional governments or local authorities (003)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;190;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Regional governments or local authorities (003)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;200;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Exposure value";;;;;;;;;;"Regional governments or local authorities (003)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;215;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Regional governments or local authorities (003)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;220;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Regional governments or local authorities (003)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;230;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Regional governments or local authorities (003)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;240;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Regional governments or local authorities (003)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;010;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Original exposure pre conversion factors";;;;;;;;;;"Regional governments or local authorities (003)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;030;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Regional governments or local authorities (003)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;040;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Regional governments or local authorities (003)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;150;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Regional governments or local authorities (003)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;160;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Regional governments or local authorities (003)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;170;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Regional governments or local authorities (003)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;180;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Regional governments or local authorities (003)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;190;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Regional governments or local authorities (003)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;200;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Exposure value";;;;;;;;;;"Regional governments or local authorities (003)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;215;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Regional governments or local authorities (003)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;220;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Regional governments or local authorities (003)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;230;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Regional governments or local authorities (003)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;240;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Regional governments or local authorities (003)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;010;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Original exposure pre conversion factors";;;;;;;;;;"Regional governments or local authorities (003)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;030;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Regional governments or local authorities (003)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;040;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Exposure net of value adjustments and provisions";;;;;;;;;;"Regional governments or local authorities (003)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;150;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Fully adjusted exposure value (E*)";;;;;;;;;;"Regional governments or local authorities (003)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;160;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Regional governments or local authorities (003)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;170;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Regional governments or local authorities (003)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;180;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Regional governments or local authorities (003)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;190;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Regional governments or local authorities (003)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;200;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Exposure value";;;;;;;;;;"Regional governments or local authorities (003)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;215;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Regional governments or local authorities (003)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CRM=eba_CP:x6,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;130;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Public sector entities (004)";"010";"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;190;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Public sector entities (004)";"010";"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;215;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Public sector entities (004)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;220;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Public sector entities (004)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;230;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Public sector entities (004)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;240;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Public sector entities (004)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CPZ=eba_CT:x23,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;010;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Original exposure pre conversion factors";;;;;;;;;;"Public sector entities (004)";"010#020";"TOTAL EXPOSURES#of which: SME";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CPZ=eba_CT:x23,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;030;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Public sector entities (004)";"010#020";"TOTAL EXPOSURES#of which: SME";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CPZ=eba_CT:x23,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;040;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Exposure net of value adjustments and provisions";;;;;;;;;;"Public sector entities (004)";"010#020";"TOTAL EXPOSURES#of which: SME";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CPZ=eba_CT:x23,CRM=eba_CP:x22,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;050;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Public sector entities (004)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CPZ=eba_CT:x23,CRM=eba_CP:x3,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;060;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Public sector entities (004)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;090;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Public sector entities (004)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;100;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Public sector entities (004)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CPZ=eba_CT:x23,CRM=eba_CP:x6,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;120;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Public sector entities (004)";"010#020";"TOTAL EXPOSURES#of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CPZ=eba_CT:x23,CRM=eba_CP:x6,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;140;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Public sector entities (004)";"010#020";"TOTAL EXPOSURES#of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CPZ=eba_CT:x23,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;150;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Fully adjusted exposure value (E*)";;;;;;;;;;"Public sector entities (004)";"010#020";"TOTAL EXPOSURES#of which: SME";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x19,CPZ=eba_CT:x23,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;160;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Public sector entities (004)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x19,CPZ=eba_CT:x23,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;170;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Public sector entities (004)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x19,CPZ=eba_CT:x23,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;180;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Public sector entities (004)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x19,CPZ=eba_CT:x23,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;190;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Public sector entities (004)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CPZ=eba_CT:x23,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;200;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Exposure value";;;;;;;;;;"Public sector entities (004)";"010#020";"TOTAL EXPOSURES#of which: SME";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CPZ=eba_CT:x23,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;215;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Public sector entities (004)";"010#020";"TOTAL EXPOSURES#of which: SME";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CPZ=eba_CT:x23,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;220;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Public sector entities (004)";"010#020";"TOTAL EXPOSURES#of which: SME";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CPZ=eba_CT:x49,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;010;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Original exposure pre conversion factors";;;;;;;;;;"Public sector entities (004)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CPZ=eba_CT:x49,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;030;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Public sector entities (004)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CPZ=eba_CT:x49,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;040;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Exposure net of value adjustments and provisions";;;;;;;;;;"Public sector entities (004)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CPZ=eba_CT:x49,CRM=eba_CP:x22,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;050;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Public sector entities (004)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CPZ=eba_CT:x49,CRM=eba_CP:x3,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;060;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Public sector entities (004)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CPZ=eba_CT:x49,CRM=eba_CP:x13,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;070;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Public sector entities (004)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CPZ=eba_CT:x49,CRM=eba_CP:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;080;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Public sector entities (004)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CPZ=eba_CT:x49,CRM=eba_CP:x10,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;090;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Public sector entities (004)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CPZ=eba_CT:x49,CRM=eba_CP:x10,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;100;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Public sector entities (004)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CPZ=eba_CT:x49,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;110;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Public sector entities (004)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CPZ=eba_CT:x49,CRM=eba_CP:x6,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;120;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Public sector entities (004)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CPZ=eba_CT:x49,CRM=eba_CP:x6,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;130;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Public sector entities (004)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CPZ=eba_CT:x49,CRM=eba_CP:x6,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;140;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Public sector entities (004)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CPZ=eba_CT:x49,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;150;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Fully adjusted exposure value (E*)";;;;;;;;;;"Public sector entities (004)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x19,CPZ=eba_CT:x49,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;160;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Public sector entities (004)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x19,CPZ=eba_CT:x49,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;170;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Public sector entities (004)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x19,CPZ=eba_CT:x49,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;180;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Public sector entities (004)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x19,CPZ=eba_CT:x49,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;190;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Public sector entities (004)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CPZ=eba_CT:x49,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;200;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Exposure value";;;;;;;;;;"Public sector entities (004)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CPZ=eba_CT:x49,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;215;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Public sector entities (004)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CPZ=eba_CT:x49,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;220;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Public sector entities (004)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;010;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Original exposure pre conversion factors";;;;;;;;;;"Public sector entities (004)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;030;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Public sector entities (004)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;040;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Exposure net of value adjustments and provisions";;;;;;;;;;"Public sector entities (004)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CRM=eba_CP:x22,EXC=eba_EC:x22,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;050;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Public sector entities (004)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CRM=eba_CP:x3,EXC=eba_EC:x22,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;060;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Public sector entities (004)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CRM=eba_CP:x13,EXC=eba_EC:x22,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;070;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Public sector entities (004)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CRM=eba_CP:x19,EXC=eba_EC:x22,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;080;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Public sector entities (004)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CRM=eba_CP:x10,EXC=eba_EC:x22,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;090;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Public sector entities (004)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CRM=eba_CP:x10,EXC=eba_EC:x22,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;100;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Public sector entities (004)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x19,EXC=eba_EC:x22,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;170;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Public sector entities (004)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;215;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Public sector entities (004)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;220;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Public sector entities (004)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;010;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Original exposure pre conversion factors";;;;;;;;;;"Public sector entities (004)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;030;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Public sector entities (004)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;040;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Exposure net of value adjustments and provisions";;;;;;;;;;"Public sector entities (004)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CRM=eba_CP:x22,EXC=eba_EC:x22,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;050;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Public sector entities (004)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CRM=eba_CP:x3,EXC=eba_EC:x22,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;060;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Public sector entities (004)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CRM=eba_CP:x13,EXC=eba_EC:x22,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;070;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Public sector entities (004)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CRM=eba_CP:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;080;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Public sector entities (004)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CRM=eba_CP:x10,EXC=eba_EC:x22,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;090;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Public sector entities (004)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CRM=eba_CP:x10,EXC=eba_EC:x22,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;100;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Public sector entities (004)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;110;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Public sector entities (004)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;215;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Public sector entities (004)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;220;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Public sector entities (004)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;010;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Original exposure pre conversion factors";;;;;;;;;;"Public sector entities (004)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;030;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Public sector entities (004)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;040;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure net of value adjustments and provisions";;;;;;;;;;"Public sector entities (004)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CRM=eba_CP:x22,EXC=eba_EC:x22,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;050;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Public sector entities (004)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CRM=eba_CP:x3,EXC=eba_EC:x22,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;060;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Public sector entities (004)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CRM=eba_CP:x13,EXC=eba_EC:x22,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;070;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Public sector entities (004)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CRM=eba_CP:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;080;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Public sector entities (004)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CRM=eba_CP:x10,EXC=eba_EC:x22,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;090;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Public sector entities (004)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CRM=eba_CP:x10,EXC=eba_EC:x22,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;100;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Public sector entities (004)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CRM=eba_CP:x6,EXC=eba_EC:x22,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;120;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Public sector entities (004)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;170;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Public sector entities (004)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;200;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value";;;;;;;;;;"Public sector entities (004)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;215;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Public sector entities (004)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;220;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Public sector entities (004)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;010;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Public sector entities (004)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;030;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Public sector entities (004)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;040;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";;;;;;;;;;"Public sector entities (004)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CRM=eba_CP:x22,EXC=eba_EC:x22,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;050;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Public sector entities (004)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CRM=eba_CP:x3,EXC=eba_EC:x22,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;060;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Public sector entities (004)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CRM=eba_CP:x13,EXC=eba_EC:x22,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;070;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Public sector entities (004)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CRM=eba_CP:x19,EXC=eba_EC:x22,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;080;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Public sector entities (004)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CRM=eba_CP:x10,EXC=eba_EC:x22,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;090;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Public sector entities (004)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CRM=eba_CP:x10,EXC=eba_EC:x22,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;100;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Public sector entities (004)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;110;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Public sector entities (004)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CRM=eba_CP:x6,EXC=eba_EC:x22,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;120;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Public sector entities (004)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CRM=eba_CP:x6,EXC=eba_EC:x22,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;130;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Public sector entities (004)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CRM=eba_CP:x6,EXC=eba_EC:x22,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;140;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Public sector entities (004)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;150;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";;;;;;;;;;"Public sector entities (004)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;200;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Exposure value";;;;;;;;;;"Public sector entities (004)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;215;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Public sector entities (004)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;220;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Public sector entities (004)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;010;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Public sector entities (004)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;030;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Public sector entities (004)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;040;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";;;;;;;;;;"Public sector entities (004)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CRM=eba_CP:x22,EXC=eba_EC:x22,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;050;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Public sector entities (004)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CRM=eba_CP:x3,EXC=eba_EC:x22,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;060;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Public sector entities (004)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CRM=eba_CP:x13,EXC=eba_EC:x22,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;070;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Public sector entities (004)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CRM=eba_CP:x19,EXC=eba_EC:x22,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;080;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Public sector entities (004)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CRM=eba_CP:x10,EXC=eba_EC:x22,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;090;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Public sector entities (004)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CRM=eba_CP:x10,EXC=eba_EC:x22,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;100;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Public sector entities (004)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;110;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Public sector entities (004)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CRM=eba_CP:x6,EXC=eba_EC:x22,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;120;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Public sector entities (004)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CRM=eba_CP:x6,EXC=eba_EC:x22,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;130;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Public sector entities (004)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CRM=eba_CP:x6,EXC=eba_EC:x22,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;140;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Public sector entities (004)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;150;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";;;;;;;;;;"Public sector entities (004)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;160;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Public sector entities (004)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;170;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Public sector entities (004)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;180;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Public sector entities (004)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;190;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Public sector entities (004)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;200;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Exposure value";;;;;;;;;;"Public sector entities (004)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;215;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Public sector entities (004)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;150;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Fully adjusted exposure value (E*)";;;;;;;;;;"Public sector entities (004)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Fully adjusted exposure value (E*)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;215;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Public sector entities (004)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;220;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Public sector entities (004)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x307,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;100;010;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"Original exposure pre conversion factors";;;;;;;;;;"Public sector entities (004)";"065#085#090#100";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions#Of which: Centrally cleared through a QCCP";"Original exposure pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x307,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;100;200;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"Exposure value";;;;;;;;;;"Public sector entities (004)";"065#085#090#100";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions#Of which: Centrally cleared through a QCCP";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;010;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Original exposure pre conversion factors";;;;;;;;;;"Public sector entities (004)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Original exposure pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;040;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Exposure net of value adjustments and provisions";;;;;;;;;;"Public sector entities (004)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CRM=eba_CP:x22,EXC=eba_EC:x22,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;050;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Public sector entities (004)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CRM=eba_CP:x3,EXC=eba_EC:x22,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;060;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Public sector entities (004)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CRM=eba_CP:x13,EXC=eba_EC:x22,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;070;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Public sector entities (004)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CRM=eba_CP:x19,EXC=eba_EC:x22,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;080;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Public sector entities (004)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CRM=eba_CP:x10,EXC=eba_EC:x22,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;090;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Public sector entities (004)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CRM=eba_CP:x10,EXC=eba_EC:x22,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;100;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Public sector entities (004)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;150;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Fully adjusted exposure value (E*)";;;;;;;;;;"Public sector entities (004)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;200;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Exposure value";;;;;;;;;;"Public sector entities (004)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;215;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Public sector entities (004)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;220;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Public sector entities (004)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x101,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;120;010;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"Original exposure pre conversion factors";;;;;;;;;;"Public sector entities (004)";"065#085#110#120";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions#Of which: Centrally cleared through a QCCP";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x101,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;120;030;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Public sector entities (004)";"065#085#110#120";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions#Of which: Centrally cleared through a QCCP";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x101,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;120;200;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"Exposure value";;;;;;;;;;"Public sector entities (004)";"065#085#110#120";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions#Of which: Centrally cleared through a QCCP";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;010;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Original exposure pre conversion factors";;;;;;;;;;"Public sector entities (004)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;030;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Public sector entities (004)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;040;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Exposure net of value adjustments and provisions";;;;;;;;;;"Public sector entities (004)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CRM=eba_CP:x22,EXC=eba_EC:x22,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;050;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Public sector entities (004)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CRM=eba_CP:x3,EXC=eba_EC:x22,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;060;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Public sector entities (004)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CRM=eba_CP:x13,EXC=eba_EC:x22,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;070;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Public sector entities (004)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CRM=eba_CP:x19,EXC=eba_EC:x22,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;080;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Public sector entities (004)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CRM=eba_CP:x10,EXC=eba_EC:x22,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;090;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Public sector entities (004)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CRM=eba_CP:x10,EXC=eba_EC:x22,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;100;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Public sector entities (004)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;110;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Public sector entities (004)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CRM=eba_CP:x6,EXC=eba_EC:x22,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;120;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Public sector entities (004)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CRM=eba_CP:x6,EXC=eba_EC:x22,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;130;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Public sector entities (004)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CRM=eba_CP:x6,EXC=eba_EC:x22,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;140;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Public sector entities (004)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;150;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Fully adjusted exposure value (E*)";;;;;;;;;;"Public sector entities (004)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;200;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Exposure value";;;;;;;;;;"Public sector entities (004)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;215;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Public sector entities (004)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;220;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Public sector entities (004)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;010;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Original exposure pre conversion factors";;;;;;;;;;"Public sector entities (004)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;030;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Public sector entities (004)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;040;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Public sector entities (004)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;150;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Public sector entities (004)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;160;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Public sector entities (004)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;170;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Public sector entities (004)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;180;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Public sector entities (004)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;190;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Public sector entities (004)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;200;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Exposure value";;;;;;;;;;"Public sector entities (004)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;215;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Public sector entities (004)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;220;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Public sector entities (004)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;230;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Public sector entities (004)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;240;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Public sector entities (004)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;190;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Public sector entities (004)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;150;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Public sector entities (004)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;180;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Public sector entities (004)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;190;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Public sector entities (004)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;215;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Public sector entities (004)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;010;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Original exposure pre conversion factors";;;;;;;;;;"Public sector entities (004)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Original exposure pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;040;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Public sector entities (004)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;150;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Public sector entities (004)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;180;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Public sector entities (004)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;200;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Exposure value";;;;;;;;;;"Public sector entities (004)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;215;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Public sector entities (004)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;220;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Public sector entities (004)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;010;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Original exposure pre conversion factors";;;;;;;;;;"Public sector entities (004)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;030;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Public sector entities (004)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;040;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Public sector entities (004)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;150;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Public sector entities (004)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;160;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Public sector entities (004)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;170;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Public sector entities (004)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;180;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Public sector entities (004)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;190;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Public sector entities (004)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;200;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Exposure value";;;;;;;;;;"Public sector entities (004)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;215;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Public sector entities (004)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;220;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Public sector entities (004)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;230;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Public sector entities (004)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;010;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Original exposure pre conversion factors";;;;;;;;;;"Public sector entities (004)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;030;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Public sector entities (004)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;040;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Public sector entities (004)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;150;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Public sector entities (004)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;160;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Public sector entities (004)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;180;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Public sector entities (004)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;200;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Exposure value";;;;;;;;;;"Public sector entities (004)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;215;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Public sector entities (004)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;220;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Public sector entities (004)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;240;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Public sector entities (004)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;150;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Public sector entities (004)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;160;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Public sector entities (004)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;170;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Public sector entities (004)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;180;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Public sector entities (004)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;190;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Public sector entities (004)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;200;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Exposure value";;;;;;;;;;"Public sector entities (004)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;215;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Public sector entities (004)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;220;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Public sector entities (004)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;230;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Public sector entities (004)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;240;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Public sector entities (004)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;010;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Original exposure pre conversion factors";;;;;;;;;;"Public sector entities (004)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;030;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Public sector entities (004)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;040;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Public sector entities (004)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;150;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Public sector entities (004)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;160;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Public sector entities (004)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;170;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Public sector entities (004)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;180;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Public sector entities (004)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;190;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Public sector entities (004)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;200;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Exposure value";;;;;;;;;;"Public sector entities (004)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;215;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Public sector entities (004)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;220;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Public sector entities (004)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;230;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Public sector entities (004)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;010;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Original exposure pre conversion factors";;;;;;;;;;"Public sector entities (004)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;030;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Public sector entities (004)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;040;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Public sector entities (004)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;150;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Public sector entities (004)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;160;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Public sector entities (004)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;170;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Public sector entities (004)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;180;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Public sector entities (004)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;190;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Public sector entities (004)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;200;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Exposure value";;;;;;;;;;"Public sector entities (004)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;215;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Public sector entities (004)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;220;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Public sector entities (004)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;230;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Public sector entities (004)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;240;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Public sector entities (004)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;010;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Original exposure pre conversion factors";;;;;;;;;;"Public sector entities (004)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;030;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Public sector entities (004)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;040;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Public sector entities (004)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;150;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Public sector entities (004)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;160;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Public sector entities (004)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;170;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Public sector entities (004)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;180;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Public sector entities (004)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;190;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Public sector entities (004)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;200;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Exposure value";;;;;;;;;;"Public sector entities (004)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;215;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Public sector entities (004)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;220;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Public sector entities (004)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;230;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Public sector entities (004)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;240;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Public sector entities (004)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;010;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Original exposure pre conversion factors";;;;;;;;;;"Public sector entities (004)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;030;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Public sector entities (004)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;040;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Public sector entities (004)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;150;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Public sector entities (004)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;160;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Public sector entities (004)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;170;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Public sector entities (004)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;180;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Public sector entities (004)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;190;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Public sector entities (004)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;200;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Exposure value";;;;;;;;;;"Public sector entities (004)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;215;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Public sector entities (004)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;220;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Public sector entities (004)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;230;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Public sector entities (004)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;240;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Public sector entities (004)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;010;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Original exposure pre conversion factors";;;;;;;;;;"Public sector entities (004)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;030;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Public sector entities (004)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;040;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Public sector entities (004)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;150;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Public sector entities (004)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;160;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Public sector entities (004)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;170;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Public sector entities (004)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;180;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Public sector entities (004)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;190;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Public sector entities (004)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;200;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Exposure value";;;;;;;;;;"Public sector entities (004)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;215;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Public sector entities (004)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;220;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Public sector entities (004)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;230;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Public sector entities (004)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;240;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Public sector entities (004)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;010;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Original exposure pre conversion factors";;;;;;;;;;"Public sector entities (004)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;030;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Public sector entities (004)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;150;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Public sector entities (004)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x10,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;090;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Multilateral developments banks (005)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x10,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;100;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Multilateral developments banks (005)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;110;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Multilateral developments banks (005)";"010";"TOTAL EXPOSURES";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x6,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;120;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Multilateral developments banks (005)";"010";"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x6,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;130;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Multilateral developments banks (005)";"010";"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x6,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;140;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Multilateral developments banks (005)";"010";"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;150;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Fully adjusted exposure value (E*)";;;;;;;;;;"Multilateral developments banks (005)";"010";"TOTAL EXPOSURES";"Fully adjusted exposure value (E*)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;190;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Multilateral developments banks (005)";"010";"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;200;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Exposure value";;;;;;;;;;"Multilateral developments banks (005)";"010";"TOTAL EXPOSURES";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;215;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Multilateral developments banks (005)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;220;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Multilateral developments banks (005)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;230;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Multilateral developments banks (005)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;240;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Multilateral developments banks (005)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CPZ=eba_CT:x23,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;010;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Original exposure pre conversion factors";;;;;;;;;;"Multilateral developments banks (005)";"010#020";"TOTAL EXPOSURES#of which: SME";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CPZ=eba_CT:x23,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;030;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Multilateral developments banks (005)";"010#020";"TOTAL EXPOSURES#of which: SME";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CPZ=eba_CT:x23,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;040;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Exposure net of value adjustments and provisions";;;;;;;;;;"Multilateral developments banks (005)";"010#020";"TOTAL EXPOSURES#of which: SME";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CPZ=eba_CT:x23,CRM=eba_CP:x22,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;050;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Multilateral developments banks (005)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CPZ=eba_CT:x23,CRM=eba_CP:x3,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;060;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Multilateral developments banks (005)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CPZ=eba_CT:x23,CRM=eba_CP:x13,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;070;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Multilateral developments banks (005)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CPZ=eba_CT:x23,CRM=eba_CP:x19,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;080;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Multilateral developments banks (005)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;090;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Multilateral developments banks (005)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;100;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Multilateral developments banks (005)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CPZ=eba_CT:x23,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;110;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Multilateral developments banks (005)";"010#020";"TOTAL EXPOSURES#of which: SME";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CPZ=eba_CT:x23,CRM=eba_CP:x6,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;120;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Multilateral developments banks (005)";"010#020";"TOTAL EXPOSURES#of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CPZ=eba_CT:x23,CRM=eba_CP:x6,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;130;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Multilateral developments banks (005)";"010#020";"TOTAL EXPOSURES#of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CPZ=eba_CT:x23,CRM=eba_CP:x6,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;140;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Multilateral developments banks (005)";"010#020";"TOTAL EXPOSURES#of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CPZ=eba_CT:x23,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;150;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Fully adjusted exposure value (E*)";;;;;;;;;;"Multilateral developments banks (005)";"010#020";"TOTAL EXPOSURES#of which: SME";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x15,CPZ=eba_CT:x23,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;160;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Multilateral developments banks (005)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x15,CPZ=eba_CT:x23,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;170;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Multilateral developments banks (005)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x15,CPZ=eba_CT:x23,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;180;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Multilateral developments banks (005)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x15,CPZ=eba_CT:x23,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;190;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Multilateral developments banks (005)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CPZ=eba_CT:x23,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;200;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Exposure value";;;;;;;;;;"Multilateral developments banks (005)";"010#020";"TOTAL EXPOSURES#of which: SME";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CPZ=eba_CT:x23,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;215;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Multilateral developments banks (005)";"010#020";"TOTAL EXPOSURES#of which: SME";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CPZ=eba_CT:x23,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;220;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Multilateral developments banks (005)";"010#020";"TOTAL EXPOSURES#of which: SME";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CPZ=eba_CT:x49,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;010;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Original exposure pre conversion factors";;;;;;;;;;"Multilateral developments banks (005)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CPZ=eba_CT:x49,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;030;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Multilateral developments banks (005)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CPZ=eba_CT:x49,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;040;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Exposure net of value adjustments and provisions";;;;;;;;;;"Multilateral developments banks (005)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CPZ=eba_CT:x49,CRM=eba_CP:x22,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;050;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Multilateral developments banks (005)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CPZ=eba_CT:x49,CRM=eba_CP:x3,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;060;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Multilateral developments banks (005)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CPZ=eba_CT:x49,CRM=eba_CP:x13,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;070;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Multilateral developments banks (005)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CPZ=eba_CT:x49,CRM=eba_CP:x19,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;080;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Multilateral developments banks (005)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CPZ=eba_CT:x49,CRM=eba_CP:x10,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;090;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Multilateral developments banks (005)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CPZ=eba_CT:x49,CRM=eba_CP:x10,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;100;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Multilateral developments banks (005)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CPZ=eba_CT:x49,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;110;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Multilateral developments banks (005)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CPZ=eba_CT:x49,CRM=eba_CP:x6,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;120;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Multilateral developments banks (005)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CPZ=eba_CT:x49,CRM=eba_CP:x6,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;130;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Multilateral developments banks (005)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CPZ=eba_CT:x49,CRM=eba_CP:x6,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;140;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Multilateral developments banks (005)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CPZ=eba_CT:x49,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;150;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Fully adjusted exposure value (E*)";;;;;;;;;;"Multilateral developments banks (005)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x15,CPZ=eba_CT:x49,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;160;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Multilateral developments banks (005)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x15,CPZ=eba_CT:x49,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;170;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Multilateral developments banks (005)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x15,CPZ=eba_CT:x49,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;180;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Multilateral developments banks (005)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x15,CPZ=eba_CT:x49,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;190;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Multilateral developments banks (005)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CPZ=eba_CT:x49,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;200;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Exposure value";;;;;;;;;;"Multilateral developments banks (005)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CPZ=eba_CT:x49,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;215;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Multilateral developments banks (005)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CPZ=eba_CT:x49,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;220;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Multilateral developments banks (005)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;010;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Original exposure pre conversion factors";;;;;;;;;;"Multilateral developments banks (005)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;030;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Multilateral developments banks (005)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;040;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Exposure net of value adjustments and provisions";;;;;;;;;;"Multilateral developments banks (005)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x22,EXC=eba_EC:x21,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;050;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Multilateral developments banks (005)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x3,EXC=eba_EC:x21,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;060;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Multilateral developments banks (005)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x13,EXC=eba_EC:x21,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;070;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Multilateral developments banks (005)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x19,EXC=eba_EC:x21,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;080;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Multilateral developments banks (005)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x10,EXC=eba_EC:x21,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;090;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Multilateral developments banks (005)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x10,EXC=eba_EC:x21,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;100;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Multilateral developments banks (005)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;110;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Multilateral developments banks (005)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;215;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Multilateral developments banks (005)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;220;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Multilateral developments banks (005)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;010;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Original exposure pre conversion factors";;;;;;;;;;"Multilateral developments banks (005)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;030;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Multilateral developments banks (005)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;040;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Exposure net of value adjustments and provisions";;;;;;;;;;"Multilateral developments banks (005)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x22,EXC=eba_EC:x21,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;050;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Multilateral developments banks (005)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x3,EXC=eba_EC:x21,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;060;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Multilateral developments banks (005)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x13,EXC=eba_EC:x21,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;070;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Multilateral developments banks (005)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x19,EXC=eba_EC:x21,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;080;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Multilateral developments banks (005)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x10,EXC=eba_EC:x21,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;090;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Multilateral developments banks (005)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x10,EXC=eba_EC:x21,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;100;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Multilateral developments banks (005)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;110;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Multilateral developments banks (005)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x6,EXC=eba_EC:x21,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;130;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Multilateral developments banks (005)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;200;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Exposure value";;;;;;;;;;"Multilateral developments banks (005)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;215;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Multilateral developments banks (005)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;220;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Multilateral developments banks (005)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;010;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Original exposure pre conversion factors";;;;;;;;;;"Multilateral developments banks (005)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;030;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Multilateral developments banks (005)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;040;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure net of value adjustments and provisions";;;;;;;;;;"Multilateral developments banks (005)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x22,EXC=eba_EC:x21,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;050;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Multilateral developments banks (005)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x3,EXC=eba_EC:x21,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;060;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Multilateral developments banks (005)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x13,EXC=eba_EC:x21,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;070;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Multilateral developments banks (005)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x19,EXC=eba_EC:x21,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;080;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Multilateral developments banks (005)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x10,EXC=eba_EC:x21,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;090;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Multilateral developments banks (005)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x10,EXC=eba_EC:x21,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;100;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Multilateral developments banks (005)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;110;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Multilateral developments banks (005)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x6,EXC=eba_EC:x21,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;120;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Multilateral developments banks (005)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x6,EXC=eba_EC:x21,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;130;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Multilateral developments banks (005)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x6,EXC=eba_EC:x21,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;140;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Multilateral developments banks (005)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;150;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Fully adjusted exposure value (E*)";;;;;;;;;;"Multilateral developments banks (005)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;160;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Multilateral developments banks (005)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;170;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Multilateral developments banks (005)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;180;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Multilateral developments banks (005)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;190;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Multilateral developments banks (005)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;200;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value";;;;;;;;;;"Multilateral developments banks (005)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;215;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Multilateral developments banks (005)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;220;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Multilateral developments banks (005)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;010;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Multilateral developments banks (005)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;030;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Multilateral developments banks (005)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;040;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";;;;;;;;;;"Multilateral developments banks (005)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x22,EXC=eba_EC:x21,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;050;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Multilateral developments banks (005)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x3,EXC=eba_EC:x21,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;060;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Multilateral developments banks (005)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x13,EXC=eba_EC:x21,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;070;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Multilateral developments banks (005)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x19,EXC=eba_EC:x21,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;080;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Multilateral developments banks (005)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x10,EXC=eba_EC:x21,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;090;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Multilateral developments banks (005)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x10,EXC=eba_EC:x21,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;100;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Multilateral developments banks (005)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;110;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Multilateral developments banks (005)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x6,EXC=eba_EC:x21,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;120;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Multilateral developments banks (005)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x6,EXC=eba_EC:x21,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;130;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Multilateral developments banks (005)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x6,EXC=eba_EC:x21,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;140;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Multilateral developments banks (005)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;150;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";;;;;;;;;;"Multilateral developments banks (005)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;200;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Exposure value";;;;;;;;;;"Multilateral developments banks (005)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;215;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Multilateral developments banks (005)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;220;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Multilateral developments banks (005)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;010;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Multilateral developments banks (005)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;030;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Multilateral developments banks (005)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;040;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";;;;;;;;;;"Multilateral developments banks (005)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x22,EXC=eba_EC:x21,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;050;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Multilateral developments banks (005)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x3,EXC=eba_EC:x21,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;060;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Multilateral developments banks (005)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x13,EXC=eba_EC:x21,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;070;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Multilateral developments banks (005)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x19,EXC=eba_EC:x21,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;080;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Multilateral developments banks (005)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x10,EXC=eba_EC:x21,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;090;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Multilateral developments banks (005)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x10,EXC=eba_EC:x21,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;100;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Multilateral developments banks (005)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;110;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Multilateral developments banks (005)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x6,EXC=eba_EC:x21,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;120;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Multilateral developments banks (005)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x6,EXC=eba_EC:x21,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;130;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Multilateral developments banks (005)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x6,EXC=eba_EC:x21,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;140;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Multilateral developments banks (005)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;150;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";;;;;;;;;;"Multilateral developments banks (005)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;160;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Multilateral developments banks (005)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;170;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Multilateral developments banks (005)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;180;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Multilateral developments banks (005)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;190;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Multilateral developments banks (005)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;200;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Exposure value";;;;;;;;;;"Multilateral developments banks (005)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;215;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Multilateral developments banks (005)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;220;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Multilateral developments banks (005)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;010;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Original exposure pre conversion factors";;;;;;;;;;"Multilateral developments banks (005)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;030;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Multilateral developments banks (005)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;215;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Multilateral developments banks (005)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;220;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Multilateral developments banks (005)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x307,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;100;010;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"Original exposure pre conversion factors";;;;;;;;;;"Multilateral developments banks (005)";"065#085#090#100";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions#Of which: Centrally cleared through a QCCP";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x307,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;100;030;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Multilateral developments banks (005)";"065#085#090#100";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions#Of which: Centrally cleared through a QCCP";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x307,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;100;200;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"Exposure value";;;;;;;;;;"Multilateral developments banks (005)";"065#085#090#100";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions#Of which: Centrally cleared through a QCCP";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;010;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Original exposure pre conversion factors";;;;;;;;;;"Multilateral developments banks (005)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Original exposure pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;040;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Exposure net of value adjustments and provisions";;;;;;;;;;"Multilateral developments banks (005)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x22,EXC=eba_EC:x21,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;050;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Multilateral developments banks (005)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x3,EXC=eba_EC:x21,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;060;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Multilateral developments banks (005)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x13,EXC=eba_EC:x21,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;070;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Multilateral developments banks (005)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x19,EXC=eba_EC:x21,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;080;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Multilateral developments banks (005)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x10,EXC=eba_EC:x21,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;090;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Multilateral developments banks (005)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x10,EXC=eba_EC:x21,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;100;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Multilateral developments banks (005)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;110;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Multilateral developments banks (005)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x6,EXC=eba_EC:x21,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;120;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Multilateral developments banks (005)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x6,EXC=eba_EC:x21,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;130;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Multilateral developments banks (005)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x6,EXC=eba_EC:x21,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;140;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Multilateral developments banks (005)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;150;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Fully adjusted exposure value (E*)";;;;;;;;;;"Multilateral developments banks (005)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;200;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Exposure value";;;;;;;;;;"Multilateral developments banks (005)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;215;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Multilateral developments banks (005)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;220;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Multilateral developments banks (005)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x101,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;120;010;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"Original exposure pre conversion factors";;;;;;;;;;"Multilateral developments banks (005)";"065#085#110#120";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions#Of which: Centrally cleared through a QCCP";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x101,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;120;030;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Multilateral developments banks (005)";"065#085#110#120";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions#Of which: Centrally cleared through a QCCP";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x101,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;120;200;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"Exposure value";;;;;;;;;;"Multilateral developments banks (005)";"065#085#110#120";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions#Of which: Centrally cleared through a QCCP";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;010;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Original exposure pre conversion factors";;;;;;;;;;"Multilateral developments banks (005)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;030;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Multilateral developments banks (005)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;040;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Exposure net of value adjustments and provisions";;;;;;;;;;"Multilateral developments banks (005)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x22,EXC=eba_EC:x21,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;050;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Multilateral developments banks (005)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x3,EXC=eba_EC:x21,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;060;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Multilateral developments banks (005)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x13,EXC=eba_EC:x21,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;070;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Multilateral developments banks (005)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x19,EXC=eba_EC:x21,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;080;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Multilateral developments banks (005)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x10,EXC=eba_EC:x21,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;090;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Multilateral developments banks (005)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x10,EXC=eba_EC:x21,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;100;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Multilateral developments banks (005)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;110;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Multilateral developments banks (005)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x6,EXC=eba_EC:x21,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;120;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Multilateral developments banks (005)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x6,EXC=eba_EC:x21,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;130;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Multilateral developments banks (005)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x6,EXC=eba_EC:x21,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;140;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Multilateral developments banks (005)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;150;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Fully adjusted exposure value (E*)";;;;;;;;;;"Multilateral developments banks (005)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;200;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Exposure value";;;;;;;;;;"Multilateral developments banks (005)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;215;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Multilateral developments banks (005)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;220;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Multilateral developments banks (005)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;010;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Original exposure pre conversion factors";;;;;;;;;;"Multilateral developments banks (005)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;030;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Multilateral developments banks (005)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;040;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Multilateral developments banks (005)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;150;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Multilateral developments banks (005)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;160;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Multilateral developments banks (005)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;170;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Multilateral developments banks (005)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;180;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Multilateral developments banks (005)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;190;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Multilateral developments banks (005)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;200;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Exposure value";;;;;;;;;;"Multilateral developments banks (005)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;215;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Multilateral developments banks (005)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;220;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Multilateral developments banks (005)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;230;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Multilateral developments banks (005)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;240;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Multilateral developments banks (005)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;010;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Original exposure pre conversion factors";;;;;;;;;;"Multilateral developments banks (005)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;030;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Multilateral developments banks (005)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;150;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Multilateral developments banks (005)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;180;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Multilateral developments banks (005)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;190;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Multilateral developments banks (005)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;200;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Exposure value";;;;;;;;;;"Multilateral developments banks (005)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;215;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Multilateral developments banks (005)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;220;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Multilateral developments banks (005)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;230;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Multilateral developments banks (005)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;010;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Original exposure pre conversion factors";;;;;;;;;;"Multilateral developments banks (005)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Original exposure pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;040;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Multilateral developments banks (005)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;150;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Multilateral developments banks (005)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;180;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Multilateral developments banks (005)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;190;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Multilateral developments banks (005)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;200;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Exposure value";;;;;;;;;;"Multilateral developments banks (005)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;215;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Multilateral developments banks (005)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;220;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Multilateral developments banks (005)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;230;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Multilateral developments banks (005)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;010;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Original exposure pre conversion factors";;;;;;;;;;"Multilateral developments banks (005)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;030;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Multilateral developments banks (005)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;040;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Multilateral developments banks (005)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;150;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Multilateral developments banks (005)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;160;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Multilateral developments banks (005)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;170;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Multilateral developments banks (005)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;180;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Multilateral developments banks (005)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;190;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Multilateral developments banks (005)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;200;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Exposure value";;;;;;;;;;"Multilateral developments banks (005)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;215;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Multilateral developments banks (005)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;220;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Multilateral developments banks (005)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;230;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Multilateral developments banks (005)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;240;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Multilateral developments banks (005)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;010;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Original exposure pre conversion factors";;;;;;;;;;"Multilateral developments banks (005)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;030;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Multilateral developments banks (005)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;040;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Multilateral developments banks (005)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;150;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Multilateral developments banks (005)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;160;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Multilateral developments banks (005)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;170;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Multilateral developments banks (005)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;180;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Multilateral developments banks (005)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;190;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Multilateral developments banks (005)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;200;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Exposure value";;;;;;;;;;"Multilateral developments banks (005)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;215;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Multilateral developments banks (005)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;220;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Multilateral developments banks (005)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;230;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Multilateral developments banks (005)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;240;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Multilateral developments banks (005)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;010;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Original exposure pre conversion factors";;;;;;;;;;"Multilateral developments banks (005)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;030;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Multilateral developments banks (005)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;040;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Multilateral developments banks (005)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;150;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Multilateral developments banks (005)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;160;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Multilateral developments banks (005)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;170;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Multilateral developments banks (005)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;180;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Multilateral developments banks (005)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;190;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Multilateral developments banks (005)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;200;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Exposure value";;;;;;;;;;"Multilateral developments banks (005)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;215;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Multilateral developments banks (005)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;220;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Multilateral developments banks (005)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;230;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Multilateral developments banks (005)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;240;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Multilateral developments banks (005)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;010;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Original exposure pre conversion factors";;;;;;;;;;"Multilateral developments banks (005)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;030;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Multilateral developments banks (005)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;040;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Multilateral developments banks (005)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;150;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Multilateral developments banks (005)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;160;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Multilateral developments banks (005)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;170;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Multilateral developments banks (005)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;180;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Multilateral developments banks (005)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;190;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Multilateral developments banks (005)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;200;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Exposure value";;;;;;;;;;"Multilateral developments banks (005)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;215;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Multilateral developments banks (005)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;220;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Multilateral developments banks (005)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;230;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Multilateral developments banks (005)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;240;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Multilateral developments banks (005)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;150;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Multilateral developments banks (005)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;160;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Multilateral developments banks (005)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;170;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Multilateral developments banks (005)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;180;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Multilateral developments banks (005)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;190;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Multilateral developments banks (005)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;200;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Exposure value";;;;;;;;;;"Multilateral developments banks (005)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;215;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Multilateral developments banks (005)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;220;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Multilateral developments banks (005)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;230;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Multilateral developments banks (005)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;240;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Multilateral developments banks (005)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;010;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Original exposure pre conversion factors";;;;;;;;;;"Multilateral developments banks (005)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;030;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Multilateral developments banks (005)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;040;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Multilateral developments banks (005)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;150;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Multilateral developments banks (005)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;160;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Multilateral developments banks (005)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;170;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Multilateral developments banks (005)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;180;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Multilateral developments banks (005)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;190;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Multilateral developments banks (005)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;200;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Exposure value";;;;;;;;;;"Multilateral developments banks (005)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;215;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Multilateral developments banks (005)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;220;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Multilateral developments banks (005)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;230;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Multilateral developments banks (005)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;240;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Multilateral developments banks (005)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;010;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Original exposure pre conversion factors";;;;;;;;;;"Multilateral developments banks (005)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;030;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Multilateral developments banks (005)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;040;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Multilateral developments banks (005)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;150;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Multilateral developments banks (005)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;160;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Multilateral developments banks (005)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;170;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Multilateral developments banks (005)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;180;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Multilateral developments banks (005)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;190;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Multilateral developments banks (005)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;200;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Exposure value";;;;;;;;;;"Multilateral developments banks (005)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;215;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Multilateral developments banks (005)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;220;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Multilateral developments banks (005)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;230;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Multilateral developments banks (005)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;240;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Multilateral developments banks (005)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;010;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Original exposure pre conversion factors";;;;;;;;;;"Multilateral developments banks (005)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;030;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Multilateral developments banks (005)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;040;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Multilateral developments banks (005)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;150;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Multilateral developments banks (005)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;160;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Multilateral developments banks (005)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;170;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Multilateral developments banks (005)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;180;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Multilateral developments banks (005)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;190;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Multilateral developments banks (005)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;200;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Exposure value";;;;;;;;;;"Multilateral developments banks (005)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;215;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Multilateral developments banks (005)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;220;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Multilateral developments banks (005)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;230;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Multilateral developments banks (005)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;240;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Multilateral developments banks (005)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;010;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Original exposure pre conversion factors";;;;;;;;;;"Multilateral developments banks (005)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;030;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Multilateral developments banks (005)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;040;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Multilateral developments banks (005)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;150;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Multilateral developments banks (005)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;160;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Multilateral developments banks (005)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;170;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Multilateral developments banks (005)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;180;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Multilateral developments banks (005)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;190;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Multilateral developments banks (005)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;200;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Exposure value";;;;;;;;;;"Multilateral developments banks (005)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;215;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Multilateral developments banks (005)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;220;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Multilateral developments banks (005)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;230;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Multilateral developments banks (005)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;240;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Multilateral developments banks (005)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;010;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Original exposure pre conversion factors";;;;;;;;;;"Multilateral developments banks (005)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;030;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Multilateral developments banks (005)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;040;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Multilateral developments banks (005)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;150;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Multilateral developments banks (005)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;160;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Multilateral developments banks (005)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;170;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Multilateral developments banks (005)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;180;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Multilateral developments banks (005)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;190;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Multilateral developments banks (005)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;200;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Exposure value";;;;;;;;;;"Multilateral developments banks (005)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;215;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Multilateral developments banks (005)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;220;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Multilateral developments banks (005)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;230;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Multilateral developments banks (005)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;240;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Multilateral developments banks (005)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;010;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Original exposure pre conversion factors";;;;;;;;;;"Multilateral developments banks (005)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;030;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Multilateral developments banks (005)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;040;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Multilateral developments banks (005)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;150;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Multilateral developments banks (005)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;160;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Multilateral developments banks (005)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;180;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Multilateral developments banks (005)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x10,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;090;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"International organisations (006)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x10,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;100;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"International organisations (006)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;110;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"International organisations (006)";"010";"TOTAL EXPOSURES";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x6,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;120;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"International organisations (006)";"010";"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x6,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;130;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"International organisations (006)";"010";"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x6,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;140;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"International organisations (006)";"010";"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;150;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Fully adjusted exposure value (E*)";;;;;;;;;;"International organisations (006)";"010";"TOTAL EXPOSURES";"Fully adjusted exposure value (E*)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;190;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"International organisations (006)";"010";"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;200;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Exposure value";;;;;;;;;;"International organisations (006)";"010";"TOTAL EXPOSURES";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;215;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"International organisations (006)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;220;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"International organisations (006)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;230;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"International organisations (006)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;240;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"International organisations (006)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CPZ=eba_CT:x23,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;010;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Original exposure pre conversion factors";;;;;;;;;;"International organisations (006)";"010#020";"TOTAL EXPOSURES#of which: SME";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CPZ=eba_CT:x23,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;030;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"International organisations (006)";"010#020";"TOTAL EXPOSURES#of which: SME";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CPZ=eba_CT:x23,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;040;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Exposure net of value adjustments and provisions";;;;;;;;;;"International organisations (006)";"010#020";"TOTAL EXPOSURES#of which: SME";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CPZ=eba_CT:x23,CRM=eba_CP:x22,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;050;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"International organisations (006)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CPZ=eba_CT:x23,CRM=eba_CP:x3,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;060;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"International organisations (006)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CPZ=eba_CT:x23,CRM=eba_CP:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;070;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"International organisations (006)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CPZ=eba_CT:x23,CRM=eba_CP:x19,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;080;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"International organisations (006)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;090;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"International organisations (006)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;100;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"International organisations (006)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CPZ=eba_CT:x23,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;110;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"International organisations (006)";"010#020";"TOTAL EXPOSURES#of which: SME";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CPZ=eba_CT:x23,CRM=eba_CP:x6,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;120;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"International organisations (006)";"010#020";"TOTAL EXPOSURES#of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CPZ=eba_CT:x23,CRM=eba_CP:x6,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;130;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"International organisations (006)";"010#020";"TOTAL EXPOSURES#of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CPZ=eba_CT:x23,CRM=eba_CP:x6,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;140;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"International organisations (006)";"010#020";"TOTAL EXPOSURES#of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CPZ=eba_CT:x23,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;150;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Fully adjusted exposure value (E*)";;;;;;;;;;"International organisations (006)";"010#020";"TOTAL EXPOSURES#of which: SME";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x13,CPZ=eba_CT:x23,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;160;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"International organisations (006)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x13,CPZ=eba_CT:x23,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;170;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"International organisations (006)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x13,CPZ=eba_CT:x23,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;180;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"International organisations (006)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x13,CPZ=eba_CT:x23,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;190;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"International organisations (006)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CPZ=eba_CT:x23,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;200;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Exposure value";;;;;;;;;;"International organisations (006)";"010#020";"TOTAL EXPOSURES#of which: SME";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CPZ=eba_CT:x23,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;215;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"International organisations (006)";"010#020";"TOTAL EXPOSURES#of which: SME";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CPZ=eba_CT:x23,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;220;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"International organisations (006)";"010#020";"TOTAL EXPOSURES#of which: SME";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CPZ=eba_CT:x49,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;010;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Original exposure pre conversion factors";;;;;;;;;;"International organisations (006)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CPZ=eba_CT:x49,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;030;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"International organisations (006)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CPZ=eba_CT:x49,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;040;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Exposure net of value adjustments and provisions";;;;;;;;;;"International organisations (006)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CPZ=eba_CT:x49,CRM=eba_CP:x22,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;050;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"International organisations (006)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CPZ=eba_CT:x49,CRM=eba_CP:x3,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;060;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"International organisations (006)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CPZ=eba_CT:x49,CRM=eba_CP:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;070;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"International organisations (006)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CPZ=eba_CT:x49,CRM=eba_CP:x19,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;080;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"International organisations (006)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CPZ=eba_CT:x49,CRM=eba_CP:x10,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;090;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"International organisations (006)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CPZ=eba_CT:x49,CRM=eba_CP:x10,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;100;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"International organisations (006)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CPZ=eba_CT:x49,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;110;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"International organisations (006)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CPZ=eba_CT:x49,CRM=eba_CP:x6,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;120;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"International organisations (006)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CPZ=eba_CT:x49,CRM=eba_CP:x6,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;130;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"International organisations (006)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CPZ=eba_CT:x49,CRM=eba_CP:x6,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;140;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"International organisations (006)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CPZ=eba_CT:x49,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;150;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Fully adjusted exposure value (E*)";;;;;;;;;;"International organisations (006)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x13,CPZ=eba_CT:x49,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;160;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"International organisations (006)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x13,CPZ=eba_CT:x49,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;170;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"International organisations (006)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x13,CPZ=eba_CT:x49,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;180;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"International organisations (006)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x13,CPZ=eba_CT:x49,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;190;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"International organisations (006)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CPZ=eba_CT:x49,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;200;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Exposure value";;;;;;;;;;"International organisations (006)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CPZ=eba_CT:x49,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;215;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"International organisations (006)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CPZ=eba_CT:x49,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;220;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"International organisations (006)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;010;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Original exposure pre conversion factors";;;;;;;;;;"International organisations (006)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;030;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"International organisations (006)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;040;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Exposure net of value adjustments and provisions";;;;;;;;;;"International organisations (006)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x22,EXC=eba_EC:x20,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;050;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"International organisations (006)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x3,EXC=eba_EC:x20,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;060;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"International organisations (006)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x13,EXC=eba_EC:x20,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;070;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"International organisations (006)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x19,EXC=eba_EC:x20,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;080;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"International organisations (006)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x10,EXC=eba_EC:x20,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;090;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"International organisations (006)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x10,EXC=eba_EC:x20,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;100;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"International organisations (006)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;110;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"International organisations (006)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x6,EXC=eba_EC:x20,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;120;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"International organisations (006)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x6,EXC=eba_EC:x20,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;130;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"International organisations (006)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x6,EXC=eba_EC:x20,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;140;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"International organisations (006)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;150;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Fully adjusted exposure value (E*)";;;;;;;;;;"International organisations (006)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Fully adjusted exposure value (E*)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x13,EXC=eba_EC:x20,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;170;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"International organisations (006)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x13,EXC=eba_EC:x20,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;180;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"International organisations (006)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x13,EXC=eba_EC:x20,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;190;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"International organisations (006)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;200;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Exposure value";;;;;;;;;;"International organisations (006)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;215;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"International organisations (006)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;220;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"International organisations (006)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;010;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Original exposure pre conversion factors";;;;;;;;;;"International organisations (006)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;030;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"International organisations (006)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;040;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Exposure net of value adjustments and provisions";;;;;;;;;;"International organisations (006)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x22,EXC=eba_EC:x20,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;050;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"International organisations (006)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x3,EXC=eba_EC:x20,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;060;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"International organisations (006)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;070;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"International organisations (006)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x19,EXC=eba_EC:x20,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;080;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"International organisations (006)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x10,EXC=eba_EC:x20,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;090;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"International organisations (006)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x10,EXC=eba_EC:x20,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;100;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"International organisations (006)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;110;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"International organisations (006)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x6,EXC=eba_EC:x20,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;120;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"International organisations (006)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x6,EXC=eba_EC:x20,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;130;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"International organisations (006)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x6,EXC=eba_EC:x20,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;140;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"International organisations (006)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;150;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Fully adjusted exposure value (E*)";;;;;;;;;;"International organisations (006)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Fully adjusted exposure value (E*)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;170;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"International organisations (006)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;220;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"International organisations (006)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;010;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Original exposure pre conversion factors";;;;;;;;;;"International organisations (006)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;030;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"International organisations (006)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;040;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure net of value adjustments and provisions";;;;;;;;;;"International organisations (006)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x22,EXC=eba_EC:x20,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;050;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"International organisations (006)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x3,EXC=eba_EC:x20,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;060;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"International organisations (006)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;070;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"International organisations (006)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x19,EXC=eba_EC:x20,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;080;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"International organisations (006)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x10,EXC=eba_EC:x20,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;090;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"International organisations (006)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x10,EXC=eba_EC:x20,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;100;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"International organisations (006)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;110;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"International organisations (006)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x6,EXC=eba_EC:x20,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;120;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"International organisations (006)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x6,EXC=eba_EC:x20,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;130;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"International organisations (006)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x6,EXC=eba_EC:x20,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;140;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"International organisations (006)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;150;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Fully adjusted exposure value (E*)";;;;;;;;;;"International organisations (006)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;160;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"International organisations (006)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;180;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"International organisations (006)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;190;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"International organisations (006)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;200;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value";;;;;;;;;;"International organisations (006)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;215;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"International organisations (006)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;220;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"International organisations (006)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;010;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"International organisations (006)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;030;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"International organisations (006)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;040;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";;;;;;;;;;"International organisations (006)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x22,EXC=eba_EC:x20,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;050;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"International organisations (006)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x3,EXC=eba_EC:x20,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;060;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"International organisations (006)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x13,EXC=eba_EC:x20,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;070;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"International organisations (006)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x19,EXC=eba_EC:x20,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;080;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"International organisations (006)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x10,EXC=eba_EC:x20,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;090;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"International organisations (006)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x10,EXC=eba_EC:x20,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;100;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"International organisations (006)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;110;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"International organisations (006)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x6,EXC=eba_EC:x20,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;120;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"International organisations (006)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x6,EXC=eba_EC:x20,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;130;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"International organisations (006)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x6,EXC=eba_EC:x20,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;140;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"International organisations (006)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;150;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";;;;;;;;;;"International organisations (006)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;200;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Exposure value";;;;;;;;;;"International organisations (006)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;215;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"International organisations (006)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;220;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"International organisations (006)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;010;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"International organisations (006)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;030;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"International organisations (006)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;040;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";;;;;;;;;;"International organisations (006)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x22,EXC=eba_EC:x20,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;050;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"International organisations (006)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x3,EXC=eba_EC:x20,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;060;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"International organisations (006)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x13,EXC=eba_EC:x20,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;070;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"International organisations (006)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x19,EXC=eba_EC:x20,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;080;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"International organisations (006)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x10,EXC=eba_EC:x20,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;090;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"International organisations (006)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x10,EXC=eba_EC:x20,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;100;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"International organisations (006)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;110;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"International organisations (006)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x6,EXC=eba_EC:x20,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;120;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"International organisations (006)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x6,EXC=eba_EC:x20,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;130;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"International organisations (006)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x6,EXC=eba_EC:x20,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;140;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"International organisations (006)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;150;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";;;;;;;;;;"International organisations (006)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;160;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"International organisations (006)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;170;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"International organisations (006)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;180;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"International organisations (006)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;190;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"International organisations (006)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;200;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Exposure value";;;;;;;;;;"International organisations (006)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;215;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"International organisations (006)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;220;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"International organisations (006)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;010;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Original exposure pre conversion factors";;;;;;;;;;"International organisations (006)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;030;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"International organisations (006)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;040;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Exposure net of value adjustments and provisions";;;;;;;;;;"International organisations (006)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x22,EXC=eba_EC:x20,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;050;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"International organisations (006)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x3,EXC=eba_EC:x20,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;060;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"International organisations (006)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x13,EXC=eba_EC:x20,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;070;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"International organisations (006)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;215;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"International organisations (006)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;220;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"International organisations (006)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x307,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;100;010;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"Original exposure pre conversion factors";;;;;;;;;;"International organisations (006)";"065#085#090#100";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions#Of which: Centrally cleared through a QCCP";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x307,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;100;030;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"International organisations (006)";"065#085#090#100";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions#Of which: Centrally cleared through a QCCP";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x307,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;100;200;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"Exposure value";;;;;;;;;;"International organisations (006)";"065#085#090#100";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions#Of which: Centrally cleared through a QCCP";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;010;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Original exposure pre conversion factors";;;;;;;;;;"International organisations (006)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;030;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"International organisations (006)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;040;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Exposure net of value adjustments and provisions";;;;;;;;;;"International organisations (006)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x22,EXC=eba_EC:x20,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;050;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"International organisations (006)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x3,EXC=eba_EC:x20,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;060;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"International organisations (006)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x13,EXC=eba_EC:x20,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;070;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"International organisations (006)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x19,EXC=eba_EC:x20,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;080;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"International organisations (006)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x10,EXC=eba_EC:x20,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;090;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"International organisations (006)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x10,EXC=eba_EC:x20,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;100;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"International organisations (006)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;150;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Fully adjusted exposure value (E*)";;;;;;;;;;"International organisations (006)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;200;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Exposure value";;;;;;;;;;"International organisations (006)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;215;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"International organisations (006)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;220;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"International organisations (006)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x101,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;120;010;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"Original exposure pre conversion factors";;;;;;;;;;"International organisations (006)";"065#085#110#120";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions#Of which: Centrally cleared through a QCCP";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x101,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;120;030;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"International organisations (006)";"065#085#110#120";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions#Of which: Centrally cleared through a QCCP";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x101,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;120;200;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"Exposure value";;;;;;;;;;"International organisations (006)";"065#085#110#120";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions#Of which: Centrally cleared through a QCCP";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;010;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Original exposure pre conversion factors";;;;;;;;;;"International organisations (006)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;030;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"International organisations (006)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;040;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Exposure net of value adjustments and provisions";;;;;;;;;;"International organisations (006)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x22,EXC=eba_EC:x20,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;050;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"International organisations (006)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x3,EXC=eba_EC:x20,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;060;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"International organisations (006)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x13,EXC=eba_EC:x20,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;070;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"International organisations (006)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x19,EXC=eba_EC:x20,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;080;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"International organisations (006)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x10,EXC=eba_EC:x20,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;090;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"International organisations (006)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x10,EXC=eba_EC:x20,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;100;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"International organisations (006)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;110;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"International organisations (006)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x6,EXC=eba_EC:x20,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;120;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"International organisations (006)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x6,EXC=eba_EC:x20,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;130;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"International organisations (006)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;215;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"International organisations (006)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;010;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Original exposure pre conversion factors";;;;;;;;;;"International organisations (006)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;030;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"International organisations (006)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;040;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Exposure net of value adjustments and provisions";;;;;;;;;;"International organisations (006)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;150;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Fully adjusted exposure value (E*)";;;;;;;;;;"International organisations (006)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;170;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"International organisations (006)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;180;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"International organisations (006)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;190;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"International organisations (006)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;200;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Exposure value";;;;;;;;;;"International organisations (006)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;215;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"International organisations (006)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;220;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"International organisations (006)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;230;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"International organisations (006)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;240;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"International organisations (006)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;010;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Original exposure pre conversion factors";;;;;;;;;;"International organisations (006)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;030;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"International organisations (006)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;040;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Exposure net of value adjustments and provisions";;;;;;;;;;"International organisations (006)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;150;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Fully adjusted exposure value (E*)";;;;;;;;;;"International organisations (006)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;160;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"International organisations (006)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;170;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"International organisations (006)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;190;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"International organisations (006)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;200;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Exposure value";;;;;;;;;;"International organisations (006)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Exposure value";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;010;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Original exposure pre conversion factors";;;;;;;;;;"International organisations (006)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;030;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"International organisations (006)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;040;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Exposure net of value adjustments and provisions";;;;;;;;;;"International organisations (006)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;150;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Fully adjusted exposure value (E*)";;;;;;;;;;"International organisations (006)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;180;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"International organisations (006)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;190;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"International organisations (006)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;200;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Exposure value";;;;;;;;;;"International organisations (006)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;215;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"International organisations (006)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;220;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"International organisations (006)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;010;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Original exposure pre conversion factors";;;;;;;;;;"International organisations (006)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;030;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"International organisations (006)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;040;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Exposure net of value adjustments and provisions";;;;;;;;;;"International organisations (006)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;200;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Exposure value";;;;;;;;;;"International organisations (006)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;215;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"International organisations (006)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;220;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"International organisations (006)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;230;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"International organisations (006)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;240;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"International organisations (006)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;010;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Original exposure pre conversion factors";;;;;;;;;;"International organisations (006)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;030;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"International organisations (006)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;040;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Exposure net of value adjustments and provisions";;;;;;;;;;"International organisations (006)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;150;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Fully adjusted exposure value (E*)";;;;;;;;;;"International organisations (006)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;160;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"International organisations (006)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;170;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"International organisations (006)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;180;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"International organisations (006)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;190;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"International organisations (006)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;200;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Exposure value";;;;;;;;;;"International organisations (006)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;215;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"International organisations (006)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;220;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"International organisations (006)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;230;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"International organisations (006)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;240;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"International organisations (006)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;010;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Original exposure pre conversion factors";;;;;;;;;;"International organisations (006)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;030;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"International organisations (006)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;040;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Exposure net of value adjustments and provisions";;;;;;;;;;"International organisations (006)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;150;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Fully adjusted exposure value (E*)";;;;;;;;;;"International organisations (006)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;160;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"International organisations (006)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;180;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"International organisations (006)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;190;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"International organisations (006)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;200;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Exposure value";;;;;;;;;;"International organisations (006)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;215;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"International organisations (006)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;220;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"International organisations (006)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;230;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"International organisations (006)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;240;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"International organisations (006)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;010;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Original exposure pre conversion factors";;;;;;;;;;"International organisations (006)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;030;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"International organisations (006)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;040;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Exposure net of value adjustments and provisions";;;;;;;;;;"International organisations (006)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;150;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Fully adjusted exposure value (E*)";;;;;;;;;;"International organisations (006)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;160;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"International organisations (006)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;170;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"International organisations (006)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;180;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"International organisations (006)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;190;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"International organisations (006)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;200;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Exposure value";;;;;;;;;;"International organisations (006)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;215;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"International organisations (006)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;220;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"International organisations (006)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;230;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"International organisations (006)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;240;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"International organisations (006)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;150;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Fully adjusted exposure value (E*)";;;;;;;;;;"International organisations (006)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;160;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"International organisations (006)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;170;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"International organisations (006)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;180;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"International organisations (006)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;190;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"International organisations (006)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;200;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Exposure value";;;;;;;;;;"International organisations (006)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;215;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"International organisations (006)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;220;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"International organisations (006)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;230;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"International organisations (006)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;240;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"International organisations (006)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;010;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Original exposure pre conversion factors";;;;;;;;;;"International organisations (006)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;030;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"International organisations (006)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;040;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Exposure net of value adjustments and provisions";;;;;;;;;;"International organisations (006)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;150;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Fully adjusted exposure value (E*)";;;;;;;;;;"International organisations (006)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;160;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"International organisations (006)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;170;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"International organisations (006)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;180;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"International organisations (006)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;190;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"International organisations (006)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;200;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Exposure value";;;;;;;;;;"International organisations (006)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;215;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"International organisations (006)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;220;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"International organisations (006)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;230;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"International organisations (006)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;240;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"International organisations (006)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;010;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Original exposure pre conversion factors";;;;;;;;;;"International organisations (006)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;030;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"International organisations (006)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;040;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Exposure net of value adjustments and provisions";;;;;;;;;;"International organisations (006)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;150;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Fully adjusted exposure value (E*)";;;;;;;;;;"International organisations (006)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;160;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"International organisations (006)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;170;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"International organisations (006)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;180;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"International organisations (006)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;190;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"International organisations (006)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;200;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Exposure value";;;;;;;;;;"International organisations (006)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;215;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"International organisations (006)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;220;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"International organisations (006)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;230;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"International organisations (006)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;240;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"International organisations (006)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;010;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Original exposure pre conversion factors";;;;;;;;;;"International organisations (006)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;030;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"International organisations (006)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;040;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Exposure net of value adjustments and provisions";;;;;;;;;;"International organisations (006)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;150;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Fully adjusted exposure value (E*)";;;;;;;;;;"International organisations (006)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;160;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"International organisations (006)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;170;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"International organisations (006)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;180;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"International organisations (006)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;190;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"International organisations (006)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;200;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Exposure value";;;;;;;;;;"International organisations (006)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;215;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"International organisations (006)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;220;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"International organisations (006)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;230;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"International organisations (006)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;240;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"International organisations (006)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;010;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Original exposure pre conversion factors";;;;;;;;;;"International organisations (006)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;030;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"International organisations (006)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;040;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Exposure net of value adjustments and provisions";;;;;;;;;;"International organisations (006)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;150;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Fully adjusted exposure value (E*)";;;;;;;;;;"International organisations (006)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;160;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"International organisations (006)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;170;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"International organisations (006)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;180;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"International organisations (006)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;190;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"International organisations (006)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;200;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Exposure value";;;;;;;;;;"International organisations (006)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;215;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"International organisations (006)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;220;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"International organisations (006)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;230;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"International organisations (006)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;240;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"International organisations (006)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;010;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Original exposure pre conversion factors";;;;;;;;;;"International organisations (006)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;030;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"International organisations (006)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;040;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Exposure net of value adjustments and provisions";;;;;;;;;;"International organisations (006)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;150;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Fully adjusted exposure value (E*)";;;;;;;;;;"International organisations (006)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;160;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"International organisations (006)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;170;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"International organisations (006)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;180;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"International organisations (006)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;190;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"International organisations (006)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;200;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Exposure value";;;;;;;;;;"International organisations (006)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;215;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"International organisations (006)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;220;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"International organisations (006)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;230;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"International organisations (006)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;240;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"International organisations (006)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;010;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Original exposure pre conversion factors";;;;;;;;;;"International organisations (006)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;030;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"International organisations (006)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;040;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Exposure net of value adjustments and provisions";;;;;;;;;;"International organisations (006)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;150;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Fully adjusted exposure value (E*)";;;;;;;;;;"International organisations (006)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;160;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"International organisations (006)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;170;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"International organisations (006)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;180;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"International organisations (006)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;190;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"International organisations (006)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;200;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Exposure value";;;;;;;;;;"International organisations (006)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;215;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"International organisations (006)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;220;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"International organisations (006)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;180;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"International organisations (006)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;190;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"International organisations (006)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;010;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Original exposure pre conversion factors";;;;;;;;;;"Institutions (007)";"010";"TOTAL EXPOSURES";"Original exposure pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x10,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;100;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Institutions (007)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;110;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Institutions (007)";"010";"TOTAL EXPOSURES";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;120;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Institutions (007)";"010";"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;190;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Institutions (007)";"010";"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;200;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Exposure value";;;;;;;;;;"Institutions (007)";"010";"TOTAL EXPOSURES";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;215;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Institutions (007)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;220;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Institutions (007)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;230;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Institutions (007)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;240;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Institutions (007)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CPZ=eba_CT:x23,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;010;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Original exposure pre conversion factors";;;;;;;;;;"Institutions (007)";"010#020";"TOTAL EXPOSURES#of which: SME";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CPZ=eba_CT:x23,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;030;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Institutions (007)";"010#020";"TOTAL EXPOSURES#of which: SME";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CPZ=eba_CT:x23,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;040;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Exposure net of value adjustments and provisions";;;;;;;;;;"Institutions (007)";"010#020";"TOTAL EXPOSURES#of which: SME";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CPZ=eba_CT:x23,CRM=eba_CP:x22,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;050;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Institutions (007)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CPZ=eba_CT:x23,CRM=eba_CP:x3,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;060;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Institutions (007)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CPZ=eba_CT:x23,CRM=eba_CP:x13,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;070;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Institutions (007)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CPZ=eba_CT:x23,CRM=eba_CP:x19,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;080;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Institutions (007)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;090;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Institutions (007)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;100;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Institutions (007)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CPZ=eba_CT:x23,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;110;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Institutions (007)";"010#020";"TOTAL EXPOSURES#of which: SME";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CPZ=eba_CT:x23,CRM=eba_CP:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;120;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Institutions (007)";"010#020";"TOTAL EXPOSURES#of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CPZ=eba_CT:x23,CRM=eba_CP:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;130;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Institutions (007)";"010#020";"TOTAL EXPOSURES#of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CPZ=eba_CT:x23,CRM=eba_CP:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;140;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Institutions (007)";"010#020";"TOTAL EXPOSURES#of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CPZ=eba_CT:x23,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;150;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Fully adjusted exposure value (E*)";;;;;;;;;;"Institutions (007)";"010#020";"TOTAL EXPOSURES#of which: SME";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x6,CPZ=eba_CT:x23,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;160;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Institutions (007)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x6,CPZ=eba_CT:x23,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;170;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Institutions (007)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x6,CPZ=eba_CT:x23,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;190;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Institutions (007)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CPZ=eba_CT:x23,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;200;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Exposure value";;;;;;;;;;"Institutions (007)";"010#020";"TOTAL EXPOSURES#of which: SME";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CPZ=eba_CT:x23,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;215;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Institutions (007)";"010#020";"TOTAL EXPOSURES#of which: SME";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CPZ=eba_CT:x23,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;220;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Institutions (007)";"010#020";"TOTAL EXPOSURES#of which: SME";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CPZ=eba_CT:x49,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;010;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Original exposure pre conversion factors";;;;;;;;;;"Institutions (007)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CPZ=eba_CT:x49,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;030;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Institutions (007)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CPZ=eba_CT:x49,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;040;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Exposure net of value adjustments and provisions";;;;;;;;;;"Institutions (007)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CPZ=eba_CT:x49,CRM=eba_CP:x22,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;050;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Institutions (007)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CPZ=eba_CT:x49,CRM=eba_CP:x3,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;060;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Institutions (007)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CPZ=eba_CT:x49,CRM=eba_CP:x13,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;070;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Institutions (007)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CPZ=eba_CT:x49,CRM=eba_CP:x19,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;080;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Institutions (007)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CPZ=eba_CT:x49,CRM=eba_CP:x10,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;090;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Institutions (007)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CPZ=eba_CT:x49,CRM=eba_CP:x10,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;100;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Institutions (007)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CPZ=eba_CT:x49,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;110;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Institutions (007)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CPZ=eba_CT:x49,CRM=eba_CP:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;120;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Institutions (007)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CPZ=eba_CT:x49,CRM=eba_CP:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;130;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Institutions (007)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CPZ=eba_CT:x49,CRM=eba_CP:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;140;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Institutions (007)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CPZ=eba_CT:x49,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;150;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Fully adjusted exposure value (E*)";;;;;;;;;;"Institutions (007)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x6,CPZ=eba_CT:x49,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;160;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Institutions (007)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x6,CPZ=eba_CT:x49,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;170;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Institutions (007)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x6,CPZ=eba_CT:x49,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;180;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Institutions (007)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x6,CPZ=eba_CT:x49,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;190;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Institutions (007)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CPZ=eba_CT:x49,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;200;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Exposure value";;;;;;;;;;"Institutions (007)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CPZ=eba_CT:x49,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;215;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Institutions (007)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CPZ=eba_CT:x49,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;220;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Institutions (007)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;010;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Original exposure pre conversion factors";;;;;;;;;;"Institutions (007)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;030;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Institutions (007)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;040;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Exposure net of value adjustments and provisions";;;;;;;;;;"Institutions (007)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x22,EXC=eba_EC:x19,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;050;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Institutions (007)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x3,EXC=eba_EC:x19,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;060;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Institutions (007)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x13,EXC=eba_EC:x19,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;070;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Institutions (007)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x19,EXC=eba_EC:x19,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;080;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Institutions (007)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x10,EXC=eba_EC:x19,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;090;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Institutions (007)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x10,EXC=eba_EC:x19,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;100;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Institutions (007)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;110;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Institutions (007)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x6,EXC=eba_EC:x19,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;120;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Institutions (007)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x6,EXC=eba_EC:x19,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;130;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Institutions (007)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x6,EXC=eba_EC:x19,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;140;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Institutions (007)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;150;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Fully adjusted exposure value (E*)";;;;;;;;;;"Institutions (007)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x6,EXC=eba_EC:x19,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;160;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Institutions (007)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x6,EXC=eba_EC:x19,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;170;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Institutions (007)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x6,EXC=eba_EC:x19,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;180;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Institutions (007)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x6,EXC=eba_EC:x19,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;190;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Institutions (007)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;200;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Exposure value";;;;;;;;;;"Institutions (007)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;215;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Institutions (007)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;220;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Institutions (007)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;010;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Original exposure pre conversion factors";;;;;;;;;;"Institutions (007)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;030;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Institutions (007)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;040;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Exposure net of value adjustments and provisions";;;;;;;;;;"Institutions (007)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x22,EXC=eba_EC:x19,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;050;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Institutions (007)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x3,EXC=eba_EC:x19,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;060;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Institutions (007)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x13,EXC=eba_EC:x19,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;070;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Institutions (007)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x19,EXC=eba_EC:x19,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;080;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Institutions (007)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x10,EXC=eba_EC:x19,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;090;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Institutions (007)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x10,EXC=eba_EC:x19,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;100;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Institutions (007)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;110;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Institutions (007)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;120;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Institutions (007)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;130;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Institutions (007)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;140;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Institutions (007)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;150;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Fully adjusted exposure value (E*)";;;;;;;;;;"Institutions (007)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;160;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Institutions (007)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;170;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Institutions (007)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;180;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Institutions (007)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;190;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Institutions (007)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;200;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Exposure value";;;;;;;;;;"Institutions (007)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;215;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Institutions (007)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;220;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Institutions (007)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;010;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Original exposure pre conversion factors";;;;;;;;;;"Institutions (007)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;030;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Institutions (007)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;040;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure net of value adjustments and provisions";;;;;;;;;;"Institutions (007)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x22,EXC=eba_EC:x19,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;050;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Institutions (007)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x3,EXC=eba_EC:x19,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;060;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Institutions (007)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x13,EXC=eba_EC:x19,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;070;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Institutions (007)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x19,EXC=eba_EC:x19,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;080;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Institutions (007)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x10,EXC=eba_EC:x19,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;090;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Institutions (007)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x10,EXC=eba_EC:x19,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;100;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Institutions (007)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;110;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Institutions (007)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;120;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Institutions (007)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;130;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Institutions (007)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;140;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Institutions (007)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;150;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Fully adjusted exposure value (E*)";;;;;;;;;;"Institutions (007)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;160;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Institutions (007)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;170;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Institutions (007)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;180;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Institutions (007)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;200;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value";;;;;;;;;;"Institutions (007)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;215;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Institutions (007)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;220;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Institutions (007)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;010;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Institutions (007)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;030;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Institutions (007)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;040;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";;;;;;;;;;"Institutions (007)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x22,EXC=eba_EC:x19,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;050;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Institutions (007)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x3,EXC=eba_EC:x19,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;060;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Institutions (007)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x13,EXC=eba_EC:x19,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;070;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Institutions (007)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x19,EXC=eba_EC:x19,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;080;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Institutions (007)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x10,EXC=eba_EC:x19,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;090;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Institutions (007)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x10,EXC=eba_EC:x19,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;100;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Institutions (007)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;110;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Institutions (007)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x6,EXC=eba_EC:x19,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;120;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Institutions (007)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x6,EXC=eba_EC:x19,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;130;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Institutions (007)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x6,EXC=eba_EC:x19,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;140;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Institutions (007)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;150;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";;;;;;;;;;"Institutions (007)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;200;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Exposure value";;;;;;;;;;"Institutions (007)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;215;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Institutions (007)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;220;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Institutions (007)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;010;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Institutions (007)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;030;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Institutions (007)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;040;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";;;;;;;;;;"Institutions (007)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x22,EXC=eba_EC:x19,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;050;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Institutions (007)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x3,EXC=eba_EC:x19,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;060;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Institutions (007)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x13,EXC=eba_EC:x19,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;070;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Institutions (007)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x19,EXC=eba_EC:x19,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;080;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Institutions (007)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x10,EXC=eba_EC:x19,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;090;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Institutions (007)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x10,EXC=eba_EC:x19,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;100;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Institutions (007)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;110;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Institutions (007)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x6,EXC=eba_EC:x19,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;120;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Institutions (007)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x6,EXC=eba_EC:x19,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;130;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Institutions (007)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x6,EXC=eba_EC:x19,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;140;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Institutions (007)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;150;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";;;;;;;;;;"Institutions (007)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;160;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Institutions (007)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;170;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Institutions (007)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;180;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Institutions (007)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;190;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Institutions (007)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;200;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Exposure value";;;;;;;;;;"Institutions (007)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;215;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Institutions (007)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;220;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Institutions (007)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;010;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Original exposure pre conversion factors";;;;;;;;;;"Institutions (007)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;030;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Institutions (007)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;040;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Exposure net of value adjustments and provisions";;;;;;;;;;"Institutions (007)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x22,EXC=eba_EC:x19,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;050;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Institutions (007)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x3,EXC=eba_EC:x19,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;060;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Institutions (007)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x13,EXC=eba_EC:x19,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;070;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Institutions (007)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x19,EXC=eba_EC:x19,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;080;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Institutions (007)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x10,EXC=eba_EC:x19,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;090;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Institutions (007)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x10,EXC=eba_EC:x19,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;100;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Institutions (007)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;215;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Institutions (007)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;220;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Institutions (007)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;010;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Original exposure pre conversion factors";;;;;;;;;;"Institutions (007)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;030;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Institutions (007)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;040;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Exposure net of value adjustments and provisions";;;;;;;;;;"Institutions (007)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x22,EXC=eba_EC:x19,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;050;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Institutions (007)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x3,EXC=eba_EC:x19,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;060;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Institutions (007)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x13,EXC=eba_EC:x19,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;070;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Institutions (007)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x19,EXC=eba_EC:x19,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;080;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Institutions (007)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x10,EXC=eba_EC:x19,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;090;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Institutions (007)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x10,EXC=eba_EC:x19,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;100;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Institutions (007)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;110;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Institutions (007)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x6,EXC=eba_EC:x19,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;120;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Institutions (007)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x6,EXC=eba_EC:x19,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;130;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Institutions (007)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;010;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Original exposure pre conversion factors";;;;;;;;;;"Institutions (007)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Original exposure pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;040;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Exposure net of value adjustments and provisions";;;;;;;;;;"Institutions (007)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x22,EXC=eba_EC:x19,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;050;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Institutions (007)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x3,EXC=eba_EC:x19,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;060;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Institutions (007)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x13,EXC=eba_EC:x19,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;070;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Institutions (007)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x19,EXC=eba_EC:x19,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;080;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Institutions (007)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x10,EXC=eba_EC:x19,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;090;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Institutions (007)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x10,EXC=eba_EC:x19,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;100;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Institutions (007)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;110;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Institutions (007)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x6,EXC=eba_EC:x19,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;120;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Institutions (007)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x6,EXC=eba_EC:x19,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;130;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Institutions (007)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x6,EXC=eba_EC:x19,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;140;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Institutions (007)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;150;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Fully adjusted exposure value (E*)";;;;;;;;;;"Institutions (007)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;200;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Exposure value";;;;;;;;;;"Institutions (007)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;215;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Institutions (007)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;010;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Original exposure pre conversion factors";;;;;;;;;;"Institutions (007)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Original exposure pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;215;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Institutions (007)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;010;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Original exposure pre conversion factors";;;;;;;;;;"Institutions (007)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Original exposure pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;040;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Institutions (007)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;190;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Institutions (007)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;200;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Exposure value";;;;;;;;;;"Institutions (007)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Exposure value";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;040;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Institutions (007)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;150;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Institutions (007)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;160;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Institutions (007)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;190;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Institutions (007)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;200;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Exposure value";;;;;;;;;;"Institutions (007)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;215;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Institutions (007)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;220;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Institutions (007)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;230;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Institutions (007)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;010;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Original exposure pre conversion factors";;;;;;;;;;"Institutions (007)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;030;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Institutions (007)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;040;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Institutions (007)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;150;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Institutions (007)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;180;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Institutions (007)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;190;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Institutions (007)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;200;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Exposure value";;;;;;;;;;"Institutions (007)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;215;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Institutions (007)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;220;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Institutions (007)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;230;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Institutions (007)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;240;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Institutions (007)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;010;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Original exposure pre conversion factors";;;;;;;;;;"Institutions (007)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;030;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Institutions (007)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;040;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Institutions (007)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;150;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Institutions (007)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;170;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Institutions (007)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;180;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Institutions (007)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;190;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Institutions (007)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;200;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Exposure value";;;;;;;;;;"Institutions (007)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;215;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Institutions (007)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;220;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Institutions (007)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;230;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Institutions (007)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;240;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Institutions (007)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;150;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Institutions (007)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;160;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Institutions (007)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;170;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Institutions (007)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;180;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Institutions (007)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;190;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Institutions (007)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;200;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Exposure value";;;;;;;;;;"Institutions (007)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;215;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Institutions (007)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;220;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Institutions (007)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;230;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Institutions (007)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;240;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Institutions (007)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;010;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Original exposure pre conversion factors";;;;;;;;;;"Institutions (007)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;030;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Institutions (007)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;040;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Institutions (007)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;150;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Institutions (007)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;160;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Institutions (007)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;170;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Institutions (007)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;180;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Institutions (007)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;190;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Institutions (007)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;200;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Exposure value";;;;;;;;;;"Institutions (007)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;215;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Institutions (007)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;220;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Institutions (007)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;230;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Institutions (007)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;240;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Institutions (007)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;010;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Original exposure pre conversion factors";;;;;;;;;;"Institutions (007)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;030;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Institutions (007)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;040;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Institutions (007)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;150;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Institutions (007)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;160;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Institutions (007)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;170;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Institutions (007)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;180;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Institutions (007)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;190;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Institutions (007)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;200;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Exposure value";;;;;;;;;;"Institutions (007)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;215;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Institutions (007)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;220;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Institutions (007)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;230;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Institutions (007)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;240;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Institutions (007)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;010;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Original exposure pre conversion factors";;;;;;;;;;"Institutions (007)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;030;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Institutions (007)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;040;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Institutions (007)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;150;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Institutions (007)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;160;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Institutions (007)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;170;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Institutions (007)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;180;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Institutions (007)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;190;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Institutions (007)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;200;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Exposure value";;;;;;;;;;"Institutions (007)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;215;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Institutions (007)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;220;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Institutions (007)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;230;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Institutions (007)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;240;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Institutions (007)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;010;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Original exposure pre conversion factors";;;;;;;;;;"Institutions (007)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;030;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Institutions (007)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;040;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Institutions (007)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;150;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Institutions (007)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;160;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Institutions (007)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;170;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Institutions (007)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;180;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Institutions (007)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;190;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Institutions (007)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;200;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Exposure value";;;;;;;;;;"Institutions (007)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;215;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Institutions (007)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;220;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Institutions (007)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;230;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Institutions (007)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;240;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Institutions (007)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;010;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Original exposure pre conversion factors";;;;;;;;;;"Institutions (007)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;030;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Institutions (007)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;040;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Institutions (007)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;150;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Institutions (007)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;160;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Institutions (007)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;170;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Institutions (007)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;180;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Institutions (007)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;220;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Institutions (007)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;010;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Original exposure pre conversion factors";;;;;;;;;;"Institutions (007)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;030;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Institutions (007)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;040;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Institutions (007)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x22,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;050;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Corporates (008)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x10,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;090;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Corporates (008)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x10,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;100;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Corporates (008)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;110;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates (008)";"010";"TOTAL EXPOSURES";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x6,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;120;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Corporates (008)";"010";"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x6,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;130;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Corporates (008)";"010";"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x6,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;140;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Corporates (008)";"010";"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;150;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Fully adjusted exposure value (E*)";;;;;;;;;;"Corporates (008)";"010";"TOTAL EXPOSURES";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;160;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Corporates (008)";"010";"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;170;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Corporates (008)";"010";"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;180;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Corporates (008)";"010";"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;190;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Corporates (008)";"010";"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;200;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Exposure value";;;;;;;;;;"Corporates (008)";"010";"TOTAL EXPOSURES";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;215;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates (008)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;220;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates (008)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;230;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Corporates (008)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;240;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Corporates (008)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;010;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Original exposure pre conversion factors";;;;;;;;;;"Corporates (008)";"010#020";"TOTAL EXPOSURES#of which: SME";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;030;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Corporates (008)";"010#020";"TOTAL EXPOSURES#of which: SME";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;040;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Exposure net of value adjustments and provisions";;;;;;;;;;"Corporates (008)";"010#020";"TOTAL EXPOSURES#of which: SME";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x22,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;050;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Corporates (008)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x3,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;060;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Corporates (008)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x13,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;070;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Corporates (008)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x19,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;080;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Corporates (008)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;090;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Corporates (008)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;100;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Corporates (008)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;110;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates (008)";"010#020";"TOTAL EXPOSURES#of which: SME";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x6,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;120;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Corporates (008)";"010#020";"TOTAL EXPOSURES#of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x6,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;130;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Corporates (008)";"010#020";"TOTAL EXPOSURES#of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x6,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;140;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Corporates (008)";"010#020";"TOTAL EXPOSURES#of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;150;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Fully adjusted exposure value (E*)";;;;;;;;;;"Corporates (008)";"010#020";"TOTAL EXPOSURES#of which: SME";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;160;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Corporates (008)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;170;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Corporates (008)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;180;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Corporates (008)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;190;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Corporates (008)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;200;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Exposure value";;;;;;;;;;"Corporates (008)";"010#020";"TOTAL EXPOSURES#of which: SME";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;215;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates (008)";"010#020";"TOTAL EXPOSURES#of which: SME";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;220;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates (008)";"010#020";"TOTAL EXPOSURES#of which: SME";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x49,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;010;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Original exposure pre conversion factors";;;;;;;;;;"Corporates (008)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x49,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;030;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Corporates (008)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x49,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;040;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Exposure net of value adjustments and provisions";;;;;;;;;;"Corporates (008)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x49,CRM=eba_CP:x22,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;050;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Corporates (008)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x49,CRM=eba_CP:x3,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;060;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Corporates (008)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x49,CRM=eba_CP:x13,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;070;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Corporates (008)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x49,CRM=eba_CP:x19,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;080;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Corporates (008)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x49,CRM=eba_CP:x10,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;090;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Corporates (008)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x49,CRM=eba_CP:x10,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;100;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Corporates (008)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x49,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;110;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates (008)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x49,CRM=eba_CP:x6,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;120;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Corporates (008)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x49,CRM=eba_CP:x6,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;130;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Corporates (008)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x49,CRM=eba_CP:x6,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;140;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Corporates (008)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x49,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;150;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Fully adjusted exposure value (E*)";;;;;;;;;;"Corporates (008)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x51,CPZ=eba_CT:x49,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;160;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Corporates (008)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x51,CPZ=eba_CT:x49,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;170;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Corporates (008)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x51,CPZ=eba_CT:x49,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;180;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Corporates (008)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x51,CPZ=eba_CT:x49,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;190;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Corporates (008)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x49,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;200;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Exposure value";;;;;;;;;;"Corporates (008)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x49,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;215;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates (008)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x49,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;220;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates (008)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;010;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Original exposure pre conversion factors";;;;;;;;;;"Corporates (008)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;030;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Corporates (008)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;040;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Exposure net of value adjustments and provisions";;;;;;;;;;"Corporates (008)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x22,EXC=eba_EC:x17,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;050;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Corporates (008)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x3,EXC=eba_EC:x17,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;060;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Corporates (008)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x13,EXC=eba_EC:x17,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;070;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Corporates (008)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x19,EXC=eba_EC:x17,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;080;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Corporates (008)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x10,EXC=eba_EC:x17,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;090;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Corporates (008)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x10,EXC=eba_EC:x17,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;100;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Corporates (008)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;110;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates (008)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x6,EXC=eba_EC:x17,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;120;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Corporates (008)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x6,EXC=eba_EC:x17,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;130;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Corporates (008)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x6,EXC=eba_EC:x17,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;140;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Corporates (008)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;150;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Fully adjusted exposure value (E*)";;;;;;;;;;"Corporates (008)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x51,EXC=eba_EC:x17,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;160;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Corporates (008)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x51,EXC=eba_EC:x17,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;170;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Corporates (008)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x51,EXC=eba_EC:x17,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;180;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Corporates (008)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x51,EXC=eba_EC:x17,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;190;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Corporates (008)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;200;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Exposure value";;;;;;;;;;"Corporates (008)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;215;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates (008)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;220;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates (008)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;010;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Original exposure pre conversion factors";;;;;;;;;;"Corporates (008)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;030;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Corporates (008)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;040;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Exposure net of value adjustments and provisions";;;;;;;;;;"Corporates (008)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x22,EXC=eba_EC:x17,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;050;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Corporates (008)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x3,EXC=eba_EC:x17,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;060;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Corporates (008)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x13,EXC=eba_EC:x17,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;070;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Corporates (008)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x19,EXC=eba_EC:x17,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;080;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Corporates (008)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x10,EXC=eba_EC:x17,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;090;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Corporates (008)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x10,EXC=eba_EC:x17,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;100;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Corporates (008)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;110;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates (008)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x6,EXC=eba_EC:x17,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;120;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Corporates (008)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x6,EXC=eba_EC:x17,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;130;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Corporates (008)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x6,EXC=eba_EC:x17,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;140;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Corporates (008)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;150;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Fully adjusted exposure value (E*)";;;;;;;;;;"Corporates (008)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;160;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Corporates (008)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;170;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Corporates (008)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;180;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Corporates (008)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;190;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Corporates (008)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;200;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Exposure value";;;;;;;;;;"Corporates (008)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;215;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates (008)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;220;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates (008)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;010;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Original exposure pre conversion factors";;;;;;;;;;"Corporates (008)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;030;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Corporates (008)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;040;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure net of value adjustments and provisions";;;;;;;;;;"Corporates (008)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x22,EXC=eba_EC:x17,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;050;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Corporates (008)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x3,EXC=eba_EC:x17,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;060;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Corporates (008)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x13,EXC=eba_EC:x17,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;070;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Corporates (008)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x19,EXC=eba_EC:x17,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;080;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Corporates (008)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x10,EXC=eba_EC:x17,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;090;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Corporates (008)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x10,EXC=eba_EC:x17,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;100;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Corporates (008)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;110;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates (008)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x6,EXC=eba_EC:x17,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;120;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Corporates (008)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x6,EXC=eba_EC:x17,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;130;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Corporates (008)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x6,EXC=eba_EC:x17,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;140;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Corporates (008)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;150;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Fully adjusted exposure value (E*)";;;;;;;;;;"Corporates (008)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;160;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Corporates (008)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;170;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Corporates (008)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;180;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Corporates (008)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;190;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Corporates (008)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;200;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value";;;;;;;;;;"Corporates (008)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;215;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates (008)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;220;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates (008)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;010;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Corporates (008)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;030;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Corporates (008)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;040;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";;;;;;;;;;"Corporates (008)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x22,EXC=eba_EC:x17,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;050;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Corporates (008)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x3,EXC=eba_EC:x17,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;060;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Corporates (008)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x13,EXC=eba_EC:x17,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;070;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Corporates (008)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x19,EXC=eba_EC:x17,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;080;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Corporates (008)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x10,EXC=eba_EC:x17,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;090;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Corporates (008)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x10,EXC=eba_EC:x17,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;100;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Corporates (008)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;110;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates (008)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x6,EXC=eba_EC:x17,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;120;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Corporates (008)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x6,EXC=eba_EC:x17,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;130;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Corporates (008)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x6,EXC=eba_EC:x17,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;140;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Corporates (008)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;150;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";;;;;;;;;;"Corporates (008)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;200;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Exposure value";;;;;;;;;;"Corporates (008)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;215;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates (008)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;220;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates (008)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;010;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Corporates (008)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;030;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Corporates (008)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;040;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";;;;;;;;;;"Corporates (008)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x22,EXC=eba_EC:x17,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;050;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Corporates (008)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x3,EXC=eba_EC:x17,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;060;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Corporates (008)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x13,EXC=eba_EC:x17,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;070;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Corporates (008)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x19,EXC=eba_EC:x17,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;080;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Corporates (008)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x10,EXC=eba_EC:x17,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;090;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Corporates (008)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x10,EXC=eba_EC:x17,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;100;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Corporates (008)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;110;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates (008)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x6,EXC=eba_EC:x17,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;120;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Corporates (008)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x6,EXC=eba_EC:x17,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;130;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Corporates (008)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x6,EXC=eba_EC:x17,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;140;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Corporates (008)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;150;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";;;;;;;;;;"Corporates (008)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;160;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Corporates (008)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;170;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Corporates (008)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;190;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Corporates (008)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;200;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Exposure value";;;;;;;;;;"Corporates (008)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;215;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates (008)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;220;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates (008)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;010;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Original exposure pre conversion factors";;;;;;;;;;"Corporates (008)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;030;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Corporates (008)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;040;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Exposure net of value adjustments and provisions";;;;;;;;;;"Corporates (008)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x22,EXC=eba_EC:x17,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;050;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Corporates (008)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x3,EXC=eba_EC:x17,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;060;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Corporates (008)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x13,EXC=eba_EC:x17,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;070;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Corporates (008)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x19,EXC=eba_EC:x17,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;080;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Corporates (008)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x10,EXC=eba_EC:x17,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;090;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Corporates (008)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x10,EXC=eba_EC:x17,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;100;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Corporates (008)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;110;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates (008)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x6,EXC=eba_EC:x17,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;120;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Corporates (008)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x6,EXC=eba_EC:x17,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;130;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Corporates (008)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x6,EXC=eba_EC:x17,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;140;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Corporates (008)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;150;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Fully adjusted exposure value (E*)";;;;;;;;;;"Corporates (008)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;200;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Exposure value";;;;;;;;;;"Corporates (008)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;215;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates (008)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;220;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates (008)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x307,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;100;010;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"Original exposure pre conversion factors";;;;;;;;;;"Corporates (008)";"065#085#090#100";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions#Of which: Centrally cleared through a QCCP";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x307,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;100;030;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Corporates (008)";"065#085#090#100";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions#Of which: Centrally cleared through a QCCP";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x307,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;100;200;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"Exposure value";;;;;;;;;;"Corporates (008)";"065#085#090#100";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions#Of which: Centrally cleared through a QCCP";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;010;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Original exposure pre conversion factors";;;;;;;;;;"Corporates (008)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;030;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Corporates (008)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;040;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Exposure net of value adjustments and provisions";;;;;;;;;;"Corporates (008)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x22,EXC=eba_EC:x17,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;050;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Corporates (008)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x3,EXC=eba_EC:x17,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;060;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Corporates (008)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x13,EXC=eba_EC:x17,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;070;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Corporates (008)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x19,EXC=eba_EC:x17,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;080;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Corporates (008)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x10,EXC=eba_EC:x17,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;090;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Corporates (008)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x10,EXC=eba_EC:x17,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;100;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Corporates (008)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;110;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates (008)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x6,EXC=eba_EC:x17,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;120;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Corporates (008)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x6,EXC=eba_EC:x17,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;130;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Corporates (008)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x6,EXC=eba_EC:x17,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;140;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Corporates (008)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;150;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Fully adjusted exposure value (E*)";;;;;;;;;;"Corporates (008)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;200;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Exposure value";;;;;;;;;;"Corporates (008)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;215;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates (008)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;220;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates (008)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x101,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;120;010;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"Original exposure pre conversion factors";;;;;;;;;;"Corporates (008)";"065#085#110#120";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions#Of which: Centrally cleared through a QCCP";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x101,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;120;030;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Corporates (008)";"065#085#110#120";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions#Of which: Centrally cleared through a QCCP";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x101,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;120;200;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"Exposure value";;;;;;;;;;"Corporates (008)";"065#085#110#120";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions#Of which: Centrally cleared through a QCCP";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;010;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Original exposure pre conversion factors";;;;;;;;;;"Corporates (008)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;030;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Corporates (008)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;040;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Exposure net of value adjustments and provisions";;;;;;;;;;"Corporates (008)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x22,EXC=eba_EC:x17,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;050;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Corporates (008)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x3,EXC=eba_EC:x17,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;060;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Corporates (008)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x13,EXC=eba_EC:x17,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;070;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Corporates (008)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x19,EXC=eba_EC:x17,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;080;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Corporates (008)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x10,EXC=eba_EC:x17,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;090;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Corporates (008)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x10,EXC=eba_EC:x17,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;100;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Corporates (008)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;110;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates (008)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x6,EXC=eba_EC:x17,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;120;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Corporates (008)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x6,EXC=eba_EC:x17,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;130;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Corporates (008)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x6,EXC=eba_EC:x17,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;140;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Corporates (008)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;150;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Fully adjusted exposure value (E*)";;;;;;;;;;"Corporates (008)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;200;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Exposure value";;;;;;;;;;"Corporates (008)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;215;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates (008)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;220;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates (008)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;010;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Original exposure pre conversion factors";;;;;;;;;;"Corporates (008)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;030;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Corporates (008)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;040;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Corporates (008)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;150;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Corporates (008)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;160;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Corporates (008)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;170;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Corporates (008)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;180;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Corporates (008)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;190;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Corporates (008)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;200;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Exposure value";;;;;;;;;;"Corporates (008)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;215;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates (008)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;220;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates (008)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;230;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Corporates (008)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;240;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Corporates (008)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;010;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Original exposure pre conversion factors";;;;;;;;;;"Corporates (008)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;030;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Corporates (008)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;040;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Corporates (008)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;150;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Corporates (008)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;160;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Corporates (008)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;170;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Corporates (008)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;180;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Corporates (008)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;190;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Corporates (008)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;200;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Exposure value";;;;;;;;;;"Corporates (008)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;215;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates (008)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;220;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates (008)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;230;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Corporates (008)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;240;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Corporates (008)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;010;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Original exposure pre conversion factors";;;;;;;;;;"Corporates (008)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;030;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Corporates (008)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;040;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Corporates (008)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;150;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Corporates (008)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;160;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Corporates (008)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;170;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Corporates (008)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;180;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Corporates (008)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;190;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Corporates (008)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;200;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Exposure value";;;;;;;;;;"Corporates (008)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;215;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates (008)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;220;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates (008)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;230;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Corporates (008)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;240;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Corporates (008)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;010;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Original exposure pre conversion factors";;;;;;;;;;"Corporates (008)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;030;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Corporates (008)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;040;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Corporates (008)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;150;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Corporates (008)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;160;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Corporates (008)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;170;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Corporates (008)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;180;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Corporates (008)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;190;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Corporates (008)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;200;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Exposure value";;;;;;;;;;"Corporates (008)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;215;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates (008)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;220;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates (008)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;230;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Corporates (008)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;240;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Corporates (008)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;010;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Original exposure pre conversion factors";;;;;;;;;;"Corporates (008)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;030;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Corporates (008)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;040;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Corporates (008)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;150;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Corporates (008)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;160;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Corporates (008)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;170;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Corporates (008)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;180;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Corporates (008)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;190;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Corporates (008)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;200;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Exposure value";;;;;;;;;;"Corporates (008)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;215;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates (008)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;220;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates (008)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;230;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Corporates (008)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;240;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Corporates (008)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;010;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Original exposure pre conversion factors";;;;;;;;;;"Corporates (008)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;030;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Corporates (008)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;040;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Corporates (008)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;150;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Corporates (008)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;160;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Corporates (008)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;170;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Corporates (008)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;180;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Corporates (008)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;190;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Corporates (008)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;200;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Exposure value";;;;;;;;;;"Corporates (008)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;215;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates (008)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;220;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates (008)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;230;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Corporates (008)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;240;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Corporates (008)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;010;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Original exposure pre conversion factors";;;;;;;;;;"Corporates (008)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;030;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Corporates (008)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;040;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Corporates (008)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;150;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Corporates (008)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;160;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Corporates (008)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;170;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Corporates (008)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;180;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Corporates (008)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;190;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Corporates (008)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;200;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Exposure value";;;;;;;;;;"Corporates (008)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;215;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates (008)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;220;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates (008)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;230;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Corporates (008)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;240;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Corporates (008)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;150;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Corporates (008)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;160;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Corporates (008)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;170;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Corporates (008)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;180;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Corporates (008)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;190;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Corporates (008)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;200;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Exposure value";;;;;;;;;;"Corporates (008)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;215;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates (008)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;220;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates (008)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;230;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Corporates (008)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;240;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Corporates (008)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;010;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Original exposure pre conversion factors";;;;;;;;;;"Corporates (008)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;030;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Corporates (008)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;040;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Corporates (008)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;150;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Corporates (008)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;160;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Corporates (008)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;170;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Corporates (008)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;180;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Corporates (008)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;190;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Corporates (008)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;200;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Exposure value";;;;;;;;;;"Corporates (008)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;215;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates (008)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;220;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates (008)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;230;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Corporates (008)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;240;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Corporates (008)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;010;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Original exposure pre conversion factors";;;;;;;;;;"Corporates (008)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;030;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Corporates (008)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;040;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Corporates (008)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;150;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Corporates (008)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;160;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Corporates (008)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;170;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Corporates (008)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;180;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Corporates (008)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;190;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Corporates (008)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;200;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Exposure value";;;;;;;;;;"Corporates (008)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;215;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates (008)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;220;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates (008)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;230;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Corporates (008)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;240;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Corporates (008)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;010;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Original exposure pre conversion factors";;;;;;;;;;"Corporates (008)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;030;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Corporates (008)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;040;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Corporates (008)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;150;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Corporates (008)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;160;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Corporates (008)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;170;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Corporates (008)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;180;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Corporates (008)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;190;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Corporates (008)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;200;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Exposure value";;;;;;;;;;"Corporates (008)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;215;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates (008)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;220;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates (008)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;230;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Corporates (008)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;240;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Corporates (008)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;010;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Original exposure pre conversion factors";;;;;;;;;;"Corporates (008)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;030;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Corporates (008)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;040;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Corporates (008)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;150;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Corporates (008)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;160;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Corporates (008)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;170;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Corporates (008)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;180;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Corporates (008)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;190;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Corporates (008)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;200;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Exposure value";;;;;;;;;;"Corporates (008)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;215;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates (008)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;220;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates (008)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;230;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Corporates (008)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;240;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Corporates (008)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;010;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Original exposure pre conversion factors";;;;;;;;;;"Corporates (008)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;030;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Corporates (008)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;040;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Corporates (008)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;150;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Corporates (008)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;160;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Corporates (008)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;170;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Corporates (008)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;180;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Corporates (008)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;190;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Corporates (008)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;200;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Exposure value";;;;;;;;;;"Corporates (008)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;215;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates (008)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;220;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates (008)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;230;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Corporates (008)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;240;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Corporates (008)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;010;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Original exposure pre conversion factors";;;;;;;;;;"Corporates (008)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;030;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Corporates (008)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;040;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Corporates (008)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;215;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates (008)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;040;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Exposure net of value adjustments and provisions";;;;;;;;;;"Corporates (008)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Exposure net of value adjustments and provisions";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;160;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Corporates (008)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;170;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Corporates (008)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;180;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Corporates (008)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;190;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Corporates (008)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;200;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Exposure value";;;;;;;;;;"Corporates (008)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;215;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates (008)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;220;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates (008)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;240;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Corporates (008)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;010;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Original exposure pre conversion factors";;;;;;;;;;"Retail (009)";"010";"TOTAL EXPOSURES";"Original exposure pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;040;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Exposure net of value adjustments and provisions";;;;;;;;;;"Retail (009)";"010";"TOTAL EXPOSURES";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;050;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Retail (009)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x3,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;060;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Retail (009)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x13,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;070;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Retail (009)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x19,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;080;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Retail (009)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x10,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;090;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Retail (009)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x10,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;100;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Retail (009)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;110;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail (009)";"010";"TOTAL EXPOSURES";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x6,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;120;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Retail (009)";"010";"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x6,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;130;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Retail (009)";"010";"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x6,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;140;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Retail (009)";"010";"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;150;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Fully adjusted exposure value (E*)";;;;;;;;;;"Retail (009)";"010";"TOTAL EXPOSURES";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;160;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Retail (009)";"010";"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;170;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Retail (009)";"010";"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;180;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Retail (009)";"010";"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;190;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Retail (009)";"010";"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;200;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Exposure value";;;;;;;;;;"Retail (009)";"010";"TOTAL EXPOSURES";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;215;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail (009)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;220;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail (009)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;230;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Retail (009)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;240;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Retail (009)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;010;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Original exposure pre conversion factors";;;;;;;;;;"Retail (009)";"010#020";"TOTAL EXPOSURES#of which: SME";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;030;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Retail (009)";"010#020";"TOTAL EXPOSURES#of which: SME";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;040;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Exposure net of value adjustments and provisions";;;;;;;;;;"Retail (009)";"010#020";"TOTAL EXPOSURES#of which: SME";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;050;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Retail (009)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x3,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;060;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Retail (009)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x13,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;070;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Retail (009)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x19,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;080;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Retail (009)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;090;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Retail (009)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;100;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Retail (009)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;110;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail (009)";"010#020";"TOTAL EXPOSURES#of which: SME";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x6,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;120;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Retail (009)";"010#020";"TOTAL EXPOSURES#of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x6,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;130;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Retail (009)";"010#020";"TOTAL EXPOSURES#of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x6,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;140;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Retail (009)";"010#020";"TOTAL EXPOSURES#of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;150;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Fully adjusted exposure value (E*)";;;;;;;;;;"Retail (009)";"010#020";"TOTAL EXPOSURES#of which: SME";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;160;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Retail (009)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;170;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Retail (009)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;180;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Retail (009)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;190;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Retail (009)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;200;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Exposure value";;;;;;;;;;"Retail (009)";"010#020";"TOTAL EXPOSURES#of which: SME";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;215;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail (009)";"010#020";"TOTAL EXPOSURES#of which: SME";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;220;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail (009)";"010#020";"TOTAL EXPOSURES#of which: SME";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x49,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;010;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Original exposure pre conversion factors";;;;;;;;;;"Retail (009)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x49,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;030;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Retail (009)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x49,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;040;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Exposure net of value adjustments and provisions";;;;;;;;;;"Retail (009)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x49,CRM=eba_CP:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;050;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Retail (009)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x49,CRM=eba_CP:x3,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;060;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Retail (009)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x49,CRM=eba_CP:x13,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;070;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Retail (009)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x49,CRM=eba_CP:x19,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;080;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Retail (009)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x49,CRM=eba_CP:x10,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;090;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Retail (009)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x49,CRM=eba_CP:x10,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;100;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Retail (009)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x49,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;110;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail (009)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x49,CRM=eba_CP:x6,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;120;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Retail (009)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x49,CRM=eba_CP:x6,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;130;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Retail (009)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x49,CRM=eba_CP:x6,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;140;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Retail (009)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x49,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;150;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Fully adjusted exposure value (E*)";;;;;;;;;;"Retail (009)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x22,CPZ=eba_CT:x49,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;160;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Retail (009)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x22,CPZ=eba_CT:x49,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;170;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Retail (009)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x22,CPZ=eba_CT:x49,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;180;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Retail (009)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x22,CPZ=eba_CT:x49,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;190;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Retail (009)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x49,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;200;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Exposure value";;;;;;;;;;"Retail (009)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x49,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;215;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail (009)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x49,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;220;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail (009)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;010;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Original exposure pre conversion factors";;;;;;;;;;"Retail (009)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;030;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Retail (009)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;040;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Exposure net of value adjustments and provisions";;;;;;;;;;"Retail (009)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x22,EXC=eba_EC:x26,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;050;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Retail (009)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x3,EXC=eba_EC:x26,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;060;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Retail (009)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x13,EXC=eba_EC:x26,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;070;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Retail (009)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x19,EXC=eba_EC:x26,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;080;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Retail (009)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x10,EXC=eba_EC:x26,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;090;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Retail (009)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x10,EXC=eba_EC:x26,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;100;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Retail (009)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;110;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail (009)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x6,EXC=eba_EC:x26,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;120;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Retail (009)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x6,EXC=eba_EC:x26,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;130;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Retail (009)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;150;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Fully adjusted exposure value (E*)";;;;;;;;;;"Retail (009)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Fully adjusted exposure value (E*)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x22,EXC=eba_EC:x26,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;170;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Retail (009)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x22,EXC=eba_EC:x26,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;180;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Retail (009)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x22,EXC=eba_EC:x26,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;190;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Retail (009)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;200;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Exposure value";;;;;;;;;;"Retail (009)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;215;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail (009)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;220;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail (009)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;010;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Original exposure pre conversion factors";;;;;;;;;;"Retail (009)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;030;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Retail (009)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;040;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Exposure net of value adjustments and provisions";;;;;;;;;;"Retail (009)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;050;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Retail (009)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x3,EXC=eba_EC:x26,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;060;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Retail (009)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x13,EXC=eba_EC:x26,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;070;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Retail (009)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x19,EXC=eba_EC:x26,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;080;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Retail (009)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x10,EXC=eba_EC:x26,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;090;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Retail (009)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x10,EXC=eba_EC:x26,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;100;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Retail (009)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;110;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail (009)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x6,EXC=eba_EC:x26,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;120;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Retail (009)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x6,EXC=eba_EC:x26,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;130;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Retail (009)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x6,EXC=eba_EC:x26,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;140;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Retail (009)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;150;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Fully adjusted exposure value (E*)";;;;;;;;;;"Retail (009)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Fully adjusted exposure value (E*)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;190;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Retail (009)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;200;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Exposure value";;;;;;;;;;"Retail (009)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;215;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail (009)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;220;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail (009)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;010;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Original exposure pre conversion factors";;;;;;;;;;"Retail (009)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;030;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Retail (009)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;040;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure net of value adjustments and provisions";;;;;;;;;;"Retail (009)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;050;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Retail (009)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x3,EXC=eba_EC:x26,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;060;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Retail (009)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x13,EXC=eba_EC:x26,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;070;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Retail (009)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x19,EXC=eba_EC:x26,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;080;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Retail (009)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x10,EXC=eba_EC:x26,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;090;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Retail (009)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x10,EXC=eba_EC:x26,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;100;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Retail (009)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;110;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail (009)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x6,EXC=eba_EC:x26,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;120;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Retail (009)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x6,EXC=eba_EC:x26,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;130;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Retail (009)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x6,EXC=eba_EC:x26,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;140;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Retail (009)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;150;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Fully adjusted exposure value (E*)";;;;;;;;;;"Retail (009)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;160;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Retail (009)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;170;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Retail (009)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;180;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Retail (009)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;190;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Retail (009)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;200;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value";;;;;;;;;;"Retail (009)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;215;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail (009)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;220;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail (009)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;010;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Retail (009)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;030;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Retail (009)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;040;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";;;;;;;;;;"Retail (009)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x22,EXC=eba_EC:x26,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;050;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Retail (009)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x3,EXC=eba_EC:x26,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;060;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Retail (009)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x13,EXC=eba_EC:x26,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;070;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Retail (009)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x19,EXC=eba_EC:x26,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;080;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Retail (009)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x10,EXC=eba_EC:x26,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;090;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Retail (009)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x10,EXC=eba_EC:x26,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;100;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Retail (009)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;110;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail (009)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x6,EXC=eba_EC:x26,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;120;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Retail (009)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x6,EXC=eba_EC:x26,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;130;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Retail (009)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x6,EXC=eba_EC:x26,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;140;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Retail (009)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;150;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";;;;;;;;;;"Retail (009)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;200;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Exposure value";;;;;;;;;;"Retail (009)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;215;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail (009)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;220;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail (009)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;010;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Retail (009)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;030;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Retail (009)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;040;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";;;;;;;;;;"Retail (009)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x22,EXC=eba_EC:x26,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;050;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Retail (009)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x3,EXC=eba_EC:x26,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;060;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Retail (009)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x13,EXC=eba_EC:x26,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;070;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Retail (009)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x19,EXC=eba_EC:x26,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;080;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Retail (009)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x10,EXC=eba_EC:x26,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;090;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Retail (009)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x10,EXC=eba_EC:x26,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;100;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Retail (009)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;110;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail (009)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x6,EXC=eba_EC:x26,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;120;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Retail (009)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x6,EXC=eba_EC:x26,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;130;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Retail (009)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x6,EXC=eba_EC:x26,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;140;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Retail (009)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;150;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";;;;;;;;;;"Retail (009)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;160;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Retail (009)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;170;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Retail (009)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;180;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Retail (009)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;190;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Retail (009)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;200;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Exposure value";;;;;;;;;;"Retail (009)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;215;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail (009)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;220;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail (009)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;010;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Original exposure pre conversion factors";;;;;;;;;;"Retail (009)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;030;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Retail (009)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;040;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Exposure net of value adjustments and provisions";;;;;;;;;;"Retail (009)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x22,EXC=eba_EC:x26,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;050;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Retail (009)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x3,EXC=eba_EC:x26,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;060;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Retail (009)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x10,EXC=eba_EC:x26,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;100;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Retail (009)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;110;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail (009)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;150;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Fully adjusted exposure value (E*)";;;;;;;;;;"Retail (009)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Fully adjusted exposure value (E*)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;215;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail (009)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;220;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail (009)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x307,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;100;010;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"Original exposure pre conversion factors";;;;;;;;;;"Retail (009)";"065#085#090#100";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions#Of which: Centrally cleared through a QCCP";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x307,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;100;030;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Retail (009)";"065#085#090#100";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions#Of which: Centrally cleared through a QCCP";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x307,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;100;200;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"Exposure value";;;;;;;;;;"Retail (009)";"065#085#090#100";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions#Of which: Centrally cleared through a QCCP";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;010;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Original exposure pre conversion factors";;;;;;;;;;"Retail (009)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;030;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Retail (009)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;040;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Exposure net of value adjustments and provisions";;;;;;;;;;"Retail (009)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x22,EXC=eba_EC:x26,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;050;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Retail (009)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x3,EXC=eba_EC:x26,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;060;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Retail (009)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x13,EXC=eba_EC:x26,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;070;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Retail (009)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x19,EXC=eba_EC:x26,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;080;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Retail (009)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x10,EXC=eba_EC:x26,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;090;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Retail (009)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x10,EXC=eba_EC:x26,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;100;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Retail (009)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;110;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail (009)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x6,EXC=eba_EC:x26,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;120;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Retail (009)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x6,EXC=eba_EC:x26,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;130;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Retail (009)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x6,EXC=eba_EC:x26,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;140;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Retail (009)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;150;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Fully adjusted exposure value (E*)";;;;;;;;;;"Retail (009)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;200;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Exposure value";;;;;;;;;;"Retail (009)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;215;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail (009)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;220;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail (009)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x101,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;120;010;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"Original exposure pre conversion factors";;;;;;;;;;"Retail (009)";"065#085#110#120";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions#Of which: Centrally cleared through a QCCP";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x101,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;120;030;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Retail (009)";"065#085#110#120";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions#Of which: Centrally cleared through a QCCP";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x101,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;120;200;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"Exposure value";;;;;;;;;;"Retail (009)";"065#085#110#120";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions#Of which: Centrally cleared through a QCCP";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;010;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Original exposure pre conversion factors";;;;;;;;;;"Retail (009)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;030;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Retail (009)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;040;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Exposure net of value adjustments and provisions";;;;;;;;;;"Retail (009)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x22,EXC=eba_EC:x26,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;050;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Retail (009)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x3,EXC=eba_EC:x26,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;060;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Retail (009)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x13,EXC=eba_EC:x26,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;070;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Retail (009)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x19,EXC=eba_EC:x26,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;080;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Retail (009)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x10,EXC=eba_EC:x26,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;090;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Retail (009)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x10,EXC=eba_EC:x26,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;100;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Retail (009)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;110;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail (009)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x6,EXC=eba_EC:x26,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;120;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Retail (009)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x6,EXC=eba_EC:x26,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;130;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Retail (009)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x6,EXC=eba_EC:x26,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;140;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Retail (009)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;150;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Fully adjusted exposure value (E*)";;;;;;;;;;"Retail (009)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;200;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Exposure value";;;;;;;;;;"Retail (009)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;215;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail (009)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;220;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail (009)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;010;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Original exposure pre conversion factors";;;;;;;;;;"Retail (009)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;030;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Retail (009)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;040;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Retail (009)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;150;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Retail (009)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;160;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Retail (009)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;170;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Retail (009)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;180;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Retail (009)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;190;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Retail (009)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;200;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Exposure value";;;;;;;;;;"Retail (009)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;215;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail (009)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;220;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail (009)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;230;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Retail (009)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;240;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Retail (009)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;010;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Original exposure pre conversion factors";;;;;;;;;;"Retail (009)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;030;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Retail (009)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;040;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Retail (009)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;150;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Retail (009)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;160;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Retail (009)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;170;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Retail (009)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;190;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Retail (009)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;200;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Exposure value";;;;;;;;;;"Retail (009)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;215;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail (009)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;230;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Retail (009)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;010;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Original exposure pre conversion factors";;;;;;;;;;"Retail (009)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;030;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Retail (009)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;040;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Retail (009)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;150;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Retail (009)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;180;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Retail (009)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;190;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Retail (009)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;200;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Exposure value";;;;;;;;;;"Retail (009)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;215;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail (009)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;220;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail (009)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;230;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Retail (009)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;010;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Original exposure pre conversion factors";;;;;;;;;;"Retail (009)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;030;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Retail (009)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;040;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Retail (009)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;150;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Retail (009)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;170;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Retail (009)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;180;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Retail (009)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;190;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Retail (009)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;200;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Exposure value";;;;;;;;;;"Retail (009)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;215;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail (009)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;220;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail (009)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;230;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Retail (009)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;240;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Retail (009)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;010;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Original exposure pre conversion factors";;;;;;;;;;"Retail (009)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;030;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Retail (009)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;040;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Retail (009)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;150;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Retail (009)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;160;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Retail (009)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;170;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Retail (009)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;180;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Retail (009)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;190;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Retail (009)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;200;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Exposure value";;;;;;;;;;"Retail (009)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;215;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail (009)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;220;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail (009)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;230;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Retail (009)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;240;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Retail (009)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;010;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Original exposure pre conversion factors";;;;;;;;;;"Retail (009)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;030;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Retail (009)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;040;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Retail (009)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;150;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Retail (009)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;160;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Retail (009)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;170;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Retail (009)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;180;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Retail (009)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;190;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Retail (009)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;200;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Exposure value";;;;;;;;;;"Retail (009)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;215;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail (009)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;220;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail (009)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;230;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Retail (009)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;240;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Retail (009)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;010;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Original exposure pre conversion factors";;;;;;;;;;"Retail (009)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;030;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Retail (009)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;040;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Retail (009)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;150;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Retail (009)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;160;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Retail (009)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;170;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Retail (009)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;180;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Retail (009)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;190;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Retail (009)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;200;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Exposure value";;;;;;;;;;"Retail (009)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;215;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail (009)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;220;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail (009)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;230;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Retail (009)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;240;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Retail (009)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;150;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Retail (009)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;160;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Retail (009)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;170;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Retail (009)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;180;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Retail (009)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;190;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Retail (009)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;200;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Exposure value";;;;;;;;;;"Retail (009)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;215;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail (009)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;220;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail (009)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;230;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Retail (009)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;240;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Retail (009)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;010;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Original exposure pre conversion factors";;;;;;;;;;"Retail (009)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;030;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Retail (009)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;040;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Retail (009)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;150;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Retail (009)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;160;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Retail (009)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;170;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Retail (009)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;180;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Retail (009)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;190;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Retail (009)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;200;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Exposure value";;;;;;;;;;"Retail (009)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;215;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail (009)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;220;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail (009)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;230;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Retail (009)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;240;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Retail (009)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;010;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Original exposure pre conversion factors";;;;;;;;;;"Retail (009)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;030;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Retail (009)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;040;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Retail (009)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;150;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Retail (009)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;160;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Retail (009)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;170;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Retail (009)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;180;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Retail (009)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;190;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Retail (009)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;200;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Exposure value";;;;;;;;;;"Retail (009)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;215;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail (009)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;220;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail (009)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;230;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Retail (009)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;240;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Retail (009)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;010;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Original exposure pre conversion factors";;;;;;;;;;"Retail (009)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;030;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Retail (009)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;040;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Retail (009)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;150;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Retail (009)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;160;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Retail (009)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;170;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Retail (009)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;180;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Retail (009)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;190;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Retail (009)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;200;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Exposure value";;;;;;;;;;"Retail (009)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;215;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail (009)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;220;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail (009)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;230;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Retail (009)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;240;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Retail (009)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;010;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Original exposure pre conversion factors";;;;;;;;;;"Retail (009)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;030;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Retail (009)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;040;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Retail (009)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;150;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Retail (009)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;160;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Retail (009)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;170;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Retail (009)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;180;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Retail (009)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;190;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Retail (009)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;200;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Exposure value";;;;;;;;;;"Retail (009)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;215;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail (009)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;220;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail (009)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;230;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Retail (009)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;240;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Retail (009)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;010;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Original exposure pre conversion factors";;;;;;;;;;"Retail (009)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;030;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Retail (009)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;040;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Retail (009)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;150;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Retail (009)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;160;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Retail (009)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;170;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Retail (009)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;180;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Retail (009)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;190;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Retail (009)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;200;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Exposure value";;;;;;;;;;"Retail (009)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;215;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail (009)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;220;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail (009)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;230;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Retail (009)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;240;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Retail (009)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;010;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Original exposure pre conversion factors";;;;;;;;;;"Retail (009)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;030;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Retail (009)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;040;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Retail (009)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;150;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Retail (009)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;160;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Retail (009)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;170;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Retail (009)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;180;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Retail (009)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;190;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Retail (009)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;200;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Exposure value";;;;;;;;;;"Retail (009)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Exposure value";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;220;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail (009)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;170;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Retail (009)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;180;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Retail (009)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;190;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Retail (009)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;200;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Exposure value";;;;;;;;;;"Retail (009)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;215;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail (009)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;220;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail (009)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;230;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Retail (009)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;010;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Original exposure pre conversion factors";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010";"TOTAL EXPOSURES";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;030;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010";"TOTAL EXPOSURES";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;040;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Exposure net of value adjustments and provisions";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010";"TOTAL EXPOSURES";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;050;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Secured by mortgages on immovable property (010)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;060;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Secured by mortgages on immovable property (010)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;070;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Secured by mortgages on immovable property (010)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;080;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Secured by mortgages on immovable property (010)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;090;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Secured by mortgages on immovable property (010)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;100;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Secured by mortgages on immovable property (010)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;110;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010";"TOTAL EXPOSURES";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;120;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Secured by mortgages on immovable property (010)";"010";"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;130;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Secured by mortgages on immovable property (010)";"010";"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;140;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Secured by mortgages on immovable property (010)";"010";"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;150;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Fully adjusted exposure value (E*)";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010";"TOTAL EXPOSURES";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;160;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Secured by mortgages on immovable property (010)";"010";"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;170;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Secured by mortgages on immovable property (010)";"010";"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;180;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Secured by mortgages on immovable property (010)";"010";"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;190;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Secured by mortgages on immovable property (010)";"010";"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;200;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Exposure value";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010";"TOTAL EXPOSURES";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;215;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;220;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;230;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Secured by mortgages on immovable property (010)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;240;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Secured by mortgages on immovable property (010)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;010;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Original exposure pre conversion factors";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#020";"TOTAL EXPOSURES#of which: SME";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;030;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#020";"TOTAL EXPOSURES#of which: SME";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;040;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Exposure net of value adjustments and provisions";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#020";"TOTAL EXPOSURES#of which: SME";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x22,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;050;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Secured by mortgages on immovable property (010)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x3,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;060;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Secured by mortgages on immovable property (010)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x13,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;070;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Secured by mortgages on immovable property (010)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x19,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;080;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Secured by mortgages on immovable property (010)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;090;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Secured by mortgages on immovable property (010)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;100;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Secured by mortgages on immovable property (010)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;110;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#020";"TOTAL EXPOSURES#of which: SME";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x6,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;120;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Secured by mortgages on immovable property (010)";"010#020";"TOTAL EXPOSURES#of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x6,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;130;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Secured by mortgages on immovable property (010)";"010#020";"TOTAL EXPOSURES#of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x6,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;140;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Secured by mortgages on immovable property (010)";"010#020";"TOTAL EXPOSURES#of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;150;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Fully adjusted exposure value (E*)";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#020";"TOTAL EXPOSURES#of which: SME";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPZ=eba_CT:x23,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;160;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Secured by mortgages on immovable property (010)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPZ=eba_CT:x23,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;170;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Secured by mortgages on immovable property (010)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPZ=eba_CT:x23,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;180;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Secured by mortgages on immovable property (010)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPZ=eba_CT:x23,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;190;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Secured by mortgages on immovable property (010)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;200;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Exposure value";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#020";"TOTAL EXPOSURES#of which: SME";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;215;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#020";"TOTAL EXPOSURES#of which: SME";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;220;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#020";"TOTAL EXPOSURES#of which: SME";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;010;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Original exposure pre conversion factors";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;030;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;040;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Exposure net of value adjustments and provisions";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x22,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;050;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Secured by mortgages on immovable property (010)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x3,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;060;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Secured by mortgages on immovable property (010)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x13,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;070;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Secured by mortgages on immovable property (010)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x19,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;080;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Secured by mortgages on immovable property (010)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x10,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;090;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Secured by mortgages on immovable property (010)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x10,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;100;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Secured by mortgages on immovable property (010)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;110;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x6,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;120;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Secured by mortgages on immovable property (010)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x6,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;130;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Secured by mortgages on immovable property (010)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x6,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;140;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Secured by mortgages on immovable property (010)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;150;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Fully adjusted exposure value (E*)";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPZ=eba_CT:x49,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;160;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Secured by mortgages on immovable property (010)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPZ=eba_CT:x49,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;170;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Secured by mortgages on immovable property (010)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPZ=eba_CT:x49,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;180;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Secured by mortgages on immovable property (010)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPZ=eba_CT:x49,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;190;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Secured by mortgages on immovable property (010)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;200;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Exposure value";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;215;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;220;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;010;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Original exposure pre conversion factors";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;030;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;040;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Exposure net of value adjustments and provisions";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x15,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;050;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Secured by mortgages on immovable property (010)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x15,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;060;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Secured by mortgages on immovable property (010)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x15,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;070;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Secured by mortgages on immovable property (010)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x15,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;080;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Secured by mortgages on immovable property (010)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x15,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;090;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Secured by mortgages on immovable property (010)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x15,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;100;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Secured by mortgages on immovable property (010)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;110;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x15,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;120;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Secured by mortgages on immovable property (010)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x15,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;130;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Secured by mortgages on immovable property (010)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x15,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;140;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Secured by mortgages on immovable property (010)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;150;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Fully adjusted exposure value (E*)";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x15,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;160;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Secured by mortgages on immovable property (010)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x15,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;170;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Secured by mortgages on immovable property (010)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x15,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;180;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Secured by mortgages on immovable property (010)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x15,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;190;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Secured by mortgages on immovable property (010)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;200;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Exposure value";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;215;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;220;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;010;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Original exposure pre conversion factors";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;030;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;040;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Exposure net of value adjustments and provisions";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x15,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;050;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Secured by mortgages on immovable property (010)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x15,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;060;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Secured by mortgages on immovable property (010)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x15,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;070;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Secured by mortgages on immovable property (010)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x15,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;080;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Secured by mortgages on immovable property (010)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x15,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;090;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Secured by mortgages on immovable property (010)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x15,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;100;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Secured by mortgages on immovable property (010)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;110;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x15,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;120;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Secured by mortgages on immovable property (010)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x15,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;130;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Secured by mortgages on immovable property (010)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x15,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;140;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Secured by mortgages on immovable property (010)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;150;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Fully adjusted exposure value (E*)";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x15,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;160;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Secured by mortgages on immovable property (010)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x15,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;170;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Secured by mortgages on immovable property (010)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x15,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;180;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Secured by mortgages on immovable property (010)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x15,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;190;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Secured by mortgages on immovable property (010)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;200;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Exposure value";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;215;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;220;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;010;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Original exposure pre conversion factors";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;030;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;040;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure net of value adjustments and provisions";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x15,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;050;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Secured by mortgages on immovable property (010)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x15,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;060;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Secured by mortgages on immovable property (010)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x15,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;070;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Secured by mortgages on immovable property (010)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x15,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;080;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Secured by mortgages on immovable property (010)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x15,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;090;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Secured by mortgages on immovable property (010)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x15,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;100;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Secured by mortgages on immovable property (010)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;110;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x15,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;120;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Secured by mortgages on immovable property (010)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x15,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;130;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Secured by mortgages on immovable property (010)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x15,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;140;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Secured by mortgages on immovable property (010)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;150;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Fully adjusted exposure value (E*)";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x15,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;160;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Secured by mortgages on immovable property (010)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x15,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;170;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Secured by mortgages on immovable property (010)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x15,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;180;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Secured by mortgages on immovable property (010)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x15,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;190;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Secured by mortgages on immovable property (010)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;200;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;215;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;220;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;010;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Secured by mortgages on immovable property (010)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;030;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Secured by mortgages on immovable property (010)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;040;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";;;;;;;;;;"Secured by mortgages on immovable property (010)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x15,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;050;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Secured by mortgages on immovable property (010)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x15,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;060;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Secured by mortgages on immovable property (010)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x15,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;070;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Secured by mortgages on immovable property (010)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x15,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;080;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Secured by mortgages on immovable property (010)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x15,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;090;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Secured by mortgages on immovable property (010)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x15,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;100;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Secured by mortgages on immovable property (010)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;110;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Secured by mortgages on immovable property (010)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x15,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;120;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Secured by mortgages on immovable property (010)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x15,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;130;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Secured by mortgages on immovable property (010)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x15,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;140;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Secured by mortgages on immovable property (010)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;150;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";;;;;;;;;;"Secured by mortgages on immovable property (010)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;200;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Exposure value";;;;;;;;;;"Secured by mortgages on immovable property (010)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;215;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;220;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;010;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Secured by mortgages on immovable property (010)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;030;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Secured by mortgages on immovable property (010)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;040;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";;;;;;;;;;"Secured by mortgages on immovable property (010)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x15,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;050;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Secured by mortgages on immovable property (010)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x15,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;060;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Secured by mortgages on immovable property (010)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x15,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;070;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Secured by mortgages on immovable property (010)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x15,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;080;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Secured by mortgages on immovable property (010)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x15,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;090;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Secured by mortgages on immovable property (010)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x15,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;100;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Secured by mortgages on immovable property (010)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;110;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Secured by mortgages on immovable property (010)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x15,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;120;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Secured by mortgages on immovable property (010)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x15,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;130;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Secured by mortgages on immovable property (010)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x15,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;140;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Secured by mortgages on immovable property (010)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;150;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";;;;;;;;;;"Secured by mortgages on immovable property (010)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x15,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;160;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Secured by mortgages on immovable property (010)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x15,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;170;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Secured by mortgages on immovable property (010)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x15,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;180;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Secured by mortgages on immovable property (010)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x15,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;190;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Secured by mortgages on immovable property (010)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;200;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Exposure value";;;;;;;;;;"Secured by mortgages on immovable property (010)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;215;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;220;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;010;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Original exposure pre conversion factors";;;;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;030;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;040;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Exposure net of value adjustments and provisions";;;;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x15,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;050;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x15,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;060;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x15,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;070;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x15,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;080;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x15,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;090;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x15,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;100;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;110;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x15,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;120;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x15,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;130;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x15,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;140;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;150;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Fully adjusted exposure value (E*)";;;;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Fully adjusted exposure value (E*)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;220;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x307,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;100;010;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"Original exposure pre conversion factors";;;;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#090#100";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions#Of which: Centrally cleared through a QCCP";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x307,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;100;030;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#090#100";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions#Of which: Centrally cleared through a QCCP";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x307,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;100;200;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"Exposure value";;;;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#090#100";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions#Of which: Centrally cleared through a QCCP";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;010;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Original exposure pre conversion factors";;;;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;030;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;040;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Exposure net of value adjustments and provisions";;;;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x15,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;050;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x15,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;060;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x15,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;070;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x15,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;080;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x15,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;090;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x15,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;100;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;110;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x15,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;120;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x15,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;130;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x15,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;140;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;150;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Fully adjusted exposure value (E*)";;;;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;200;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Exposure value";;;;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;215;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;220;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x101,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;120;010;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"Original exposure pre conversion factors";;;;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#110#120";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions#Of which: Centrally cleared through a QCCP";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x101,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;120;030;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#110#120";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions#Of which: Centrally cleared through a QCCP";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x101,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;120;200;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"Exposure value";;;;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#110#120";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions#Of which: Centrally cleared through a QCCP";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;010;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Original exposure pre conversion factors";;;;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;030;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;040;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Exposure net of value adjustments and provisions";;;;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x15,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;050;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x15,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;060;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x15,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;070;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x15,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;080;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x15,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;090;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x15,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;100;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;110;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x15,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;120;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x15,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;130;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x15,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;140;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;150;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Fully adjusted exposure value (E*)";;;;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;200;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Exposure value";;;;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;215;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;220;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;010;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Original exposure pre conversion factors";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;030;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;040;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;150;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;160;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;170;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;180;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;190;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;200;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Exposure value";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;215;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;220;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;230;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;240;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;010;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Original exposure pre conversion factors";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;030;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;040;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;150;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;160;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;170;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;180;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;190;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;200;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Exposure value";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;215;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;220;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;230;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;240;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;010;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Original exposure pre conversion factors";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;030;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;040;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;150;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;160;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;170;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;180;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;190;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;200;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Exposure value";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;215;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;220;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;230;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;240;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;010;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Original exposure pre conversion factors";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;030;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;040;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;150;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;160;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;170;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;180;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;190;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;200;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Exposure value";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;215;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;220;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;230;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;240;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;010;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Original exposure pre conversion factors";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;030;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;040;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;150;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;160;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;170;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;180;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;190;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;200;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Exposure value";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;215;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;220;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;230;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;240;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;010;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Original exposure pre conversion factors";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;030;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;040;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;150;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;160;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;170;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;180;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;190;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;200;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Exposure value";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;215;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;220;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;230;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;240;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;010;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Original exposure pre conversion factors";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;030;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;040;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;150;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;160;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;170;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;180;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;190;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;200;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Exposure value";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;215;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;220;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;230;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;240;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;150;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;160;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;170;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;180;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;190;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;200;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Exposure value";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;215;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;220;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;230;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;240;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;010;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Original exposure pre conversion factors";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;030;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;040;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;150;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;160;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;170;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;180;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;190;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;200;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Exposure value";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;215;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;220;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;230;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;240;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;010;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Original exposure pre conversion factors";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;030;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;040;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;150;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;160;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;170;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;180;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;190;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;200;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Exposure value";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;215;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;220;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;230;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;240;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;010;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Original exposure pre conversion factors";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;030;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;040;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;150;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;160;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;170;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;180;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;190;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;200;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Exposure value";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;215;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;220;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;230;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;240;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;010;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Original exposure pre conversion factors";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;030;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;040;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;150;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;160;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;170;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;180;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;190;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;200;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Exposure value";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;215;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;220;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;230;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;240;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;010;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Original exposure pre conversion factors";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;030;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;040;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;150;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;160;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;170;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;180;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;190;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;200;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Exposure value";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;215;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;220;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;230;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;240;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;010;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Original exposure pre conversion factors";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;030;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;040;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;150;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;160;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;170;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;180;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;190;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;200;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Exposure value";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;215;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;220;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;230;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;240;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;010;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Original exposure pre conversion factors";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;030;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;040;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Exposure net of value adjustments and provisions";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;150;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Fully adjusted exposure value (E*)";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;160;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;170;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;180;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;190;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;200;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Exposure value";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;215;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;220;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;230;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;240;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;010;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Original exposure pre conversion factors";;;;;;;;;;"Exposures in default (011)";"010";"TOTAL EXPOSURES";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;030;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Exposures in default (011)";"010";"TOTAL EXPOSURES";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;050;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Exposures in default (011)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;070;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Exposures in default (011)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;080;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Exposures in default (011)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;090;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Exposures in default (011)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;100;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Exposures in default (011)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;110;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Exposures in default (011)";"010";"TOTAL EXPOSURES";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;120;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Exposures in default (011)";"010";"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;130;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Exposures in default (011)";"010";"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;140;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Exposures in default (011)";"010";"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;150;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Fully adjusted exposure value (E*)";;;;;;;;;;"Exposures in default (011)";"010";"TOTAL EXPOSURES";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;160;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Exposures in default (011)";"010";"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;170;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Exposures in default (011)";"010";"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;180;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Exposures in default (011)";"010";"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;190;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Exposures in default (011)";"010";"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;200;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Exposure value";;;;;;;;;;"Exposures in default (011)";"010";"TOTAL EXPOSURES";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;215;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Exposures in default (011)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;220;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Exposures in default (011)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;230;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Exposures in default (011)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;240;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Exposures in default (011)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;010;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Original exposure pre conversion factors";;;;;;;;;;"Exposures in default (011)";"010#020";"TOTAL EXPOSURES#of which: SME";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;030;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Exposures in default (011)";"010#020";"TOTAL EXPOSURES#of which: SME";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;040;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Exposure net of value adjustments and provisions";;;;;;;;;;"Exposures in default (011)";"010#020";"TOTAL EXPOSURES#of which: SME";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x22,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;050;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Exposures in default (011)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x3,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;060;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Exposures in default (011)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x13,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;070;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Exposures in default (011)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x19,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;080;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Exposures in default (011)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;090;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Exposures in default (011)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;100;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Exposures in default (011)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;110;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Exposures in default (011)";"010#020";"TOTAL EXPOSURES#of which: SME";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x6,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;120;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Exposures in default (011)";"010#020";"TOTAL EXPOSURES#of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x6,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;130;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Exposures in default (011)";"010#020";"TOTAL EXPOSURES#of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x6,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;140;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Exposures in default (011)";"010#020";"TOTAL EXPOSURES#of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;150;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Fully adjusted exposure value (E*)";;;;;;;;;;"Exposures in default (011)";"010#020";"TOTAL EXPOSURES#of which: SME";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPZ=eba_CT:x23,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;160;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Exposures in default (011)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPZ=eba_CT:x23,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;170;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Exposures in default (011)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPZ=eba_CT:x23,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;180;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Exposures in default (011)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPZ=eba_CT:x23,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;190;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Exposures in default (011)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;200;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Exposure value";;;;;;;;;;"Exposures in default (011)";"010#020";"TOTAL EXPOSURES#of which: SME";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;215;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Exposures in default (011)";"010#020";"TOTAL EXPOSURES#of which: SME";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;220;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Exposures in default (011)";"010#020";"TOTAL EXPOSURES#of which: SME";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;010;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Original exposure pre conversion factors";;;;;;;;;;"Exposures in default (011)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;030;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Exposures in default (011)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;040;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Exposure net of value adjustments and provisions";;;;;;;;;;"Exposures in default (011)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x22,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;050;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Exposures in default (011)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x3,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;060;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Exposures in default (011)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x13,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;070;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Exposures in default (011)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x19,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;080;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Exposures in default (011)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x10,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;090;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Exposures in default (011)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x10,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;100;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Exposures in default (011)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;110;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Exposures in default (011)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x6,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;120;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Exposures in default (011)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x6,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;130;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Exposures in default (011)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x6,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;140;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Exposures in default (011)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;150;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Fully adjusted exposure value (E*)";;;;;;;;;;"Exposures in default (011)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPZ=eba_CT:x49,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;160;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Exposures in default (011)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPZ=eba_CT:x49,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;170;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Exposures in default (011)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPZ=eba_CT:x49,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;180;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Exposures in default (011)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPZ=eba_CT:x49,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;190;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Exposures in default (011)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;200;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Exposure value";;;;;;;;;;"Exposures in default (011)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;215;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Exposures in default (011)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;220;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Exposures in default (011)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;010;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Original exposure pre conversion factors";;;;;;;;;;"Exposures in default (011)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;030;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Exposures in default (011)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;040;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Exposure net of value adjustments and provisions";;;;;;;;;;"Exposures in default (011)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x12,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;050;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Exposures in default (011)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x12,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;060;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Exposures in default (011)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x12,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;070;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Exposures in default (011)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x12,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;080;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Exposures in default (011)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x12,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;090;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Exposures in default (011)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x12,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;100;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Exposures in default (011)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;110;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Exposures in default (011)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x12,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;120;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Exposures in default (011)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x12,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;130;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Exposures in default (011)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x12,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;190;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Exposures in default (011)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;200;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Exposure value";;;;;;;;;;"Exposures in default (011)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;215;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Exposures in default (011)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;220;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Exposures in default (011)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;040;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Exposure net of value adjustments and provisions";;;;;;;;;;"Exposures in default (011)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x12,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;050;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Exposures in default (011)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x12,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;060;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Exposures in default (011)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x12,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;070;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Exposures in default (011)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x12,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;080;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Exposures in default (011)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x12,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;090;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Exposures in default (011)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x12,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;100;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Exposures in default (011)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;110;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Exposures in default (011)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x12,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;120;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Exposures in default (011)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x12,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;130;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Exposures in default (011)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x12,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;140;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Exposures in default (011)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x12,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;160;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Exposures in default (011)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x12,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;170;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Exposures in default (011)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x12,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;180;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Exposures in default (011)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;200;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Exposure value";;;;;;;;;;"Exposures in default (011)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;215;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Exposures in default (011)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;220;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Exposures in default (011)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;010;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Original exposure pre conversion factors";;;;;;;;;;"Exposures in default (011)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;030;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Exposures in default (011)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;040;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure net of value adjustments and provisions";;;;;;;;;;"Exposures in default (011)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x12,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;050;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Exposures in default (011)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x12,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;060;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Exposures in default (011)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x12,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;070;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Exposures in default (011)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x12,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;080;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Exposures in default (011)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x12,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;090;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Exposures in default (011)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x12,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;100;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Exposures in default (011)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;110;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Exposures in default (011)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x12,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;120;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Exposures in default (011)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x12,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;130;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Exposures in default (011)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x12,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;140;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Exposures in default (011)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;150;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Fully adjusted exposure value (E*)";;;;;;;;;;"Exposures in default (011)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x12,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;160;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Exposures in default (011)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x12,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;170;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Exposures in default (011)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x12,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;180;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Exposures in default (011)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x12,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;190;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Exposures in default (011)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;200;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value";;;;;;;;;;"Exposures in default (011)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;215;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Exposures in default (011)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;220;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Exposures in default (011)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;010;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Exposures in default (011)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;030;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Exposures in default (011)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;040;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";;;;;;;;;;"Exposures in default (011)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x12,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;050;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Exposures in default (011)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x12,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;060;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Exposures in default (011)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x12,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;070;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Exposures in default (011)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x12,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;080;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Exposures in default (011)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x12,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;090;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Exposures in default (011)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x12,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;100;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Exposures in default (011)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;110;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Exposures in default (011)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x12,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;120;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Exposures in default (011)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x12,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;130;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Exposures in default (011)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x12,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;140;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Exposures in default (011)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;150;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";;;;;;;;;;"Exposures in default (011)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;200;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Exposure value";;;;;;;;;;"Exposures in default (011)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;215;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Exposures in default (011)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;220;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Exposures in default (011)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;010;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Exposures in default (011)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;030;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Exposures in default (011)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;040;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";;;;;;;;;;"Exposures in default (011)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x12,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;050;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Exposures in default (011)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x12,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;060;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Exposures in default (011)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x12,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;070;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Exposures in default (011)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x12,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;080;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Exposures in default (011)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x12,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;090;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Exposures in default (011)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x12,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;100;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Exposures in default (011)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;110;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Exposures in default (011)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x12,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;120;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Exposures in default (011)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x12,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;130;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Exposures in default (011)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x12,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;140;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Exposures in default (011)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;150;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";;;;;;;;;;"Exposures in default (011)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x12,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;160;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Exposures in default (011)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x12,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;170;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Exposures in default (011)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x12,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;180;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Exposures in default (011)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x12,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;190;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Exposures in default (011)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;200;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Exposure value";;;;;;;;;;"Exposures in default (011)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;215;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Exposures in default (011)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;220;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Exposures in default (011)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;010;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Original exposure pre conversion factors";;;;;;;;;;"Exposures in default (011)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;030;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Exposures in default (011)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;040;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Exposure net of value adjustments and provisions";;;;;;;;;;"Exposures in default (011)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x12,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;050;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Exposures in default (011)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x12,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;060;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Exposures in default (011)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x12,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;070;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Exposures in default (011)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x12,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;080;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Exposures in default (011)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;150;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Fully adjusted exposure value (E*)";;;;;;;;;;"Exposures in default (011)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;200;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Exposure value";;;;;;;;;;"Exposures in default (011)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;215;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Exposures in default (011)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;220;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Exposures in default (011)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x307,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;100;010;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"Original exposure pre conversion factors";;;;;;;;;;"Exposures in default (011)";"065#085#090#100";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions#Of which: Centrally cleared through a QCCP";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x307,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;100;030;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Exposures in default (011)";"065#085#090#100";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions#Of which: Centrally cleared through a QCCP";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x307,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;100;200;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"Exposure value";;;;;;;;;;"Exposures in default (011)";"065#085#090#100";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions#Of which: Centrally cleared through a QCCP";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;010;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Original exposure pre conversion factors";;;;;;;;;;"Exposures in default (011)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;030;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Exposures in default (011)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;040;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Exposure net of value adjustments and provisions";;;;;;;;;;"Exposures in default (011)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x12,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;050;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Exposures in default (011)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x12,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;060;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Exposures in default (011)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x12,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;070;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Exposures in default (011)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x12,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;080;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Exposures in default (011)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x12,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;090;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Exposures in default (011)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x12,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;100;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Exposures in default (011)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;110;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Exposures in default (011)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x12,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;120;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Exposures in default (011)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;200;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Exposure value";;;;;;;;;;"Exposures in default (011)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;215;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Exposures in default (011)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;220;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Exposures in default (011)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x101,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;120;010;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"Original exposure pre conversion factors";;;;;;;;;;"Exposures in default (011)";"065#085#110#120";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions#Of which: Centrally cleared through a QCCP";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x101,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;120;030;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Exposures in default (011)";"065#085#110#120";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions#Of which: Centrally cleared through a QCCP";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x101,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;120;200;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"Exposure value";;;;;;;;;;"Exposures in default (011)";"065#085#110#120";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions#Of which: Centrally cleared through a QCCP";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;010;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Original exposure pre conversion factors";;;;;;;;;;"Exposures in default (011)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;030;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Exposures in default (011)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;040;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Exposure net of value adjustments and provisions";;;;;;;;;;"Exposures in default (011)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x12,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;050;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Exposures in default (011)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x12,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;060;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Exposures in default (011)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x12,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;070;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Exposures in default (011)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x12,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;080;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Exposures in default (011)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x12,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;090;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Exposures in default (011)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x12,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;100;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Exposures in default (011)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;110;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Exposures in default (011)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x12,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;120;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Exposures in default (011)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x12,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;130;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Exposures in default (011)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x12,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;140;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Exposures in default (011)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;150;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Fully adjusted exposure value (E*)";;;;;;;;;;"Exposures in default (011)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;200;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Exposure value";;;;;;;;;;"Exposures in default (011)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;215;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Exposures in default (011)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;220;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Exposures in default (011)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;010;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Original exposure pre conversion factors";;;;;;;;;;"Exposures in default (011)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;030;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Exposures in default (011)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;040;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Exposures in default (011)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;150;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Exposures in default (011)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;160;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Exposures in default (011)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;170;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Exposures in default (011)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;180;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Exposures in default (011)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;190;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Exposures in default (011)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;200;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Exposure value";;;;;;;;;;"Exposures in default (011)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;215;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Exposures in default (011)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;220;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Exposures in default (011)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;230;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Exposures in default (011)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;240;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Exposures in default (011)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;010;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Original exposure pre conversion factors";;;;;;;;;;"Exposures in default (011)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;030;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Exposures in default (011)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;040;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Exposures in default (011)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;150;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Exposures in default (011)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;160;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Exposures in default (011)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;170;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Exposures in default (011)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;180;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Exposures in default (011)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;190;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Exposures in default (011)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;200;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Exposure value";;;;;;;;;;"Exposures in default (011)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;215;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Exposures in default (011)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;220;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Exposures in default (011)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;230;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Exposures in default (011)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;240;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Exposures in default (011)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;010;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Original exposure pre conversion factors";;;;;;;;;;"Exposures in default (011)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;030;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Exposures in default (011)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;040;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Exposures in default (011)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;150;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Exposures in default (011)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;160;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Exposures in default (011)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;170;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Exposures in default (011)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;180;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Exposures in default (011)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;190;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Exposures in default (011)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;200;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Exposure value";;;;;;;;;;"Exposures in default (011)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;215;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Exposures in default (011)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;220;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Exposures in default (011)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;230;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Exposures in default (011)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;240;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Exposures in default (011)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;010;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Original exposure pre conversion factors";;;;;;;;;;"Exposures in default (011)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;030;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Exposures in default (011)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;040;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Exposures in default (011)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;150;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Exposures in default (011)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;160;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Exposures in default (011)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;170;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Exposures in default (011)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;180;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Exposures in default (011)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;190;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Exposures in default (011)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;200;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Exposure value";;;;;;;;;;"Exposures in default (011)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;215;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Exposures in default (011)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;220;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Exposures in default (011)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;230;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Exposures in default (011)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;240;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Exposures in default (011)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;010;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Original exposure pre conversion factors";;;;;;;;;;"Exposures in default (011)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;030;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Exposures in default (011)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;040;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Exposures in default (011)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;150;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Exposures in default (011)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;160;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Exposures in default (011)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;170;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Exposures in default (011)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;180;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Exposures in default (011)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;190;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Exposures in default (011)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;200;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Exposure value";;;;;;;;;;"Exposures in default (011)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;215;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Exposures in default (011)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;220;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Exposures in default (011)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;230;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Exposures in default (011)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;240;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Exposures in default (011)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;010;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Original exposure pre conversion factors";;;;;;;;;;"Exposures in default (011)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;030;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Exposures in default (011)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;040;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Exposures in default (011)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;150;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Exposures in default (011)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;160;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Exposures in default (011)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;170;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Exposures in default (011)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;180;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Exposures in default (011)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;190;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Exposures in default (011)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;200;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Exposure value";;;;;;;;;;"Exposures in default (011)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;215;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Exposures in default (011)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;220;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Exposures in default (011)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;230;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Exposures in default (011)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;240;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Exposures in default (011)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;010;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Original exposure pre conversion factors";;;;;;;;;;"Exposures in default (011)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;030;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Exposures in default (011)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;040;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Exposures in default (011)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;150;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Exposures in default (011)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;160;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Exposures in default (011)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;170;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Exposures in default (011)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;180;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Exposures in default (011)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;190;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Exposures in default (011)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;200;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Exposure value";;;;;;;;;;"Exposures in default (011)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;215;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Exposures in default (011)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;220;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Exposures in default (011)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;230;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Exposures in default (011)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;240;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Exposures in default (011)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;150;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Exposures in default (011)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;160;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Exposures in default (011)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;170;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Exposures in default (011)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;180;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Exposures in default (011)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;190;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Exposures in default (011)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;200;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Exposure value";;;;;;;;;;"Exposures in default (011)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;215;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Exposures in default (011)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;220;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Exposures in default (011)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;230;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Exposures in default (011)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;240;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Exposures in default (011)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;010;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Original exposure pre conversion factors";;;;;;;;;;"Exposures in default (011)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;030;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Exposures in default (011)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;040;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Exposures in default (011)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;150;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Exposures in default (011)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;160;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Exposures in default (011)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;170;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Exposures in default (011)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;180;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Exposures in default (011)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;190;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Exposures in default (011)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;200;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Exposure value";;;;;;;;;;"Exposures in default (011)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;215;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Exposures in default (011)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;220;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Exposures in default (011)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;230;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Exposures in default (011)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;240;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Exposures in default (011)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;010;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Original exposure pre conversion factors";;;;;;;;;;"Exposures in default (011)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;030;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Exposures in default (011)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;040;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Exposures in default (011)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;150;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Exposures in default (011)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;160;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Exposures in default (011)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;170;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Exposures in default (011)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;180;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Exposures in default (011)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;190;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Exposures in default (011)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;200;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Exposure value";;;;;;;;;;"Exposures in default (011)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;215;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Exposures in default (011)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;220;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Exposures in default (011)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;230;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Exposures in default (011)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;240;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Exposures in default (011)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;010;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Original exposure pre conversion factors";;;;;;;;;;"Exposures in default (011)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;030;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Exposures in default (011)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;040;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Exposures in default (011)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;150;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Exposures in default (011)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;160;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Exposures in default (011)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;170;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Exposures in default (011)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;180;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Exposures in default (011)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;190;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Exposures in default (011)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;200;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Exposure value";;;;;;;;;;"Exposures in default (011)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;215;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Exposures in default (011)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;220;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Exposures in default (011)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;230;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Exposures in default (011)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;240;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Exposures in default (011)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;010;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Original exposure pre conversion factors";;;;;;;;;;"Exposures in default (011)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;030;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Exposures in default (011)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;040;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Exposures in default (011)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;150;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Exposures in default (011)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;160;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Exposures in default (011)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;170;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Exposures in default (011)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;180;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Exposures in default (011)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;190;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Exposures in default (011)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;200;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Exposure value";;;;;;;;;;"Exposures in default (011)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;215;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Exposures in default (011)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;220;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Exposures in default (011)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;230;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Exposures in default (011)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;240;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Exposures in default (011)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;010;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Original exposure pre conversion factors";;;;;;;;;;"Exposures in default (011)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;030;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Exposures in default (011)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;040;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Exposures in default (011)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;150;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Exposures in default (011)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;160;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Exposures in default (011)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;170;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Exposures in default (011)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;180;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Exposures in default (011)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;190;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Exposures in default (011)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;200;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Exposure value";;;;;;;;;;"Exposures in default (011)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;215;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Exposures in default (011)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;220;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Exposures in default (011)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;230;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Exposures in default (011)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;240;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Exposures in default (011)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;010;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Original exposure pre conversion factors";;;;;;;;;;"Exposures in default (011)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;030;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Exposures in default (011)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;040;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Exposures in default (011)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;150;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Exposures in default (011)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;160;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Exposures in default (011)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;170;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Exposures in default (011)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;180;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Exposures in default (011)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;190;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Exposures in default (011)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;200;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Exposure value";;;;;;;;;;"Exposures in default (011)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;215;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Exposures in default (011)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;220;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Exposures in default (011)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;230;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Exposures in default (011)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;240;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Exposures in default (011)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;030;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Exposures in default (011)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;040;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Exposure net of value adjustments and provisions";;;;;;;;;;"Exposures in default (011)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;150;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Fully adjusted exposure value (E*)";;;;;;;;;;"Exposures in default (011)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;160;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Exposures in default (011)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;180;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Exposures in default (011)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;215;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Exposures in default (011)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;230;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Exposures in default (011)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;240;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Exposures in default (011)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;010;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Original exposure pre conversion factors";;;;;;;;;;"Items associated with particularly high risk (012)";"010";"TOTAL EXPOSURES";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;030;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Items associated with particularly high risk (012)";"010";"TOTAL EXPOSURES";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;040;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Exposure net of value adjustments and provisions";;;;;;;;;;"Items associated with particularly high risk (012)";"010";"TOTAL EXPOSURES";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;050;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Items associated with particularly high risk (012)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;060;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Items associated with particularly high risk (012)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;070;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Items associated with particularly high risk (012)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;080;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Items associated with particularly high risk (012)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;090;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Items associated with particularly high risk (012)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;100;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Items associated with particularly high risk (012)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;110;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Items associated with particularly high risk (012)";"010";"TOTAL EXPOSURES";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;120;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Items associated with particularly high risk (012)";"010";"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;130;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Items associated with particularly high risk (012)";"010";"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;140;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Items associated with particularly high risk (012)";"010";"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;150;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Fully adjusted exposure value (E*)";;;;;;;;;;"Items associated with particularly high risk (012)";"010";"TOTAL EXPOSURES";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;160;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Items associated with particularly high risk (012)";"010";"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;170;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Items associated with particularly high risk (012)";"010";"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;180;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Items associated with particularly high risk (012)";"010";"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;190;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Items associated with particularly high risk (012)";"010";"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;200;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Exposure value";;;;;;;;;;"Items associated with particularly high risk (012)";"010";"TOTAL EXPOSURES";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;215;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Items associated with particularly high risk (012)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;220;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Items associated with particularly high risk (012)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;230;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Items associated with particularly high risk (012)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;240;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Items associated with particularly high risk (012)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;010;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Original exposure pre conversion factors";;;;;;;;;;"Items associated with particularly high risk (012)";"010#020";"TOTAL EXPOSURES#of which: SME";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;030;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Items associated with particularly high risk (012)";"010#020";"TOTAL EXPOSURES#of which: SME";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;040;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Exposure net of value adjustments and provisions";;;;;;;;;;"Items associated with particularly high risk (012)";"010#020";"TOTAL EXPOSURES#of which: SME";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x22,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;050;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Items associated with particularly high risk (012)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x3,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;060;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Items associated with particularly high risk (012)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x13,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;070;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Items associated with particularly high risk (012)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x19,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;080;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Items associated with particularly high risk (012)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;090;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Items associated with particularly high risk (012)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;100;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Items associated with particularly high risk (012)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;110;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Items associated with particularly high risk (012)";"010#020";"TOTAL EXPOSURES#of which: SME";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x6,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;120;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Items associated with particularly high risk (012)";"010#020";"TOTAL EXPOSURES#of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x6,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;130;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Items associated with particularly high risk (012)";"010#020";"TOTAL EXPOSURES#of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x6,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;140;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Items associated with particularly high risk (012)";"010#020";"TOTAL EXPOSURES#of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;150;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Fully adjusted exposure value (E*)";;;;;;;;;;"Items associated with particularly high risk (012)";"010#020";"TOTAL EXPOSURES#of which: SME";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPZ=eba_CT:x23,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;160;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Items associated with particularly high risk (012)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPZ=eba_CT:x23,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;170;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Items associated with particularly high risk (012)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPZ=eba_CT:x23,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;180;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Items associated with particularly high risk (012)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPZ=eba_CT:x23,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;190;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Items associated with particularly high risk (012)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;200;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Exposure value";;;;;;;;;;"Items associated with particularly high risk (012)";"010#020";"TOTAL EXPOSURES#of which: SME";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;215;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Items associated with particularly high risk (012)";"010#020";"TOTAL EXPOSURES#of which: SME";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;220;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Items associated with particularly high risk (012)";"010#020";"TOTAL EXPOSURES#of which: SME";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;010;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Original exposure pre conversion factors";;;;;;;;;;"Items associated with particularly high risk (012)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;030;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Items associated with particularly high risk (012)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;040;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Exposure net of value adjustments and provisions";;;;;;;;;;"Items associated with particularly high risk (012)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x22,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;050;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Items associated with particularly high risk (012)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x3,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;060;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Items associated with particularly high risk (012)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x13,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;070;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Items associated with particularly high risk (012)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x19,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;080;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Items associated with particularly high risk (012)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x10,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;090;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Items associated with particularly high risk (012)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x10,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;100;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Items associated with particularly high risk (012)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;110;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Items associated with particularly high risk (012)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x6,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;120;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Items associated with particularly high risk (012)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x6,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;130;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Items associated with particularly high risk (012)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x6,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;140;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Items associated with particularly high risk (012)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;150;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Fully adjusted exposure value (E*)";;;;;;;;;;"Items associated with particularly high risk (012)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPZ=eba_CT:x49,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;160;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Items associated with particularly high risk (012)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPZ=eba_CT:x49,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;170;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Items associated with particularly high risk (012)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPZ=eba_CT:x49,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;180;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Items associated with particularly high risk (012)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPZ=eba_CT:x49,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;190;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Items associated with particularly high risk (012)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;200;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Exposure value";;;;;;;;;;"Items associated with particularly high risk (012)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;215;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Items associated with particularly high risk (012)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;220;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Items associated with particularly high risk (012)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;010;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Original exposure pre conversion factors";;;;;;;;;;"Items associated with particularly high risk (012)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;030;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Items associated with particularly high risk (012)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;040;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Exposure net of value adjustments and provisions";;;;;;;;;;"Items associated with particularly high risk (012)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x24,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;050;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Items associated with particularly high risk (012)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x24,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;060;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Items associated with particularly high risk (012)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x24,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;070;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Items associated with particularly high risk (012)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x24,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;080;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Items associated with particularly high risk (012)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x24,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;090;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Items associated with particularly high risk (012)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x24,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;100;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Items associated with particularly high risk (012)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;110;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Items associated with particularly high risk (012)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x24,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;120;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Items associated with particularly high risk (012)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x24,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;130;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Items associated with particularly high risk (012)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x24,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;140;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Items associated with particularly high risk (012)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;150;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Fully adjusted exposure value (E*)";;;;;;;;;;"Items associated with particularly high risk (012)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x24,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;160;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Items associated with particularly high risk (012)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x24,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;170;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Items associated with particularly high risk (012)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x24,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;180;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Items associated with particularly high risk (012)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x24,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;190;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Items associated with particularly high risk (012)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;200;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Exposure value";;;;;;;;;;"Items associated with particularly high risk (012)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;215;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Items associated with particularly high risk (012)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;220;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Items associated with particularly high risk (012)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;010;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Original exposure pre conversion factors";;;;;;;;;;"Items associated with particularly high risk (012)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;030;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Items associated with particularly high risk (012)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;040;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Exposure net of value adjustments and provisions";;;;;;;;;;"Items associated with particularly high risk (012)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x24,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;050;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Items associated with particularly high risk (012)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x24,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;060;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Items associated with particularly high risk (012)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x24,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;070;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Items associated with particularly high risk (012)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x24,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;080;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Items associated with particularly high risk (012)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x24,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;090;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Items associated with particularly high risk (012)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x24,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;100;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Items associated with particularly high risk (012)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;110;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Items associated with particularly high risk (012)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x24,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;120;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Items associated with particularly high risk (012)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x24,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;130;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Items associated with particularly high risk (012)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x24,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;140;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Items associated with particularly high risk (012)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;150;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Fully adjusted exposure value (E*)";;;;;;;;;;"Items associated with particularly high risk (012)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x24,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;160;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Items associated with particularly high risk (012)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x24,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;170;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Items associated with particularly high risk (012)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x24,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;180;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Items associated with particularly high risk (012)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x24,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;190;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Items associated with particularly high risk (012)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;200;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Exposure value";;;;;;;;;;"Items associated with particularly high risk (012)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;215;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Items associated with particularly high risk (012)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;220;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Items associated with particularly high risk (012)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;010;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Original exposure pre conversion factors";;;;;;;;;;"Items associated with particularly high risk (012)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;030;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Items associated with particularly high risk (012)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;040;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure net of value adjustments and provisions";;;;;;;;;;"Items associated with particularly high risk (012)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x24,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;050;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Items associated with particularly high risk (012)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x24,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;060;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Items associated with particularly high risk (012)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x24,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;070;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Items associated with particularly high risk (012)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x24,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;080;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Items associated with particularly high risk (012)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x24,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;090;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Items associated with particularly high risk (012)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x24,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;100;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Items associated with particularly high risk (012)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;110;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Items associated with particularly high risk (012)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x24,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;120;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Items associated with particularly high risk (012)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x24,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;130;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Items associated with particularly high risk (012)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x24,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;140;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Items associated with particularly high risk (012)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;150;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Fully adjusted exposure value (E*)";;;;;;;;;;"Items associated with particularly high risk (012)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x24,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;160;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Items associated with particularly high risk (012)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x24,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;170;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Items associated with particularly high risk (012)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x24,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;180;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Items associated with particularly high risk (012)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x24,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;190;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Items associated with particularly high risk (012)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;200;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value";;;;;;;;;;"Items associated with particularly high risk (012)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;215;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Items associated with particularly high risk (012)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;220;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Items associated with particularly high risk (012)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;010;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Items associated with particularly high risk (012)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;030;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Items associated with particularly high risk (012)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;040;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";;;;;;;;;;"Items associated with particularly high risk (012)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x24,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;050;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Items associated with particularly high risk (012)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x24,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;060;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Items associated with particularly high risk (012)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x24,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;070;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Items associated with particularly high risk (012)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x24,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;080;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Items associated with particularly high risk (012)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x24,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;090;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Items associated with particularly high risk (012)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x24,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;100;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Items associated with particularly high risk (012)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;110;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Items associated with particularly high risk (012)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x24,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;120;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Items associated with particularly high risk (012)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x24,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;130;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Items associated with particularly high risk (012)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x24,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;140;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Items associated with particularly high risk (012)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;150;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";;;;;;;;;;"Items associated with particularly high risk (012)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;200;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Exposure value";;;;;;;;;;"Items associated with particularly high risk (012)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;215;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Items associated with particularly high risk (012)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;220;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Items associated with particularly high risk (012)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;010;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Items associated with particularly high risk (012)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;030;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Items associated with particularly high risk (012)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;040;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";;;;;;;;;;"Items associated with particularly high risk (012)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x24,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;050;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Items associated with particularly high risk (012)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x24,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;060;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Items associated with particularly high risk (012)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x24,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;070;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Items associated with particularly high risk (012)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x24,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;080;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Items associated with particularly high risk (012)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x24,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;090;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Items associated with particularly high risk (012)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x24,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;100;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Items associated with particularly high risk (012)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;110;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Items associated with particularly high risk (012)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x24,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;120;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Items associated with particularly high risk (012)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x24,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;130;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Items associated with particularly high risk (012)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x24,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;140;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Items associated with particularly high risk (012)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;150;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";;;;;;;;;;"Items associated with particularly high risk (012)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x24,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;160;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Items associated with particularly high risk (012)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x24,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;170;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Items associated with particularly high risk (012)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x24,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;180;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Items associated with particularly high risk (012)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x24,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;190;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Items associated with particularly high risk (012)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;200;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Exposure value";;;;;;;;;;"Items associated with particularly high risk (012)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;215;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Items associated with particularly high risk (012)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;220;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Items associated with particularly high risk (012)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;010;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Original exposure pre conversion factors";;;;;;;;;;"Items associated with particularly high risk (012)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;030;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Items associated with particularly high risk (012)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;040;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Exposure net of value adjustments and provisions";;;;;;;;;;"Items associated with particularly high risk (012)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x24,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;050;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Items associated with particularly high risk (012)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x24,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;060;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Items associated with particularly high risk (012)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x24,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;070;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Items associated with particularly high risk (012)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x24,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;080;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Items associated with particularly high risk (012)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x24,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;090;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Items associated with particularly high risk (012)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x24,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;100;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Items associated with particularly high risk (012)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;110;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Items associated with particularly high risk (012)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x24,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;120;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Items associated with particularly high risk (012)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x24,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;130;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Items associated with particularly high risk (012)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x24,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;140;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Items associated with particularly high risk (012)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;150;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Fully adjusted exposure value (E*)";;;;;;;;;;"Items associated with particularly high risk (012)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;200;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Exposure value";;;;;;;;;;"Items associated with particularly high risk (012)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;215;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Items associated with particularly high risk (012)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;220;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Items associated with particularly high risk (012)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x307,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;100;010;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"Original exposure pre conversion factors";;;;;;;;;;"Items associated with particularly high risk (012)";"065#085#090#100";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions#Of which: Centrally cleared through a QCCP";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x307,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;100;030;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Items associated with particularly high risk (012)";"065#085#090#100";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions#Of which: Centrally cleared through a QCCP";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x307,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;100;200;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"Exposure value";;;;;;;;;;"Items associated with particularly high risk (012)";"065#085#090#100";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions#Of which: Centrally cleared through a QCCP";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;010;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Original exposure pre conversion factors";;;;;;;;;;"Items associated with particularly high risk (012)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;030;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Items associated with particularly high risk (012)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;040;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Exposure net of value adjustments and provisions";;;;;;;;;;"Items associated with particularly high risk (012)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x24,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;050;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Items associated with particularly high risk (012)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x24,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;060;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Items associated with particularly high risk (012)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x24,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;070;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Items associated with particularly high risk (012)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x24,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;080;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Items associated with particularly high risk (012)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x24,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;090;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Items associated with particularly high risk (012)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x24,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;100;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Items associated with particularly high risk (012)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;110;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Items associated with particularly high risk (012)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x24,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;120;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Items associated with particularly high risk (012)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x24,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;130;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Items associated with particularly high risk (012)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x24,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;140;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Items associated with particularly high risk (012)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;150;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Fully adjusted exposure value (E*)";;;;;;;;;;"Items associated with particularly high risk (012)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;200;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Exposure value";;;;;;;;;;"Items associated with particularly high risk (012)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;215;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Items associated with particularly high risk (012)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;220;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Items associated with particularly high risk (012)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x101,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;120;010;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"Original exposure pre conversion factors";;;;;;;;;;"Items associated with particularly high risk (012)";"065#085#110#120";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions#Of which: Centrally cleared through a QCCP";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x101,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;120;030;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Items associated with particularly high risk (012)";"065#085#110#120";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions#Of which: Centrally cleared through a QCCP";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x101,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;120;200;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"Exposure value";;;;;;;;;;"Items associated with particularly high risk (012)";"065#085#110#120";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions#Of which: Centrally cleared through a QCCP";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;010;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Original exposure pre conversion factors";;;;;;;;;;"Items associated with particularly high risk (012)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;030;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Items associated with particularly high risk (012)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;040;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Exposure net of value adjustments and provisions";;;;;;;;;;"Items associated with particularly high risk (012)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x24,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;050;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Items associated with particularly high risk (012)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x24,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;060;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Items associated with particularly high risk (012)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x24,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;070;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Items associated with particularly high risk (012)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x24,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;080;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Items associated with particularly high risk (012)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x24,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;090;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Items associated with particularly high risk (012)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x24,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;100;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Items associated with particularly high risk (012)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;110;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Items associated with particularly high risk (012)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x24,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;120;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Items associated with particularly high risk (012)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x24,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;130;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Items associated with particularly high risk (012)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x24,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;140;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Items associated with particularly high risk (012)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;150;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Fully adjusted exposure value (E*)";;;;;;;;;;"Items associated with particularly high risk (012)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;200;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Exposure value";;;;;;;;;;"Items associated with particularly high risk (012)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;215;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Items associated with particularly high risk (012)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;220;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Items associated with particularly high risk (012)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;010;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Original exposure pre conversion factors";;;;;;;;;;"Items associated with particularly high risk (012)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;030;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Items associated with particularly high risk (012)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;040;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Items associated with particularly high risk (012)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;150;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Items associated with particularly high risk (012)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;160;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Items associated with particularly high risk (012)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;170;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Items associated with particularly high risk (012)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;180;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Items associated with particularly high risk (012)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;190;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Items associated with particularly high risk (012)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;200;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Exposure value";;;;;;;;;;"Items associated with particularly high risk (012)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;215;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Items associated with particularly high risk (012)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;220;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Items associated with particularly high risk (012)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;230;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Items associated with particularly high risk (012)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;240;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Items associated with particularly high risk (012)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;010;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Original exposure pre conversion factors";;;;;;;;;;"Items associated with particularly high risk (012)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;030;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Items associated with particularly high risk (012)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;040;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Items associated with particularly high risk (012)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;150;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Items associated with particularly high risk (012)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;160;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Items associated with particularly high risk (012)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;170;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Items associated with particularly high risk (012)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;180;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Items associated with particularly high risk (012)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;190;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Items associated with particularly high risk (012)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;200;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Exposure value";;;;;;;;;;"Items associated with particularly high risk (012)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;215;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Items associated with particularly high risk (012)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;220;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Items associated with particularly high risk (012)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;230;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Items associated with particularly high risk (012)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;240;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Items associated with particularly high risk (012)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;010;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Original exposure pre conversion factors";;;;;;;;;;"Items associated with particularly high risk (012)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;030;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Items associated with particularly high risk (012)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;040;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Items associated with particularly high risk (012)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;150;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Items associated with particularly high risk (012)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;160;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Items associated with particularly high risk (012)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;170;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Items associated with particularly high risk (012)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;180;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Items associated with particularly high risk (012)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;190;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Items associated with particularly high risk (012)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;200;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Exposure value";;;;;;;;;;"Items associated with particularly high risk (012)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;215;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Items associated with particularly high risk (012)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;220;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Items associated with particularly high risk (012)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;230;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Items associated with particularly high risk (012)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;240;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Items associated with particularly high risk (012)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;010;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Original exposure pre conversion factors";;;;;;;;;;"Items associated with particularly high risk (012)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;030;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Items associated with particularly high risk (012)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;040;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Items associated with particularly high risk (012)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;150;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Items associated with particularly high risk (012)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;160;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Items associated with particularly high risk (012)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;170;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Items associated with particularly high risk (012)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;180;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Items associated with particularly high risk (012)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;190;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Items associated with particularly high risk (012)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;200;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Exposure value";;;;;;;;;;"Items associated with particularly high risk (012)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;215;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Items associated with particularly high risk (012)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;220;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Items associated with particularly high risk (012)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;230;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Items associated with particularly high risk (012)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;240;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Items associated with particularly high risk (012)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;010;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Original exposure pre conversion factors";;;;;;;;;;"Items associated with particularly high risk (012)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;030;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Items associated with particularly high risk (012)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;040;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Items associated with particularly high risk (012)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;150;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Items associated with particularly high risk (012)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;160;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Items associated with particularly high risk (012)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;170;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Items associated with particularly high risk (012)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;180;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Items associated with particularly high risk (012)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;190;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Items associated with particularly high risk (012)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;200;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Exposure value";;;;;;;;;;"Items associated with particularly high risk (012)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;215;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Items associated with particularly high risk (012)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;220;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Items associated with particularly high risk (012)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;230;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Items associated with particularly high risk (012)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;240;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Items associated with particularly high risk (012)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;010;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Original exposure pre conversion factors";;;;;;;;;;"Items associated with particularly high risk (012)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;030;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Items associated with particularly high risk (012)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;040;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Items associated with particularly high risk (012)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;150;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Items associated with particularly high risk (012)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;160;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Items associated with particularly high risk (012)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;170;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Items associated with particularly high risk (012)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;180;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Items associated with particularly high risk (012)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;190;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Items associated with particularly high risk (012)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;200;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Exposure value";;;;;;;;;;"Items associated with particularly high risk (012)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;215;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Items associated with particularly high risk (012)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;220;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Items associated with particularly high risk (012)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;230;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Items associated with particularly high risk (012)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;240;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Items associated with particularly high risk (012)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;010;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Original exposure pre conversion factors";;;;;;;;;;"Items associated with particularly high risk (012)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;030;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Items associated with particularly high risk (012)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;040;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Items associated with particularly high risk (012)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;150;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Items associated with particularly high risk (012)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;160;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Items associated with particularly high risk (012)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;170;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Items associated with particularly high risk (012)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;180;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Items associated with particularly high risk (012)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;190;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Items associated with particularly high risk (012)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;200;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Exposure value";;;;;;;;;;"Items associated with particularly high risk (012)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;215;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Items associated with particularly high risk (012)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;220;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Items associated with particularly high risk (012)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;230;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Items associated with particularly high risk (012)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;240;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Items associated with particularly high risk (012)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;150;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Items associated with particularly high risk (012)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;160;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Items associated with particularly high risk (012)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;170;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Items associated with particularly high risk (012)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;180;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Items associated with particularly high risk (012)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;190;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Items associated with particularly high risk (012)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;200;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Exposure value";;;;;;;;;;"Items associated with particularly high risk (012)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;215;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Items associated with particularly high risk (012)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;220;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Items associated with particularly high risk (012)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;230;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Items associated with particularly high risk (012)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;240;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Items associated with particularly high risk (012)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;010;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Original exposure pre conversion factors";;;;;;;;;;"Items associated with particularly high risk (012)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;030;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Items associated with particularly high risk (012)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;040;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Items associated with particularly high risk (012)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;150;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Items associated with particularly high risk (012)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;160;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Items associated with particularly high risk (012)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;170;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Items associated with particularly high risk (012)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;180;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Items associated with particularly high risk (012)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;190;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Items associated with particularly high risk (012)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;200;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Exposure value";;;;;;;;;;"Items associated with particularly high risk (012)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;215;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Items associated with particularly high risk (012)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;220;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Items associated with particularly high risk (012)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;230;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Items associated with particularly high risk (012)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;240;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Items associated with particularly high risk (012)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;010;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Original exposure pre conversion factors";;;;;;;;;;"Items associated with particularly high risk (012)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;030;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Items associated with particularly high risk (012)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;040;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Items associated with particularly high risk (012)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;150;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Items associated with particularly high risk (012)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;160;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Items associated with particularly high risk (012)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;170;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Items associated with particularly high risk (012)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;180;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Items associated with particularly high risk (012)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;190;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Items associated with particularly high risk (012)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;200;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Exposure value";;;;;;;;;;"Items associated with particularly high risk (012)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;215;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Items associated with particularly high risk (012)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;220;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Items associated with particularly high risk (012)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;230;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Items associated with particularly high risk (012)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;240;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Items associated with particularly high risk (012)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;010;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Original exposure pre conversion factors";;;;;;;;;;"Items associated with particularly high risk (012)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;030;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Items associated with particularly high risk (012)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;040;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Items associated with particularly high risk (012)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;150;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Items associated with particularly high risk (012)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;160;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Items associated with particularly high risk (012)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;170;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Items associated with particularly high risk (012)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;180;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Items associated with particularly high risk (012)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;190;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Items associated with particularly high risk (012)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;200;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Exposure value";;;;;;;;;;"Items associated with particularly high risk (012)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;215;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Items associated with particularly high risk (012)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;220;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Items associated with particularly high risk (012)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;230;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Items associated with particularly high risk (012)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;240;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Items associated with particularly high risk (012)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;010;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Original exposure pre conversion factors";;;;;;;;;;"Items associated with particularly high risk (012)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;030;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Items associated with particularly high risk (012)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;040;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Items associated with particularly high risk (012)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;150;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Items associated with particularly high risk (012)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;160;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Items associated with particularly high risk (012)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;170;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Items associated with particularly high risk (012)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;180;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Items associated with particularly high risk (012)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;190;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Items associated with particularly high risk (012)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;200;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Exposure value";;;;;;;;;;"Items associated with particularly high risk (012)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;215;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Items associated with particularly high risk (012)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;220;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Items associated with particularly high risk (012)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;230;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Items associated with particularly high risk (012)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;240;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Items associated with particularly high risk (012)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;010;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Original exposure pre conversion factors";;;;;;;;;;"Items associated with particularly high risk (012)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;030;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Items associated with particularly high risk (012)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;040;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Items associated with particularly high risk (012)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;150;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Items associated with particularly high risk (012)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;160;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Items associated with particularly high risk (012)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;170;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Items associated with particularly high risk (012)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;180;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Items associated with particularly high risk (012)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;190;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Items associated with particularly high risk (012)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;200;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Exposure value";;;;;;;;;;"Items associated with particularly high risk (012)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;215;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Items associated with particularly high risk (012)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;220;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Items associated with particularly high risk (012)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;230;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Items associated with particularly high risk (012)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;240;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Items associated with particularly high risk (012)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;010;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Original exposure pre conversion factors";;;;;;;;;;"Items associated with particularly high risk (012)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;030;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Items associated with particularly high risk (012)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;040;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Items associated with particularly high risk (012)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;150;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Items associated with particularly high risk (012)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;160;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Items associated with particularly high risk (012)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;170;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Items associated with particularly high risk (012)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;180;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Items associated with particularly high risk (012)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;190;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Items associated with particularly high risk (012)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;200;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Exposure value";;;;;;;;;;"Items associated with particularly high risk (012)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;215;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Items associated with particularly high risk (012)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;220;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Items associated with particularly high risk (012)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;230;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Items associated with particularly high risk (012)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;240;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Items associated with particularly high risk (012)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;040;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Exposure net of value adjustments and provisions";;;;;;;;;;"Items associated with particularly high risk (012)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;150;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Fully adjusted exposure value (E*)";;;;;;;;;;"Items associated with particularly high risk (012)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;160;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Items associated with particularly high risk (012)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;170;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Items associated with particularly high risk (012)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;180;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Items associated with particularly high risk (012)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;190;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Items associated with particularly high risk (012)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;200;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Exposure value";;;;;;;;;;"Items associated with particularly high risk (012)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;215;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Items associated with particularly high risk (012)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;220;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Items associated with particularly high risk (012)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;230;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Items associated with particularly high risk (012)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;240;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Items associated with particularly high risk (012)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;010;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Original exposure pre conversion factors";;;;;;;;;;"Covered bonds (013)";"010";"TOTAL EXPOSURES";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;030;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Covered bonds (013)";"010";"TOTAL EXPOSURES";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;040;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Exposure net of value adjustments and provisions";;;;;;;;;;"Covered bonds (013)";"010";"TOTAL EXPOSURES";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;050;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Covered bonds (013)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;060;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Covered bonds (013)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;070;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Covered bonds (013)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;080;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Covered bonds (013)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;090;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Covered bonds (013)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;100;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Covered bonds (013)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;110;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Covered bonds (013)";"010";"TOTAL EXPOSURES";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;120;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Covered bonds (013)";"010";"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;130;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Covered bonds (013)";"010";"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;140;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Covered bonds (013)";"010";"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;150;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Fully adjusted exposure value (E*)";;;;;;;;;;"Covered bonds (013)";"010";"TOTAL EXPOSURES";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;160;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Covered bonds (013)";"010";"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;170;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Covered bonds (013)";"010";"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;180;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Covered bonds (013)";"010";"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;190;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Covered bonds (013)";"010";"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;200;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Exposure value";;;;;;;;;;"Covered bonds (013)";"010";"TOTAL EXPOSURES";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;215;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;220;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;230;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Covered bonds (013)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;240;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Covered bonds (013)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;010;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Original exposure pre conversion factors";;;;;;;;;;"Covered bonds (013)";"010#020";"TOTAL EXPOSURES#of which: SME";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;030;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Covered bonds (013)";"010#020";"TOTAL EXPOSURES#of which: SME";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;040;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Exposure net of value adjustments and provisions";;;;;;;;;;"Covered bonds (013)";"010#020";"TOTAL EXPOSURES#of which: SME";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x22,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;050;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Covered bonds (013)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x3,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;060;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Covered bonds (013)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x13,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;070;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Covered bonds (013)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x19,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;080;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Covered bonds (013)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;090;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Covered bonds (013)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;100;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Covered bonds (013)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;110;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Covered bonds (013)";"010#020";"TOTAL EXPOSURES#of which: SME";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x6,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;120;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Covered bonds (013)";"010#020";"TOTAL EXPOSURES#of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x6,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;130;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Covered bonds (013)";"010#020";"TOTAL EXPOSURES#of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x6,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;140;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Covered bonds (013)";"010#020";"TOTAL EXPOSURES#of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;150;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Fully adjusted exposure value (E*)";;;;;;;;;;"Covered bonds (013)";"010#020";"TOTAL EXPOSURES#of which: SME";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPZ=eba_CT:x23,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;160;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Covered bonds (013)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPZ=eba_CT:x23,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;170;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Covered bonds (013)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPZ=eba_CT:x23,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;180;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Covered bonds (013)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPZ=eba_CT:x23,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;190;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Covered bonds (013)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;200;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Exposure value";;;;;;;;;;"Covered bonds (013)";"010#020";"TOTAL EXPOSURES#of which: SME";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;215;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"010#020";"TOTAL EXPOSURES#of which: SME";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;220;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"010#020";"TOTAL EXPOSURES#of which: SME";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;010;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Original exposure pre conversion factors";;;;;;;;;;"Covered bonds (013)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;030;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Covered bonds (013)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;040;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Exposure net of value adjustments and provisions";;;;;;;;;;"Covered bonds (013)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x22,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;050;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Covered bonds (013)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x3,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;060;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Covered bonds (013)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x13,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;070;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Covered bonds (013)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x19,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;080;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Covered bonds (013)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x10,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;090;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Covered bonds (013)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x10,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;100;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Covered bonds (013)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;110;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Covered bonds (013)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x6,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;120;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Covered bonds (013)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x6,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;130;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Covered bonds (013)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x6,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;140;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Covered bonds (013)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;150;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Fully adjusted exposure value (E*)";;;;;;;;;;"Covered bonds (013)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPZ=eba_CT:x49,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;160;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Covered bonds (013)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPZ=eba_CT:x49,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;170;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Covered bonds (013)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPZ=eba_CT:x49,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;180;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Covered bonds (013)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPZ=eba_CT:x49,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;190;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Covered bonds (013)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;200;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Exposure value";;;;;;;;;;"Covered bonds (013)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;215;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;220;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;010;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Original exposure pre conversion factors";;;;;;;;;;"Covered bonds (013)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;030;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Covered bonds (013)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;040;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Exposure net of value adjustments and provisions";;;;;;;;;;"Covered bonds (013)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x13,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;050;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Covered bonds (013)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x13,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;060;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Covered bonds (013)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x13,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;070;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Covered bonds (013)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x13,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;080;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Covered bonds (013)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x13,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;090;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Covered bonds (013)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x13,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;100;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Covered bonds (013)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;110;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Covered bonds (013)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x13,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;120;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Covered bonds (013)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x13,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;130;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Covered bonds (013)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x13,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;140;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Covered bonds (013)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;150;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Fully adjusted exposure value (E*)";;;;;;;;;;"Covered bonds (013)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x13,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;160;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Covered bonds (013)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x13,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;170;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Covered bonds (013)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x13,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;180;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Covered bonds (013)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x13,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;190;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Covered bonds (013)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;200;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Exposure value";;;;;;;;;;"Covered bonds (013)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;215;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;220;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;010;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Original exposure pre conversion factors";;;;;;;;;;"Covered bonds (013)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;030;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Covered bonds (013)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;040;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Exposure net of value adjustments and provisions";;;;;;;;;;"Covered bonds (013)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x13,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;050;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Covered bonds (013)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x13,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;060;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Covered bonds (013)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x13,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;070;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Covered bonds (013)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x13,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;080;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Covered bonds (013)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x13,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;090;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Covered bonds (013)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x13,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;100;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Covered bonds (013)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;110;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Covered bonds (013)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x13,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;120;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Covered bonds (013)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x13,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;130;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Covered bonds (013)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x13,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;140;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Covered bonds (013)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;150;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Fully adjusted exposure value (E*)";;;;;;;;;;"Covered bonds (013)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x13,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;160;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Covered bonds (013)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x13,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;170;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Covered bonds (013)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x13,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;180;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Covered bonds (013)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x13,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;190;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Covered bonds (013)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;200;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Exposure value";;;;;;;;;;"Covered bonds (013)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;215;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;220;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;010;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Original exposure pre conversion factors";;;;;;;;;;"Covered bonds (013)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;030;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Covered bonds (013)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;040;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure net of value adjustments and provisions";;;;;;;;;;"Covered bonds (013)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x13,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;050;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Covered bonds (013)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x13,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;060;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Covered bonds (013)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x13,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;070;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Covered bonds (013)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x13,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;080;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Covered bonds (013)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x13,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;090;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Covered bonds (013)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x13,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;100;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Covered bonds (013)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;110;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Covered bonds (013)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x13,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;120;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Covered bonds (013)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x13,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;130;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Covered bonds (013)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x13,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;140;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Covered bonds (013)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;150;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Fully adjusted exposure value (E*)";;;;;;;;;;"Covered bonds (013)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x13,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;160;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Covered bonds (013)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x13,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;170;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Covered bonds (013)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x13,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;180;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Covered bonds (013)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x13,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;190;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Covered bonds (013)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;200;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value";;;;;;;;;;"Covered bonds (013)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;215;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;220;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;010;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Covered bonds (013)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;030;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Covered bonds (013)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;040;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";;;;;;;;;;"Covered bonds (013)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x13,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;050;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Covered bonds (013)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x13,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;060;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Covered bonds (013)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x13,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;070;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Covered bonds (013)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x13,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;080;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Covered bonds (013)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x13,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;090;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Covered bonds (013)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x13,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;100;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Covered bonds (013)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;110;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Covered bonds (013)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x13,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;120;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Covered bonds (013)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x13,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;130;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Covered bonds (013)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x13,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;140;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Covered bonds (013)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;150;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";;;;;;;;;;"Covered bonds (013)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;200;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Exposure value";;;;;;;;;;"Covered bonds (013)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;215;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;220;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;010;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Covered bonds (013)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;030;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Covered bonds (013)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;040;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";;;;;;;;;;"Covered bonds (013)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x13,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;050;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Covered bonds (013)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x13,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;060;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Covered bonds (013)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x13,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;070;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Covered bonds (013)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x13,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;080;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Covered bonds (013)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x13,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;090;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Covered bonds (013)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x13,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;100;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Covered bonds (013)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;110;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Covered bonds (013)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x13,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;120;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Covered bonds (013)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x13,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;130;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Covered bonds (013)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x13,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;140;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Covered bonds (013)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;150;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";;;;;;;;;;"Covered bonds (013)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x13,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;160;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Covered bonds (013)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x13,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;170;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Covered bonds (013)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x13,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;180;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Covered bonds (013)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x13,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;190;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Covered bonds (013)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;200;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Exposure value";;;;;;;;;;"Covered bonds (013)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;215;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;220;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;010;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Original exposure pre conversion factors";;;;;;;;;;"Covered bonds (013)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;030;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Covered bonds (013)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;040;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Exposure net of value adjustments and provisions";;;;;;;;;;"Covered bonds (013)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x13,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;050;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Covered bonds (013)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x13,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;060;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Covered bonds (013)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x13,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;070;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Covered bonds (013)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x13,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;080;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Covered bonds (013)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x13,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;090;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Covered bonds (013)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x13,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;100;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Covered bonds (013)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;110;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Covered bonds (013)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x13,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;120;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Covered bonds (013)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x13,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;130;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Covered bonds (013)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x13,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;140;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Covered bonds (013)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;150;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Fully adjusted exposure value (E*)";;;;;;;;;;"Covered bonds (013)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;200;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Exposure value";;;;;;;;;;"Covered bonds (013)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;215;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;220;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x307,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;100;010;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"Original exposure pre conversion factors";;;;;;;;;;"Covered bonds (013)";"065#085#090#100";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions#Of which: Centrally cleared through a QCCP";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x307,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;100;030;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Covered bonds (013)";"065#085#090#100";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions#Of which: Centrally cleared through a QCCP";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x307,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;100;200;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"Exposure value";;;;;;;;;;"Covered bonds (013)";"065#085#090#100";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions#Of which: Centrally cleared through a QCCP";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;010;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Original exposure pre conversion factors";;;;;;;;;;"Covered bonds (013)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;030;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Covered bonds (013)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;040;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Exposure net of value adjustments and provisions";;;;;;;;;;"Covered bonds (013)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x13,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;050;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Covered bonds (013)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x13,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;060;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Covered bonds (013)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x13,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;070;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Covered bonds (013)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x13,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;080;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Covered bonds (013)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x13,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;090;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Covered bonds (013)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x13,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;100;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Covered bonds (013)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;110;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Covered bonds (013)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x13,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;120;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Covered bonds (013)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x13,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;130;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Covered bonds (013)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x13,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;140;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Covered bonds (013)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;150;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Fully adjusted exposure value (E*)";;;;;;;;;;"Covered bonds (013)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;200;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Exposure value";;;;;;;;;;"Covered bonds (013)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;215;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;220;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x101,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;120;010;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"Original exposure pre conversion factors";;;;;;;;;;"Covered bonds (013)";"065#085#110#120";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions#Of which: Centrally cleared through a QCCP";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x101,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;120;030;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Covered bonds (013)";"065#085#110#120";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions#Of which: Centrally cleared through a QCCP";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x101,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;120;200;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"Exposure value";;;;;;;;;;"Covered bonds (013)";"065#085#110#120";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions#Of which: Centrally cleared through a QCCP";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;010;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Original exposure pre conversion factors";;;;;;;;;;"Covered bonds (013)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;030;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Covered bonds (013)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;040;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Exposure net of value adjustments and provisions";;;;;;;;;;"Covered bonds (013)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x13,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;050;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Covered bonds (013)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x13,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;060;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Covered bonds (013)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x13,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;070;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Covered bonds (013)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x13,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;080;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Covered bonds (013)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x13,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;090;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Covered bonds (013)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x13,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;100;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Covered bonds (013)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;110;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Covered bonds (013)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x13,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;120;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Covered bonds (013)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x13,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;130;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Covered bonds (013)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x13,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;140;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Covered bonds (013)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;150;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Fully adjusted exposure value (E*)";;;;;;;;;;"Covered bonds (013)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;200;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Exposure value";;;;;;;;;;"Covered bonds (013)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;215;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;220;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;010;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Original exposure pre conversion factors";;;;;;;;;;"Covered bonds (013)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;030;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Covered bonds (013)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;040;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Covered bonds (013)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;150;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Covered bonds (013)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;160;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Covered bonds (013)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;170;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Covered bonds (013)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;180;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Covered bonds (013)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;190;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Covered bonds (013)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;200;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Exposure value";;;;;;;;;;"Covered bonds (013)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;215;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;220;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;230;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Covered bonds (013)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;240;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Covered bonds (013)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;010;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Original exposure pre conversion factors";;;;;;;;;;"Covered bonds (013)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;030;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Covered bonds (013)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;040;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Covered bonds (013)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;150;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Covered bonds (013)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;160;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Covered bonds (013)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;170;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Covered bonds (013)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;180;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Covered bonds (013)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;190;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Covered bonds (013)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;200;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Exposure value";;;;;;;;;;"Covered bonds (013)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;215;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;220;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;230;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Covered bonds (013)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;240;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Covered bonds (013)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;010;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Original exposure pre conversion factors";;;;;;;;;;"Covered bonds (013)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;030;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Covered bonds (013)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;040;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Covered bonds (013)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;150;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Covered bonds (013)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;160;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Covered bonds (013)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;170;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Covered bonds (013)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;180;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Covered bonds (013)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;190;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Covered bonds (013)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;200;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Exposure value";;;;;;;;;;"Covered bonds (013)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;215;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;220;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;230;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Covered bonds (013)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;240;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Covered bonds (013)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;010;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Original exposure pre conversion factors";;;;;;;;;;"Covered bonds (013)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;030;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Covered bonds (013)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;040;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Covered bonds (013)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;150;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Covered bonds (013)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;160;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Covered bonds (013)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;170;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Covered bonds (013)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;180;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Covered bonds (013)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;190;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Covered bonds (013)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;200;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Exposure value";;;;;;;;;;"Covered bonds (013)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;215;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;220;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;230;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Covered bonds (013)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;240;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Covered bonds (013)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;010;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Original exposure pre conversion factors";;;;;;;;;;"Covered bonds (013)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;030;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Covered bonds (013)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;040;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Covered bonds (013)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;150;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Covered bonds (013)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;160;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Covered bonds (013)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;170;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Covered bonds (013)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;180;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Covered bonds (013)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;190;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Covered bonds (013)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;200;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Exposure value";;;;;;;;;;"Covered bonds (013)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;215;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;220;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;230;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Covered bonds (013)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;240;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Covered bonds (013)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;010;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Original exposure pre conversion factors";;;;;;;;;;"Covered bonds (013)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;030;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Covered bonds (013)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;040;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Covered bonds (013)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;150;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Covered bonds (013)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;160;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Covered bonds (013)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;170;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Covered bonds (013)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;180;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Covered bonds (013)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;190;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Covered bonds (013)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;200;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Exposure value";;;;;;;;;;"Covered bonds (013)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;215;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;220;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;230;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Covered bonds (013)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;240;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Covered bonds (013)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;010;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Original exposure pre conversion factors";;;;;;;;;;"Covered bonds (013)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;030;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Covered bonds (013)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;040;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Covered bonds (013)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;150;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Covered bonds (013)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;160;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Covered bonds (013)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;170;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Covered bonds (013)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;180;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Covered bonds (013)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;190;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Covered bonds (013)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;200;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Exposure value";;;;;;;;;;"Covered bonds (013)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;215;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;220;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;230;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Covered bonds (013)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;240;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Covered bonds (013)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;150;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Covered bonds (013)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;160;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Covered bonds (013)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;170;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Covered bonds (013)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;180;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Covered bonds (013)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;190;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Covered bonds (013)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;200;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Exposure value";;;;;;;;;;"Covered bonds (013)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;215;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;220;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;230;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Covered bonds (013)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;240;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Covered bonds (013)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;010;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Original exposure pre conversion factors";;;;;;;;;;"Covered bonds (013)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;030;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Covered bonds (013)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;040;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Covered bonds (013)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;150;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Covered bonds (013)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;160;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Covered bonds (013)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;170;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Covered bonds (013)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;180;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Covered bonds (013)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;190;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Covered bonds (013)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;200;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Exposure value";;;;;;;;;;"Covered bonds (013)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;215;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;220;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;230;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Covered bonds (013)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;240;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Covered bonds (013)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;010;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Original exposure pre conversion factors";;;;;;;;;;"Covered bonds (013)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;030;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Covered bonds (013)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;040;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Covered bonds (013)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;150;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Covered bonds (013)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;160;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Covered bonds (013)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;170;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Covered bonds (013)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;180;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Covered bonds (013)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;190;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Covered bonds (013)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;200;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Exposure value";;;;;;;;;;"Covered bonds (013)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;215;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;220;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;230;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Covered bonds (013)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;240;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Covered bonds (013)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;010;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Original exposure pre conversion factors";;;;;;;;;;"Covered bonds (013)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;030;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Covered bonds (013)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;040;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Covered bonds (013)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;150;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Covered bonds (013)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;160;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Covered bonds (013)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;170;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Covered bonds (013)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;180;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Covered bonds (013)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;190;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Covered bonds (013)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;200;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Exposure value";;;;;;;;;;"Covered bonds (013)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;215;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;220;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;230;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Covered bonds (013)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;240;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Covered bonds (013)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;010;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Original exposure pre conversion factors";;;;;;;;;;"Covered bonds (013)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;030;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Covered bonds (013)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;040;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Covered bonds (013)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;150;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Covered bonds (013)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;160;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Covered bonds (013)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;170;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Covered bonds (013)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;180;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Covered bonds (013)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;190;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Covered bonds (013)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;200;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Exposure value";;;;;;;;;;"Covered bonds (013)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;215;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;220;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;230;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Covered bonds (013)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;240;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Covered bonds (013)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;010;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Original exposure pre conversion factors";;;;;;;;;;"Covered bonds (013)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;030;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Covered bonds (013)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;040;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Covered bonds (013)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;150;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Covered bonds (013)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;160;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Covered bonds (013)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;170;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Covered bonds (013)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;180;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Covered bonds (013)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;190;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Covered bonds (013)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;200;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Exposure value";;;;;;;;;;"Covered bonds (013)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;215;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;220;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;230;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Covered bonds (013)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;240;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Covered bonds (013)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;010;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Original exposure pre conversion factors";;;;;;;;;;"Covered bonds (013)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;030;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Covered bonds (013)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;040;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Covered bonds (013)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;150;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Covered bonds (013)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;160;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Covered bonds (013)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;170;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Covered bonds (013)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;180;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Covered bonds (013)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;040;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Exposure net of value adjustments and provisions";;;;;;;;;;"Covered bonds (013)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;150;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Fully adjusted exposure value (E*)";;;;;;;;;;"Covered bonds (013)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;160;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Covered bonds (013)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;170;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Covered bonds (013)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;180;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Covered bonds (013)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;190;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Covered bonds (013)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;200;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Exposure value";;;;;;;;;;"Covered bonds (013)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;215;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;220;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;230;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Covered bonds (013)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;240;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Covered bonds (013)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;010;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Original exposure pre conversion factors";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010";"TOTAL EXPOSURES";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;030;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010";"TOTAL EXPOSURES";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;040;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Exposure net of value adjustments and provisions";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010";"TOTAL EXPOSURES";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;050;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;060;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;080;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;090;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;100;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;110;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010";"TOTAL EXPOSURES";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;120;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010";"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;130;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010";"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;140;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010";"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;150;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Fully adjusted exposure value (E*)";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010";"TOTAL EXPOSURES";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;160;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010";"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;170;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010";"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;180;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010";"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;190;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010";"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;200;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Exposure value";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010";"TOTAL EXPOSURES";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;215;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;220;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;230;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;240;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;010;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Original exposure pre conversion factors";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#020";"TOTAL EXPOSURES#of which: SME";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;030;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#020";"TOTAL EXPOSURES#of which: SME";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;040;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Exposure net of value adjustments and provisions";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#020";"TOTAL EXPOSURES#of which: SME";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x22,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;050;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x3,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;060;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x13,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;070;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x19,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;080;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;090;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;100;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;150;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Fully adjusted exposure value (E*)";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#020";"TOTAL EXPOSURES#of which: SME";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPZ=eba_CT:x23,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;160;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPZ=eba_CT:x23,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;170;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPZ=eba_CT:x23,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;180;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPZ=eba_CT:x23,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;190;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;200;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Exposure value";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#020";"TOTAL EXPOSURES#of which: SME";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;215;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#020";"TOTAL EXPOSURES#of which: SME";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;220;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#020";"TOTAL EXPOSURES#of which: SME";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;010;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Original exposure pre conversion factors";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;030;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;040;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Exposure net of value adjustments and provisions";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x22,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;050;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x3,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;060;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x13,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;070;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x19,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;080;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x10,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;090;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x10,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;100;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;110;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x6,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;120;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x6,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;130;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x6,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;140;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPZ=eba_CT:x49,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;160;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPZ=eba_CT:x49,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;170;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPZ=eba_CT:x49,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;180;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPZ=eba_CT:x49,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;190;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;200;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Exposure value";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;215;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;220;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;010;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Original exposure pre conversion factors";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;030;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;040;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Exposure net of value adjustments and provisions";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x18,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;050;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x18,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;060;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x18,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;070;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x18,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;080;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x18,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;090;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x18,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;100;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;110;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x18,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;120;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x18,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;130;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;150;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Fully adjusted exposure value (E*)";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Fully adjusted exposure value (E*)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x18,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;170;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x18,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;180;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;200;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Exposure value";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;215;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;220;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;010;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Original exposure pre conversion factors";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;030;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;040;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Exposure net of value adjustments and provisions";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x18,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;050;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x18,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;060;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x18,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;070;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x18,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;080;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x18,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;090;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x18,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;100;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;110;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x18,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;120;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x18,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;130;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x18,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;140;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;150;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Fully adjusted exposure value (E*)";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Fully adjusted exposure value (E*)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x18,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;170;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;215;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;220;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;010;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Original exposure pre conversion factors";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;030;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;040;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure net of value adjustments and provisions";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x18,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;050;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x18,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;060;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x18,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;070;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x18,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;080;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x18,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;090;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x18,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;100;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;110;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x18,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;120;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x18,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;130;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x18,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;140;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;150;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Fully adjusted exposure value (E*)";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x18,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;160;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x18,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;170;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x18,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;180;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x18,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;190;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;200;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;215;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;220;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;010;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;030;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;040;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x18,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;050;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x18,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;060;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x18,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;070;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x18,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;080;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x18,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;090;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x18,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;100;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;110;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x18,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;120;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x18,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;130;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x18,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;140;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;150;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;200;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Exposure value";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;215;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;220;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;010;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;030;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;040;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x18,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;050;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x18,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;060;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x18,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;070;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x18,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;080;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x18,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;090;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x18,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;100;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;110;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x18,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;120;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x18,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;130;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x18,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;140;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;150;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x18,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;160;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x18,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;170;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x18,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;180;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x18,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;190;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;200;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Exposure value";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;215;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;220;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;010;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Original exposure pre conversion factors";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;030;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;040;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Exposure net of value adjustments and provisions";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x18,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;050;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x18,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;060;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x18,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;070;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x18,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;080;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x18,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;090;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x18,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;120;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;150;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Fully adjusted exposure value (E*)";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;200;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Exposure value";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;215;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;220;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x307,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;100;010;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"Original exposure pre conversion factors";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#085#090#100";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions#Of which: Centrally cleared through a QCCP";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x307,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;100;030;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#085#090#100";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions#Of which: Centrally cleared through a QCCP";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x307,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;100;200;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"Exposure value";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#085#090#100";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions#Of which: Centrally cleared through a QCCP";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;010;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Original exposure pre conversion factors";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;030;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;040;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Exposure net of value adjustments and provisions";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x18,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;050;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x18,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;060;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x18,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;070;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x18,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;080;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x18,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;090;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x18,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;100;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;110;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;150;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Fully adjusted exposure value (E*)";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;200;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Exposure value";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;215;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;220;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x101,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;120;010;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"Original exposure pre conversion factors";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#085#110#120";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions#Of which: Centrally cleared through a QCCP";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x101,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;120;030;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#085#110#120";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions#Of which: Centrally cleared through a QCCP";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x101,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;120;200;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"Exposure value";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#085#110#120";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions#Of which: Centrally cleared through a QCCP";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;010;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Original exposure pre conversion factors";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;030;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;040;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Exposure net of value adjustments and provisions";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x18,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;050;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x18,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;060;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x18,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;070;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x18,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;080;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x18,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;090;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x18,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;100;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;110;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x18,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;120;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x18,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;130;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;200;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Exposure value";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;215;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;220;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;010;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Original exposure pre conversion factors";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;030;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;040;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;150;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;160;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;170;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;180;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;190;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;200;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Exposure value";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;215;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;220;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;230;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;240;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;010;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Original exposure pre conversion factors";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;030;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;040;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;150;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;160;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;170;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;180;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;190;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;200;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Exposure value";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;215;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;220;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;230;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;240;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;010;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Original exposure pre conversion factors";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;030;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;040;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;150;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;160;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;170;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;180;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;190;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;200;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Exposure value";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;215;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;220;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;230;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;240;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;010;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Original exposure pre conversion factors";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;030;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;040;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;150;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;160;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;170;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;180;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;190;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;200;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Exposure value";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;215;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;220;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;230;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;240;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;010;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Original exposure pre conversion factors";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;030;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;040;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;150;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;160;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;170;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;180;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;190;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;200;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Exposure value";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;215;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;220;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;230;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;240;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;010;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Original exposure pre conversion factors";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;030;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;040;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;150;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;160;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;170;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;180;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;190;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;200;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Exposure value";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;215;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;220;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;230;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;240;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;010;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Original exposure pre conversion factors";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;030;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;040;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;150;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;160;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;170;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;180;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;190;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;200;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Exposure value";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;215;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;220;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;230;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;240;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;150;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;160;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;170;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;180;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;190;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;200;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Exposure value";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;215;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;220;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;230;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;240;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;010;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Original exposure pre conversion factors";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;030;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;040;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;150;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;160;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;170;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;180;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;190;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;200;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Exposure value";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;215;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;220;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;230;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;240;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;010;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Original exposure pre conversion factors";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;030;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;040;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;150;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;160;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;170;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;180;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;190;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;200;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Exposure value";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;215;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;220;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;230;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;240;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;010;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Original exposure pre conversion factors";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;030;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;040;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;150;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;160;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;170;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;180;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;190;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;200;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Exposure value";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;215;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;220;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;230;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;240;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;010;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Original exposure pre conversion factors";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;030;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;040;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;150;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;160;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;170;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;180;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;190;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;200;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Exposure value";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;215;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;220;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;230;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;240;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;010;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Original exposure pre conversion factors";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;030;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;040;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;150;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;160;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;170;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;180;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;190;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;200;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Exposure value";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;215;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;220;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;230;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;240;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;010;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Original exposure pre conversion factors";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;030;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;040;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;150;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;160;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;170;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;180;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;190;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;200;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Exposure value";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Exposure value";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;220;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;170;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;180;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;190;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;200;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Exposure value";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;215;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;220;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;230;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;240;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;010;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Original exposure pre conversion factors";;;;;;;;;;"Claims in the form of CIU (015)";"010";"TOTAL EXPOSURES";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;030;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Claims in the form of CIU (015)";"010";"TOTAL EXPOSURES";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;040;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Exposure net of value adjustments and provisions";;;;;;;;;;"Claims in the form of CIU (015)";"010";"TOTAL EXPOSURES";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;050;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Claims in the form of CIU (015)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;060;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Claims in the form of CIU (015)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;070;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Claims in the form of CIU (015)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;080;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Claims in the form of CIU (015)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;090;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Claims in the form of CIU (015)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;100;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Claims in the form of CIU (015)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;110;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Claims in the form of CIU (015)";"010";"TOTAL EXPOSURES";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;120;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Claims in the form of CIU (015)";"010";"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;130;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Claims in the form of CIU (015)";"010";"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;140;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Claims in the form of CIU (015)";"010";"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;150;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Fully adjusted exposure value (E*)";;;;;;;;;;"Claims in the form of CIU (015)";"010";"TOTAL EXPOSURES";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;160;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Claims in the form of CIU (015)";"010";"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;170;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Claims in the form of CIU (015)";"010";"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;180;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Claims in the form of CIU (015)";"010";"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;190;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Claims in the form of CIU (015)";"010";"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;200;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Exposure value";;;;;;;;;;"Claims in the form of CIU (015)";"010";"TOTAL EXPOSURES";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;215;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Claims in the form of CIU (015)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;220;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Claims in the form of CIU (015)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;230;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Claims in the form of CIU (015)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;240;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Claims in the form of CIU (015)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;010;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Original exposure pre conversion factors";;;;;;;;;;"Claims in the form of CIU (015)";"010#020";"TOTAL EXPOSURES#of which: SME";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;030;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Claims in the form of CIU (015)";"010#020";"TOTAL EXPOSURES#of which: SME";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;040;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Exposure net of value adjustments and provisions";;;;;;;;;;"Claims in the form of CIU (015)";"010#020";"TOTAL EXPOSURES#of which: SME";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x22,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;050;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Claims in the form of CIU (015)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x3,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;060;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Claims in the form of CIU (015)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x13,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;070;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Claims in the form of CIU (015)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x19,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;080;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Claims in the form of CIU (015)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;090;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Claims in the form of CIU (015)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;100;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Claims in the form of CIU (015)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;110;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Claims in the form of CIU (015)";"010#020";"TOTAL EXPOSURES#of which: SME";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x6,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;120;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Claims in the form of CIU (015)";"010#020";"TOTAL EXPOSURES#of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x6,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;130;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Claims in the form of CIU (015)";"010#020";"TOTAL EXPOSURES#of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x6,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;140;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Claims in the form of CIU (015)";"010#020";"TOTAL EXPOSURES#of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;150;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Fully adjusted exposure value (E*)";;;;;;;;;;"Claims in the form of CIU (015)";"010#020";"TOTAL EXPOSURES#of which: SME";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPZ=eba_CT:x23,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;160;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Claims in the form of CIU (015)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPZ=eba_CT:x23,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;170;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Claims in the form of CIU (015)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPZ=eba_CT:x23,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;180;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Claims in the form of CIU (015)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPZ=eba_CT:x23,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;190;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Claims in the form of CIU (015)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;200;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Exposure value";;;;;;;;;;"Claims in the form of CIU (015)";"010#020";"TOTAL EXPOSURES#of which: SME";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;215;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Claims in the form of CIU (015)";"010#020";"TOTAL EXPOSURES#of which: SME";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;220;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Claims in the form of CIU (015)";"010#020";"TOTAL EXPOSURES#of which: SME";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;010;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Original exposure pre conversion factors";;;;;;;;;;"Claims in the form of CIU (015)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;030;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Claims in the form of CIU (015)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;040;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Exposure net of value adjustments and provisions";;;;;;;;;;"Claims in the form of CIU (015)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x22,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;050;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Claims in the form of CIU (015)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x3,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;060;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Claims in the form of CIU (015)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x13,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;070;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Claims in the form of CIU (015)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x19,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;080;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Claims in the form of CIU (015)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x10,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;090;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Claims in the form of CIU (015)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x10,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;100;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Claims in the form of CIU (015)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;110;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Claims in the form of CIU (015)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x6,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;120;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Claims in the form of CIU (015)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x6,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;130;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Claims in the form of CIU (015)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x6,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;140;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Claims in the form of CIU (015)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;150;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Fully adjusted exposure value (E*)";;;;;;;;;;"Claims in the form of CIU (015)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPZ=eba_CT:x49,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;160;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Claims in the form of CIU (015)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPZ=eba_CT:x49,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;170;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Claims in the form of CIU (015)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPZ=eba_CT:x49,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;180;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Claims in the form of CIU (015)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPZ=eba_CT:x49,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;190;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Claims in the form of CIU (015)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;200;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Exposure value";;;;;;;;;;"Claims in the form of CIU (015)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;215;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Claims in the form of CIU (015)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;220;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Claims in the form of CIU (015)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;010;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Original exposure pre conversion factors";;;;;;;;;;"Claims in the form of CIU (015)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;030;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Claims in the form of CIU (015)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;040;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Exposure net of value adjustments and provisions";;;;;;;;;;"Claims in the form of CIU (015)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x14,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;050;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Claims in the form of CIU (015)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x14,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;060;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Claims in the form of CIU (015)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x14,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;070;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Claims in the form of CIU (015)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x14,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;080;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Claims in the form of CIU (015)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x14,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;090;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Claims in the form of CIU (015)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x14,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;100;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Claims in the form of CIU (015)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;110;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Claims in the form of CIU (015)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x14,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;120;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Claims in the form of CIU (015)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x14,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;130;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Claims in the form of CIU (015)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x14,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;140;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Claims in the form of CIU (015)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;150;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Fully adjusted exposure value (E*)";;;;;;;;;;"Claims in the form of CIU (015)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x14,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;160;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Claims in the form of CIU (015)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x14,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;170;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Claims in the form of CIU (015)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x14,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;180;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Claims in the form of CIU (015)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x14,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;190;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Claims in the form of CIU (015)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;200;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Exposure value";;;;;;;;;;"Claims in the form of CIU (015)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;215;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Claims in the form of CIU (015)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;220;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Claims in the form of CIU (015)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;010;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Original exposure pre conversion factors";;;;;;;;;;"Claims in the form of CIU (015)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;030;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Claims in the form of CIU (015)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;040;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Exposure net of value adjustments and provisions";;;;;;;;;;"Claims in the form of CIU (015)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x14,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;050;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Claims in the form of CIU (015)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x14,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;060;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Claims in the form of CIU (015)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x14,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;070;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Claims in the form of CIU (015)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x14,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;080;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Claims in the form of CIU (015)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x14,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;090;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Claims in the form of CIU (015)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x14,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;100;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Claims in the form of CIU (015)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;110;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Claims in the form of CIU (015)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x14,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;120;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Claims in the form of CIU (015)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x14,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;130;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Claims in the form of CIU (015)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x14,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;140;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Claims in the form of CIU (015)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;150;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Fully adjusted exposure value (E*)";;;;;;;;;;"Claims in the form of CIU (015)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x14,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;160;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Claims in the form of CIU (015)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x14,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;170;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Claims in the form of CIU (015)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x14,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;180;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Claims in the form of CIU (015)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x14,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;190;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Claims in the form of CIU (015)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;200;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Exposure value";;;;;;;;;;"Claims in the form of CIU (015)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;215;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Claims in the form of CIU (015)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;220;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Claims in the form of CIU (015)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;010;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Original exposure pre conversion factors";;;;;;;;;;"Claims in the form of CIU (015)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;030;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Claims in the form of CIU (015)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;040;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure net of value adjustments and provisions";;;;;;;;;;"Claims in the form of CIU (015)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x14,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;050;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Claims in the form of CIU (015)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x14,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;060;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Claims in the form of CIU (015)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x14,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;070;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Claims in the form of CIU (015)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x14,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;080;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Claims in the form of CIU (015)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x14,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;090;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Claims in the form of CIU (015)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x14,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;100;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Claims in the form of CIU (015)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;110;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Claims in the form of CIU (015)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x14,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;120;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Claims in the form of CIU (015)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x14,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;130;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Claims in the form of CIU (015)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x14,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;140;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Claims in the form of CIU (015)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;150;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Fully adjusted exposure value (E*)";;;;;;;;;;"Claims in the form of CIU (015)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x14,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;160;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Claims in the form of CIU (015)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x14,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;170;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Claims in the form of CIU (015)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x14,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;180;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Claims in the form of CIU (015)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x14,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;190;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Claims in the form of CIU (015)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;200;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value";;;;;;;;;;"Claims in the form of CIU (015)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;215;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Claims in the form of CIU (015)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;220;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Claims in the form of CIU (015)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;010;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Claims in the form of CIU (015)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;030;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Claims in the form of CIU (015)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;040;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";;;;;;;;;;"Claims in the form of CIU (015)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x14,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;050;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Claims in the form of CIU (015)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x14,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;060;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Claims in the form of CIU (015)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x14,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;070;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Claims in the form of CIU (015)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x14,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;080;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Claims in the form of CIU (015)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x14,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;090;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Claims in the form of CIU (015)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x14,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;100;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Claims in the form of CIU (015)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;110;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Claims in the form of CIU (015)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x14,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;120;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Claims in the form of CIU (015)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x14,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;130;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Claims in the form of CIU (015)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x14,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;140;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Claims in the form of CIU (015)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;150;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";;;;;;;;;;"Claims in the form of CIU (015)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;200;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Exposure value";;;;;;;;;;"Claims in the form of CIU (015)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;215;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Claims in the form of CIU (015)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;220;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Claims in the form of CIU (015)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;010;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Claims in the form of CIU (015)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;030;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Claims in the form of CIU (015)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;040;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";;;;;;;;;;"Claims in the form of CIU (015)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x14,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;050;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Claims in the form of CIU (015)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x14,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;060;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Claims in the form of CIU (015)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x14,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;070;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Claims in the form of CIU (015)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x14,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;080;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Claims in the form of CIU (015)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x14,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;090;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Claims in the form of CIU (015)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x14,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;100;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Claims in the form of CIU (015)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;110;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Claims in the form of CIU (015)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x14,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;120;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Claims in the form of CIU (015)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;150;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";;;;;;;;;;"Claims in the form of CIU (015)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x14,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;160;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Claims in the form of CIU (015)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x14,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;170;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Claims in the form of CIU (015)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x14,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;180;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Claims in the form of CIU (015)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x14,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;190;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Claims in the form of CIU (015)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;200;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Exposure value";;;;;;;;;;"Claims in the form of CIU (015)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;215;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Claims in the form of CIU (015)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;220;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Claims in the form of CIU (015)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;010;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Original exposure pre conversion factors";;;;;;;;;;"Claims in the form of CIU (015)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;030;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Claims in the form of CIU (015)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;040;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Exposure net of value adjustments and provisions";;;;;;;;;;"Claims in the form of CIU (015)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x14,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;050;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Claims in the form of CIU (015)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x14,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;060;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Claims in the form of CIU (015)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x14,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;070;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Claims in the form of CIU (015)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x14,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;080;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Claims in the form of CIU (015)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x14,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;090;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Claims in the form of CIU (015)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x14,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;100;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Claims in the form of CIU (015)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;110;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Claims in the form of CIU (015)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x14,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;120;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Claims in the form of CIU (015)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x14,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;130;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Claims in the form of CIU (015)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;150;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Fully adjusted exposure value (E*)";;;;;;;;;;"Claims in the form of CIU (015)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Fully adjusted exposure value (E*)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x307,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;100;010;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"Original exposure pre conversion factors";;;;;;;;;;"Claims in the form of CIU (015)";"065#085#090#100";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions#Of which: Centrally cleared through a QCCP";"Original exposure pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x307,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;100;200;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"Exposure value";;;;;;;;;;"Claims in the form of CIU (015)";"065#085#090#100";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions#Of which: Centrally cleared through a QCCP";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;010;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Original exposure pre conversion factors";;;;;;;;;;"Claims in the form of CIU (015)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;030;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Claims in the form of CIU (015)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;040;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Exposure net of value adjustments and provisions";;;;;;;;;;"Claims in the form of CIU (015)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x14,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;050;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Claims in the form of CIU (015)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x14,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;060;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Claims in the form of CIU (015)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x14,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;070;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Claims in the form of CIU (015)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x14,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;080;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Claims in the form of CIU (015)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x14,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;090;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Claims in the form of CIU (015)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x14,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;100;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Claims in the form of CIU (015)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;110;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Claims in the form of CIU (015)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x14,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;120;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Claims in the form of CIU (015)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x14,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;130;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Claims in the form of CIU (015)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x14,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;140;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Claims in the form of CIU (015)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;150;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Fully adjusted exposure value (E*)";;;;;;;;;;"Claims in the form of CIU (015)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;200;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Exposure value";;;;;;;;;;"Claims in the form of CIU (015)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;215;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Claims in the form of CIU (015)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x101,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;120;010;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"Original exposure pre conversion factors";;;;;;;;;;"Claims in the form of CIU (015)";"065#085#110#120";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions#Of which: Centrally cleared through a QCCP";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x101,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;120;030;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Claims in the form of CIU (015)";"065#085#110#120";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions#Of which: Centrally cleared through a QCCP";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;010;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Original exposure pre conversion factors";;;;;;;;;;"Claims in the form of CIU (015)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;030;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Claims in the form of CIU (015)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;040;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Exposure net of value adjustments and provisions";;;;;;;;;;"Claims in the form of CIU (015)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x14,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;050;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Claims in the form of CIU (015)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x14,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;060;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Claims in the form of CIU (015)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x14,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;070;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Claims in the form of CIU (015)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x14,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;080;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Claims in the form of CIU (015)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x14,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;090;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Claims in the form of CIU (015)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x14,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;100;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Claims in the form of CIU (015)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;110;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Claims in the form of CIU (015)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x14,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;120;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Claims in the form of CIU (015)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x14,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;130;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Claims in the form of CIU (015)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x14,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;140;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Claims in the form of CIU (015)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;150;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Fully adjusted exposure value (E*)";;;;;;;;;;"Claims in the form of CIU (015)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;200;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Exposure value";;;;;;;;;;"Claims in the form of CIU (015)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;215;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Claims in the form of CIU (015)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;220;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Claims in the form of CIU (015)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;010;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Original exposure pre conversion factors";;;;;;;;;;"Claims in the form of CIU (015)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;030;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Claims in the form of CIU (015)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;040;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Claims in the form of CIU (015)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;150;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Claims in the form of CIU (015)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;160;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Claims in the form of CIU (015)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;170;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Claims in the form of CIU (015)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;010;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Original exposure pre conversion factors";;;;;;;;;;"Claims in the form of CIU (015)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;030;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Claims in the form of CIU (015)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;040;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Claims in the form of CIU (015)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;150;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Claims in the form of CIU (015)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;170;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Claims in the form of CIU (015)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;180;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Claims in the form of CIU (015)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;190;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Claims in the form of CIU (015)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;200;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Exposure value";;;;;;;;;;"Claims in the form of CIU (015)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;215;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Claims in the form of CIU (015)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;220;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Claims in the form of CIU (015)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;230;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Claims in the form of CIU (015)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;010;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Original exposure pre conversion factors";;;;;;;;;;"Claims in the form of CIU (015)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;030;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Claims in the form of CIU (015)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;180;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Claims in the form of CIU (015)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;190;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Claims in the form of CIU (015)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;200;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Exposure value";;;;;;;;;;"Claims in the form of CIU (015)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;215;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Claims in the form of CIU (015)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;220;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Claims in the form of CIU (015)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;230;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Claims in the form of CIU (015)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;240;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Claims in the form of CIU (015)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;010;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Original exposure pre conversion factors";;;;;;;;;;"Claims in the form of CIU (015)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;030;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Claims in the form of CIU (015)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;040;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Claims in the form of CIU (015)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;150;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Claims in the form of CIU (015)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;160;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Claims in the form of CIU (015)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;170;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Claims in the form of CIU (015)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;180;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Claims in the form of CIU (015)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;190;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Claims in the form of CIU (015)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;200;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Exposure value";;;;;;;;;;"Claims in the form of CIU (015)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;215;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Claims in the form of CIU (015)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;220;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Claims in the form of CIU (015)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;230;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Claims in the form of CIU (015)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;240;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Claims in the form of CIU (015)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;010;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Original exposure pre conversion factors";;;;;;;;;;"Claims in the form of CIU (015)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;030;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Claims in the form of CIU (015)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;040;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Claims in the form of CIU (015)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;150;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Claims in the form of CIU (015)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;160;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Claims in the form of CIU (015)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;170;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Claims in the form of CIU (015)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;180;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Claims in the form of CIU (015)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;190;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Claims in the form of CIU (015)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;200;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Exposure value";;;;;;;;;;"Claims in the form of CIU (015)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;215;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Claims in the form of CIU (015)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;220;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Claims in the form of CIU (015)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;230;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Claims in the form of CIU (015)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;240;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Claims in the form of CIU (015)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;010;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Original exposure pre conversion factors";;;;;;;;;;"Claims in the form of CIU (015)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;030;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Claims in the form of CIU (015)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;040;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Claims in the form of CIU (015)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;150;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Claims in the form of CIU (015)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;160;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Claims in the form of CIU (015)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;170;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Claims in the form of CIU (015)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;180;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Claims in the form of CIU (015)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;190;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Claims in the form of CIU (015)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;200;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Exposure value";;;;;;;;;;"Claims in the form of CIU (015)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;215;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Claims in the form of CIU (015)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;220;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Claims in the form of CIU (015)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;230;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Claims in the form of CIU (015)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;240;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Claims in the form of CIU (015)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;010;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Original exposure pre conversion factors";;;;;;;;;;"Claims in the form of CIU (015)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;030;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Claims in the form of CIU (015)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;040;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Claims in the form of CIU (015)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;150;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Claims in the form of CIU (015)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;160;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Claims in the form of CIU (015)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;170;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Claims in the form of CIU (015)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;180;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Claims in the form of CIU (015)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;190;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Claims in the form of CIU (015)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;200;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Exposure value";;;;;;;;;;"Claims in the form of CIU (015)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;215;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Claims in the form of CIU (015)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;220;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Claims in the form of CIU (015)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;230;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Claims in the form of CIU (015)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;240;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Claims in the form of CIU (015)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;150;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Claims in the form of CIU (015)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;160;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Claims in the form of CIU (015)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;170;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Claims in the form of CIU (015)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;180;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Claims in the form of CIU (015)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;190;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Claims in the form of CIU (015)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;200;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Exposure value";;;;;;;;;;"Claims in the form of CIU (015)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;215;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Claims in the form of CIU (015)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;220;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Claims in the form of CIU (015)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;230;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Claims in the form of CIU (015)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;240;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Claims in the form of CIU (015)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;010;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Original exposure pre conversion factors";;;;;;;;;;"Claims in the form of CIU (015)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;030;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Claims in the form of CIU (015)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;040;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Claims in the form of CIU (015)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;150;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Claims in the form of CIU (015)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;160;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Claims in the form of CIU (015)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;170;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Claims in the form of CIU (015)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;180;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Claims in the form of CIU (015)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;190;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Claims in the form of CIU (015)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;200;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Exposure value";;;;;;;;;;"Claims in the form of CIU (015)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;215;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Claims in the form of CIU (015)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;220;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Claims in the form of CIU (015)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;230;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Claims in the form of CIU (015)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;240;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Claims in the form of CIU (015)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;010;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Original exposure pre conversion factors";;;;;;;;;;"Claims in the form of CIU (015)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;030;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Claims in the form of CIU (015)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;040;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Claims in the form of CIU (015)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;150;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Claims in the form of CIU (015)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;160;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Claims in the form of CIU (015)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;170;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Claims in the form of CIU (015)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;180;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Claims in the form of CIU (015)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;190;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Claims in the form of CIU (015)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;200;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Exposure value";;;;;;;;;;"Claims in the form of CIU (015)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;215;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Claims in the form of CIU (015)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;220;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Claims in the form of CIU (015)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;230;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Claims in the form of CIU (015)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;240;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Claims in the form of CIU (015)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;010;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Original exposure pre conversion factors";;;;;;;;;;"Claims in the form of CIU (015)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;030;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Claims in the form of CIU (015)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;040;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Claims in the form of CIU (015)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;150;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Claims in the form of CIU (015)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;160;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Claims in the form of CIU (015)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;170;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Claims in the form of CIU (015)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;180;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Claims in the form of CIU (015)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;190;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Claims in the form of CIU (015)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;200;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Exposure value";;;;;;;;;;"Claims in the form of CIU (015)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;215;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Claims in the form of CIU (015)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;220;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Claims in the form of CIU (015)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;230;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Claims in the form of CIU (015)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;240;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Claims in the form of CIU (015)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;010;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Original exposure pre conversion factors";;;;;;;;;;"Claims in the form of CIU (015)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;030;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Claims in the form of CIU (015)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;040;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Claims in the form of CIU (015)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;150;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Claims in the form of CIU (015)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;160;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Claims in the form of CIU (015)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;170;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Claims in the form of CIU (015)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;180;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Claims in the form of CIU (015)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;190;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Claims in the form of CIU (015)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;200;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Exposure value";;;;;;;;;;"Claims in the form of CIU (015)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;215;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Claims in the form of CIU (015)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;220;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Claims in the form of CIU (015)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;230;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Claims in the form of CIU (015)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;240;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Claims in the form of CIU (015)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;010;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Original exposure pre conversion factors";;;;;;;;;;"Claims in the form of CIU (015)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;030;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Claims in the form of CIU (015)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;040;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Claims in the form of CIU (015)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;150;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Claims in the form of CIU (015)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;160;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Claims in the form of CIU (015)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;170;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Claims in the form of CIU (015)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;180;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Claims in the form of CIU (015)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;190;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Claims in the form of CIU (015)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;200;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Exposure value";;;;;;;;;;"Claims in the form of CIU (015)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;215;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Claims in the form of CIU (015)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;220;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Claims in the form of CIU (015)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;230;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Claims in the form of CIU (015)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;240;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Claims in the form of CIU (015)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;010;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Original exposure pre conversion factors";;;;;;;;;;"Claims in the form of CIU (015)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;030;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Claims in the form of CIU (015)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;040;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Claims in the form of CIU (015)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;150;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Claims in the form of CIU (015)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;170;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Claims in the form of CIU (015)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;180;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Claims in the form of CIU (015)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;190;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Claims in the form of CIU (015)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;200;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Exposure value";;;;;;;;;;"Claims in the form of CIU (015)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;215;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Claims in the form of CIU (015)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;220;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Claims in the form of CIU (015)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;230;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Claims in the form of CIU (015)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;240;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Claims in the form of CIU (015)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;010;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Original exposure pre conversion factors";;;;;;;;;;"Claims in the form of CIU (015)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;030;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Claims in the form of CIU (015)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;040;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Exposure net of value adjustments and provisions";;;;;;;;;;"Claims in the form of CIU (015)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;150;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Fully adjusted exposure value (E*)";;;;;;;;;;"Claims in the form of CIU (015)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;160;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Claims in the form of CIU (015)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;170;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Claims in the form of CIU (015)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;180;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Claims in the form of CIU (015)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;190;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Claims in the form of CIU (015)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;200;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Exposure value";;;;;;;;;;"Claims in the form of CIU (015)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;215;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Claims in the form of CIU (015)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;220;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Claims in the form of CIU (015)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;230;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Claims in the form of CIU (015)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;240;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Claims in the form of CIU (015)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;010;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Original exposure pre conversion factors";;;;;;;;;;"Equity Exposures (016)";"010";"TOTAL EXPOSURES";"Original exposure pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;040;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Exposure net of value adjustments and provisions";;;;;;;;;;"Equity Exposures (016)";"010";"TOTAL EXPOSURES";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;050;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Equity Exposures (016)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;060;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Equity Exposures (016)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;070;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Equity Exposures (016)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;080;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Equity Exposures (016)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;090;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Equity Exposures (016)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;100;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Equity Exposures (016)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;110;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Equity Exposures (016)";"010";"TOTAL EXPOSURES";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;120;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Equity Exposures (016)";"010";"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;130;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Equity Exposures (016)";"010";"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;140;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Equity Exposures (016)";"010";"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;150;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Fully adjusted exposure value (E*)";;;;;;;;;;"Equity Exposures (016)";"010";"TOTAL EXPOSURES";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;160;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Equity Exposures (016)";"010";"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;170;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Equity Exposures (016)";"010";"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;180;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Equity Exposures (016)";"010";"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;190;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Equity Exposures (016)";"010";"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;200;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Exposure value";;;;;;;;;;"Equity Exposures (016)";"010";"TOTAL EXPOSURES";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;215;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Equity Exposures (016)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;220;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Equity Exposures (016)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;230;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Equity Exposures (016)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;240;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Equity Exposures (016)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;010;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Original exposure pre conversion factors";;;;;;;;;;"Equity Exposures (016)";"010#020";"TOTAL EXPOSURES#of which: SME";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;030;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Equity Exposures (016)";"010#020";"TOTAL EXPOSURES#of which: SME";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;040;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Exposure net of value adjustments and provisions";;;;;;;;;;"Equity Exposures (016)";"010#020";"TOTAL EXPOSURES#of which: SME";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x22,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;050;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Equity Exposures (016)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x3,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;060;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Equity Exposures (016)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x13,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;070;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Equity Exposures (016)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x19,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;080;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Equity Exposures (016)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;090;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Equity Exposures (016)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;100;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Equity Exposures (016)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;110;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Equity Exposures (016)";"010#020";"TOTAL EXPOSURES#of which: SME";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x6,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;120;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Equity Exposures (016)";"010#020";"TOTAL EXPOSURES#of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x6,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;130;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Equity Exposures (016)";"010#020";"TOTAL EXPOSURES#of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x6,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;140;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Equity Exposures (016)";"010#020";"TOTAL EXPOSURES#of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;150;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Fully adjusted exposure value (E*)";;;;;;;;;;"Equity Exposures (016)";"010#020";"TOTAL EXPOSURES#of which: SME";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPZ=eba_CT:x23,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;160;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Equity Exposures (016)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPZ=eba_CT:x23,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;170;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Equity Exposures (016)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPZ=eba_CT:x23,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;180;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Equity Exposures (016)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPZ=eba_CT:x23,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;190;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Equity Exposures (016)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;200;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Exposure value";;;;;;;;;;"Equity Exposures (016)";"010#020";"TOTAL EXPOSURES#of which: SME";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;215;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Equity Exposures (016)";"010#020";"TOTAL EXPOSURES#of which: SME";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;220;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Equity Exposures (016)";"010#020";"TOTAL EXPOSURES#of which: SME";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;010;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Original exposure pre conversion factors";;;;;;;;;;"Equity Exposures (016)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;030;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Equity Exposures (016)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;040;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Exposure net of value adjustments and provisions";;;;;;;;;;"Equity Exposures (016)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x22,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;050;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Equity Exposures (016)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x3,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;060;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Equity Exposures (016)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x13,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;070;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Equity Exposures (016)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x19,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;080;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Equity Exposures (016)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x10,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;090;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Equity Exposures (016)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x10,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;100;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Equity Exposures (016)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;110;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Equity Exposures (016)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x6,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;120;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Equity Exposures (016)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x6,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;130;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Equity Exposures (016)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x6,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;140;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Equity Exposures (016)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;150;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Fully adjusted exposure value (E*)";;;;;;;;;;"Equity Exposures (016)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPZ=eba_CT:x49,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;160;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Equity Exposures (016)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPZ=eba_CT:x49,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;170;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Equity Exposures (016)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPZ=eba_CT:x49,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;180;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Equity Exposures (016)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPZ=eba_CT:x49,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;190;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Equity Exposures (016)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;200;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Exposure value";;;;;;;;;;"Equity Exposures (016)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;215;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Equity Exposures (016)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;220;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Equity Exposures (016)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;010;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Original exposure pre conversion factors";;;;;;;;;;"Equity Exposures (016)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;030;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Equity Exposures (016)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;040;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Exposure net of value adjustments and provisions";;;;;;;;;;"Equity Exposures (016)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x1,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;050;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Equity Exposures (016)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x1,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;060;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Equity Exposures (016)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x1,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;070;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Equity Exposures (016)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x1,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;080;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Equity Exposures (016)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x1,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;090;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Equity Exposures (016)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x1,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;100;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Equity Exposures (016)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;110;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Equity Exposures (016)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x1,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;120;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Equity Exposures (016)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x1,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;130;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Equity Exposures (016)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x1,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;190;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Equity Exposures (016)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;200;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Exposure value";;;;;;;;;;"Equity Exposures (016)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;215;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Equity Exposures (016)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;220;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Equity Exposures (016)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;010;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Original exposure pre conversion factors";;;;;;;;;;"Equity Exposures (016)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;030;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Equity Exposures (016)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;040;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Exposure net of value adjustments and provisions";;;;;;;;;;"Equity Exposures (016)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x1,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;050;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Equity Exposures (016)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x1,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;060;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Equity Exposures (016)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x1,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;070;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Equity Exposures (016)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x1,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;080;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Equity Exposures (016)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x1,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;090;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Equity Exposures (016)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x1,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;100;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Equity Exposures (016)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;110;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Equity Exposures (016)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x1,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;120;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Equity Exposures (016)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x1,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;130;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Equity Exposures (016)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x1,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;140;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Equity Exposures (016)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x1,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;160;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Equity Exposures (016)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x1,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;170;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Equity Exposures (016)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x1,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;180;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Equity Exposures (016)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x1,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;190;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Equity Exposures (016)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;200;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Exposure value";;;;;;;;;;"Equity Exposures (016)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;215;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Equity Exposures (016)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;220;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Equity Exposures (016)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;010;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Original exposure pre conversion factors";;;;;;;;;;"Equity Exposures (016)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;030;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Equity Exposures (016)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;040;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure net of value adjustments and provisions";;;;;;;;;;"Equity Exposures (016)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x1,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;050;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Equity Exposures (016)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x1,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;060;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Equity Exposures (016)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x1,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;070;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Equity Exposures (016)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x1,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;080;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Equity Exposures (016)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x1,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;090;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Equity Exposures (016)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x1,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;100;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Equity Exposures (016)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;110;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Equity Exposures (016)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x1,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;120;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Equity Exposures (016)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x1,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;130;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Equity Exposures (016)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x1,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;140;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Equity Exposures (016)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;150;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Fully adjusted exposure value (E*)";;;;;;;;;;"Equity Exposures (016)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x1,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;160;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Equity Exposures (016)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x1,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;170;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Equity Exposures (016)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x1,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;180;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Equity Exposures (016)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x1,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;190;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Equity Exposures (016)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;200;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value";;;;;;;;;;"Equity Exposures (016)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;215;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Equity Exposures (016)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;220;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Equity Exposures (016)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;010;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Equity Exposures (016)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;030;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Equity Exposures (016)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;040;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";;;;;;;;;;"Equity Exposures (016)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x1,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;050;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Equity Exposures (016)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x1,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;060;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Equity Exposures (016)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x1,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;070;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Equity Exposures (016)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x1,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;080;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Equity Exposures (016)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x1,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;090;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Equity Exposures (016)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x1,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;100;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Equity Exposures (016)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;110;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Equity Exposures (016)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x1,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;120;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Equity Exposures (016)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x1,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;130;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Equity Exposures (016)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x1,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;140;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Equity Exposures (016)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;150;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";;;;;;;;;;"Equity Exposures (016)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;200;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Exposure value";;;;;;;;;;"Equity Exposures (016)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;215;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Equity Exposures (016)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;220;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Equity Exposures (016)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;010;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Equity Exposures (016)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;030;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Equity Exposures (016)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;040;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";;;;;;;;;;"Equity Exposures (016)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x1,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;050;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Equity Exposures (016)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x1,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;060;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Equity Exposures (016)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x1,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;070;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Equity Exposures (016)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x1,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;080;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Equity Exposures (016)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x1,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;090;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Equity Exposures (016)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x1,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;100;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Equity Exposures (016)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;110;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Equity Exposures (016)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x1,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;120;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Equity Exposures (016)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x1,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;130;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Equity Exposures (016)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x1,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;140;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Equity Exposures (016)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;150;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";;;;;;;;;;"Equity Exposures (016)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x1,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;160;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Equity Exposures (016)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x1,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;170;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Equity Exposures (016)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x1,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;180;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Equity Exposures (016)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x1,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;190;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Equity Exposures (016)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;200;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Exposure value";;;;;;;;;;"Equity Exposures (016)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;215;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Equity Exposures (016)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;220;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Equity Exposures (016)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;010;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Original exposure pre conversion factors";;;;;;;;;;"Equity Exposures (016)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;030;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Equity Exposures (016)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;040;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Exposure net of value adjustments and provisions";;;;;;;;;;"Equity Exposures (016)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x1,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;050;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Equity Exposures (016)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x1,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;060;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Equity Exposures (016)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x1,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;070;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Equity Exposures (016)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x1,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;080;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Equity Exposures (016)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x1,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;090;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Equity Exposures (016)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x1,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;100;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Equity Exposures (016)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x1,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;130;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Equity Exposures (016)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;150;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Fully adjusted exposure value (E*)";;;;;;;;;;"Equity Exposures (016)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;200;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Exposure value";;;;;;;;;;"Equity Exposures (016)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;215;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Equity Exposures (016)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;220;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Equity Exposures (016)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x307,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;100;010;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"Original exposure pre conversion factors";;;;;;;;;;"Equity Exposures (016)";"065#085#090#100";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions#Of which: Centrally cleared through a QCCP";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x307,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;100;030;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Equity Exposures (016)";"065#085#090#100";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions#Of which: Centrally cleared through a QCCP";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x307,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;100;200;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"Exposure value";;;;;;;;;;"Equity Exposures (016)";"065#085#090#100";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions#Of which: Centrally cleared through a QCCP";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;010;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Original exposure pre conversion factors";;;;;;;;;;"Equity Exposures (016)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;030;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Equity Exposures (016)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;040;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Exposure net of value adjustments and provisions";;;;;;;;;;"Equity Exposures (016)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x1,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;050;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Equity Exposures (016)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x1,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;060;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Equity Exposures (016)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x1,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;070;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Equity Exposures (016)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x1,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;080;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Equity Exposures (016)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x1,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;090;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Equity Exposures (016)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x1,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;100;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Equity Exposures (016)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;110;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Equity Exposures (016)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x1,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;120;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Equity Exposures (016)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;150;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Fully adjusted exposure value (E*)";;;;;;;;;;"Equity Exposures (016)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;200;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Exposure value";;;;;;;;;;"Equity Exposures (016)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;215;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Equity Exposures (016)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;220;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Equity Exposures (016)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x101,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;120;010;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"Original exposure pre conversion factors";;;;;;;;;;"Equity Exposures (016)";"065#085#110#120";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions#Of which: Centrally cleared through a QCCP";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x101,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;120;030;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Equity Exposures (016)";"065#085#110#120";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions#Of which: Centrally cleared through a QCCP";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x101,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;120;200;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"Exposure value";;;;;;;;;;"Equity Exposures (016)";"065#085#110#120";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions#Of which: Centrally cleared through a QCCP";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;010;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Original exposure pre conversion factors";;;;;;;;;;"Equity Exposures (016)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;030;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Equity Exposures (016)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;040;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Exposure net of value adjustments and provisions";;;;;;;;;;"Equity Exposures (016)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x1,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;050;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Equity Exposures (016)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x1,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;060;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Equity Exposures (016)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x1,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;070;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Equity Exposures (016)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x1,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;080;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Equity Exposures (016)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x1,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;090;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Equity Exposures (016)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x1,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;100;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Equity Exposures (016)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;110;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Equity Exposures (016)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x1,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;120;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Equity Exposures (016)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x1,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;130;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Equity Exposures (016)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x1,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;140;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Equity Exposures (016)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;150;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Fully adjusted exposure value (E*)";;;;;;;;;;"Equity Exposures (016)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Fully adjusted exposure value (E*)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;030;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Equity Exposures (016)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;040;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Equity Exposures (016)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;150;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Equity Exposures (016)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;160;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Equity Exposures (016)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;170;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Equity Exposures (016)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;180;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Equity Exposures (016)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;190;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Equity Exposures (016)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;215;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Equity Exposures (016)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;220;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Equity Exposures (016)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;230;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Equity Exposures (016)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;240;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Equity Exposures (016)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;030;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Equity Exposures (016)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;040;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Equity Exposures (016)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;150;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Equity Exposures (016)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;160;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Equity Exposures (016)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;180;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Equity Exposures (016)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;190;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Equity Exposures (016)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;200;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Exposure value";;;;;;;;;;"Equity Exposures (016)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;215;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Equity Exposures (016)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;220;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Equity Exposures (016)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;230;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Equity Exposures (016)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;240;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Equity Exposures (016)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;010;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Original exposure pre conversion factors";;;;;;;;;;"Equity Exposures (016)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;030;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Equity Exposures (016)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;040;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Equity Exposures (016)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;150;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Equity Exposures (016)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;160;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Equity Exposures (016)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;170;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Equity Exposures (016)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;180;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Equity Exposures (016)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;190;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Equity Exposures (016)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;200;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Exposure value";;;;;;;;;;"Equity Exposures (016)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;215;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Equity Exposures (016)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;220;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Equity Exposures (016)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;230;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Equity Exposures (016)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;240;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Equity Exposures (016)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;010;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Original exposure pre conversion factors";;;;;;;;;;"Equity Exposures (016)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;030;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Equity Exposures (016)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;040;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Equity Exposures (016)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;150;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Equity Exposures (016)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;160;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Equity Exposures (016)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;170;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Equity Exposures (016)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;180;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Equity Exposures (016)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;190;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Equity Exposures (016)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;200;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Exposure value";;;;;;;;;;"Equity Exposures (016)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;215;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Equity Exposures (016)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;220;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Equity Exposures (016)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;230;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Equity Exposures (016)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;240;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Equity Exposures (016)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;010;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Original exposure pre conversion factors";;;;;;;;;;"Equity Exposures (016)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;030;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Equity Exposures (016)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;040;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Equity Exposures (016)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;150;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Equity Exposures (016)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;160;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Equity Exposures (016)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;170;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Equity Exposures (016)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;180;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Equity Exposures (016)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;190;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Equity Exposures (016)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;200;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Exposure value";;;;;;;;;;"Equity Exposures (016)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;215;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Equity Exposures (016)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;220;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Equity Exposures (016)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;230;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Equity Exposures (016)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;240;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Equity Exposures (016)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;010;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Original exposure pre conversion factors";;;;;;;;;;"Equity Exposures (016)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;030;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Equity Exposures (016)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;040;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Equity Exposures (016)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;150;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Equity Exposures (016)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;160;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Equity Exposures (016)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;170;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Equity Exposures (016)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;180;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Equity Exposures (016)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;190;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Equity Exposures (016)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;200;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Exposure value";;;;;;;;;;"Equity Exposures (016)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;215;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Equity Exposures (016)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;220;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Equity Exposures (016)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;230;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Equity Exposures (016)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;240;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Equity Exposures (016)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;010;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Original exposure pre conversion factors";;;;;;;;;;"Equity Exposures (016)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;030;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Equity Exposures (016)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;040;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Equity Exposures (016)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;150;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Equity Exposures (016)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;160;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Equity Exposures (016)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;170;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Equity Exposures (016)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;180;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Equity Exposures (016)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;190;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Equity Exposures (016)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;200;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Exposure value";;;;;;;;;;"Equity Exposures (016)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;215;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Equity Exposures (016)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;220;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Equity Exposures (016)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;230;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Equity Exposures (016)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;240;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Equity Exposures (016)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;150;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Equity Exposures (016)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;160;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Equity Exposures (016)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;170;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Equity Exposures (016)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;180;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Equity Exposures (016)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;190;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Equity Exposures (016)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;200;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Exposure value";;;;;;;;;;"Equity Exposures (016)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;215;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Equity Exposures (016)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;220;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Equity Exposures (016)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;230;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Equity Exposures (016)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;240;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Equity Exposures (016)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;010;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Original exposure pre conversion factors";;;;;;;;;;"Equity Exposures (016)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;030;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Equity Exposures (016)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;040;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Equity Exposures (016)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;150;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Equity Exposures (016)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;160;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Equity Exposures (016)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;170;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Equity Exposures (016)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;180;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Equity Exposures (016)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;190;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Equity Exposures (016)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;200;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Exposure value";;;;;;;;;;"Equity Exposures (016)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;215;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Equity Exposures (016)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;220;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Equity Exposures (016)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;230;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Equity Exposures (016)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;240;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Equity Exposures (016)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;010;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Original exposure pre conversion factors";;;;;;;;;;"Equity Exposures (016)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;030;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Equity Exposures (016)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;040;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Equity Exposures (016)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;150;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Equity Exposures (016)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;160;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Equity Exposures (016)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;170;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Equity Exposures (016)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;180;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Equity Exposures (016)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;190;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Equity Exposures (016)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;200;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Exposure value";;;;;;;;;;"Equity Exposures (016)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;215;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Equity Exposures (016)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;220;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Equity Exposures (016)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;230;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Equity Exposures (016)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;240;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Equity Exposures (016)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;010;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Original exposure pre conversion factors";;;;;;;;;;"Equity Exposures (016)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;030;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Equity Exposures (016)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;040;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Equity Exposures (016)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;150;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Equity Exposures (016)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;160;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Equity Exposures (016)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;170;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Equity Exposures (016)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;180;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Equity Exposures (016)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;190;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Equity Exposures (016)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;200;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Exposure value";;;;;;;;;;"Equity Exposures (016)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;215;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Equity Exposures (016)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;220;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Equity Exposures (016)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;230;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Equity Exposures (016)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;240;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Equity Exposures (016)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;010;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Original exposure pre conversion factors";;;;;;;;;;"Equity Exposures (016)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;030;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Equity Exposures (016)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;040;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Equity Exposures (016)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;150;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Equity Exposures (016)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;160;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Equity Exposures (016)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;170;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Equity Exposures (016)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;180;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Equity Exposures (016)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;190;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Equity Exposures (016)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;200;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Exposure value";;;;;;;;;;"Equity Exposures (016)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;215;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Equity Exposures (016)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;220;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Equity Exposures (016)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;230;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Equity Exposures (016)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;240;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Equity Exposures (016)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;010;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Original exposure pre conversion factors";;;;;;;;;;"Equity Exposures (016)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;030;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Equity Exposures (016)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;040;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Equity Exposures (016)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;150;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Equity Exposures (016)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;160;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Equity Exposures (016)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;170;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Equity Exposures (016)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;180;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Equity Exposures (016)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;190;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Equity Exposures (016)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;200;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Exposure value";;;;;;;;;;"Equity Exposures (016)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;215;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Equity Exposures (016)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;220;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Equity Exposures (016)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;230;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Equity Exposures (016)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;240;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Equity Exposures (016)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;010;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Original exposure pre conversion factors";;;;;;;;;;"Equity Exposures (016)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;030;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Equity Exposures (016)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;040;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Equity Exposures (016)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;150;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Equity Exposures (016)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;160;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Equity Exposures (016)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;170;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Equity Exposures (016)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;180;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Equity Exposures (016)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;190;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Equity Exposures (016)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;200;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Exposure value";;;;;;;;;;"Equity Exposures (016)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;215;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Equity Exposures (016)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;220;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Equity Exposures (016)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;230;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Equity Exposures (016)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;240;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Equity Exposures (016)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;030;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Equity Exposures (016)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;040;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Exposure net of value adjustments and provisions";;;;;;;;;;"Equity Exposures (016)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;150;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Fully adjusted exposure value (E*)";;;;;;;;;;"Equity Exposures (016)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;160;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Equity Exposures (016)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;040;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Exposure net of value adjustments and provisions";;;;;;;;;;"Other items (017)";"010";"TOTAL EXPOSURES";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;050;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Other items (017)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;070;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Other items (017)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;090;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Other items (017)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;100;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Other items (017)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;110;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Other items (017)";"010";"TOTAL EXPOSURES";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;120;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Other items (017)";"010";"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;130;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Other items (017)";"010";"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;140;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Other items (017)";"010";"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;150;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Fully adjusted exposure value (E*)";;;;;;;;;;"Other items (017)";"010";"TOTAL EXPOSURES";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;160;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Other items (017)";"010";"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;170;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Other items (017)";"010";"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;180;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Other items (017)";"010";"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;190;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Other items (017)";"010";"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;200;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Exposure value";;;;;;;;;;"Other items (017)";"010";"TOTAL EXPOSURES";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;215;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Other items (017)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;220;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Other items (017)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;230;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Other items (017)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;240;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Other items (017)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;010;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Original exposure pre conversion factors";;;;;;;;;;"Other items (017)";"010#020";"TOTAL EXPOSURES#of which: SME";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;030;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Other items (017)";"010#020";"TOTAL EXPOSURES#of which: SME";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;040;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Exposure net of value adjustments and provisions";;;;;;;;;;"Other items (017)";"010#020";"TOTAL EXPOSURES#of which: SME";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x22,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;050;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Other items (017)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x3,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;060;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Other items (017)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x13,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;070;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Other items (017)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x19,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;080;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Other items (017)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;090;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Other items (017)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;100;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Other items (017)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;110;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Other items (017)";"010#020";"TOTAL EXPOSURES#of which: SME";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x6,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;120;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Other items (017)";"010#020";"TOTAL EXPOSURES#of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x6,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;130;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Other items (017)";"010#020";"TOTAL EXPOSURES#of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x6,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;140;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Other items (017)";"010#020";"TOTAL EXPOSURES#of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;150;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Fully adjusted exposure value (E*)";;;;;;;;;;"Other items (017)";"010#020";"TOTAL EXPOSURES#of which: SME";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPZ=eba_CT:x23,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;160;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Other items (017)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPZ=eba_CT:x23,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;170;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Other items (017)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPZ=eba_CT:x23,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;180;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Other items (017)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPZ=eba_CT:x23,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;190;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Other items (017)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;200;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Exposure value";;;;;;;;;;"Other items (017)";"010#020";"TOTAL EXPOSURES#of which: SME";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;215;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Other items (017)";"010#020";"TOTAL EXPOSURES#of which: SME";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;220;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Other items (017)";"010#020";"TOTAL EXPOSURES#of which: SME";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;010;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Original exposure pre conversion factors";;;;;;;;;;"Other items (017)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;030;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Other items (017)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;040;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Exposure net of value adjustments and provisions";;;;;;;;;;"Other items (017)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x22,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;050;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Other items (017)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x3,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;060;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Other items (017)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x13,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;070;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Other items (017)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x19,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;080;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Other items (017)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x10,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;090;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Other items (017)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x10,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;100;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Other items (017)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;110;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Other items (017)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x6,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;120;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Other items (017)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x6,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;130;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Other items (017)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x6,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;140;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Other items (017)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;150;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Fully adjusted exposure value (E*)";;;;;;;;;;"Other items (017)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPZ=eba_CT:x49,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;160;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Other items (017)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPZ=eba_CT:x49,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;170;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Other items (017)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPZ=eba_CT:x49,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;180;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Other items (017)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPZ=eba_CT:x49,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;190;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Other items (017)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;200;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Exposure value";;;;;;;;;;"Other items (017)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;215;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Other items (017)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;220;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Other items (017)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;010;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Original exposure pre conversion factors";;;;;;;;;;"Other items (017)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;030;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Other items (017)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;040;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Exposure net of value adjustments and provisions";;;;;;;;;;"Other items (017)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x25,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;050;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Other items (017)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x25,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;060;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Other items (017)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x25,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;070;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Other items (017)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x25,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;080;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Other items (017)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x25,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;090;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Other items (017)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x25,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;100;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Other items (017)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;110;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Other items (017)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x25,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;120;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Other items (017)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x25,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;130;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Other items (017)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;150;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Fully adjusted exposure value (E*)";;;;;;;;;;"Other items (017)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x25,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;160;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Other items (017)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x25,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;170;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Other items (017)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x25,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;180;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Other items (017)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x25,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;190;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Other items (017)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;200;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Exposure value";;;;;;;;;;"Other items (017)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;215;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Other items (017)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;220;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Other items (017)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;010;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Original exposure pre conversion factors";;;;;;;;;;"Other items (017)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;030;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Other items (017)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;040;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Exposure net of value adjustments and provisions";;;;;;;;;;"Other items (017)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x25,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;050;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Other items (017)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x25,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;060;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Other items (017)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x25,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;070;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Other items (017)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x25,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;080;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Other items (017)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x25,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;090;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Other items (017)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x25,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;100;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Other items (017)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;110;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Other items (017)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x25,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;120;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Other items (017)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x25,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;130;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Other items (017)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x25,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;140;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Other items (017)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;150;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Fully adjusted exposure value (E*)";;;;;;;;;;"Other items (017)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x25,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;160;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Other items (017)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x25,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;170;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Other items (017)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x25,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;180;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Other items (017)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x25,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;190;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Other items (017)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;200;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Exposure value";;;;;;;;;;"Other items (017)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;215;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Other items (017)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;220;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Other items (017)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;010;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Original exposure pre conversion factors";;;;;;;;;;"Other items (017)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;030;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Other items (017)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;040;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure net of value adjustments and provisions";;;;;;;;;;"Other items (017)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x25,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;050;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Other items (017)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x25,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;060;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Other items (017)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x25,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;070;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Other items (017)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x25,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;080;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Other items (017)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x25,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;090;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Other items (017)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x25,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;100;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Other items (017)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;110;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Other items (017)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x25,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;120;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Other items (017)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x25,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;130;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Other items (017)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x25,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;140;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Other items (017)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;150;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Fully adjusted exposure value (E*)";;;;;;;;;;"Other items (017)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x25,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;160;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Other items (017)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x25,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;170;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Other items (017)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x25,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;180;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Other items (017)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x25,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;190;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Other items (017)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;200;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value";;;;;;;;;;"Other items (017)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;215;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Other items (017)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;220;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Other items (017)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;010;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Other items (017)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;030;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Other items (017)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;040;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";;;;;;;;;;"Other items (017)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x25,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;050;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Other items (017)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x25,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;060;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Other items (017)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x25,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;070;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Other items (017)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x25,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;080;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Other items (017)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x25,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;090;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Other items (017)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x25,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;100;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Other items (017)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;110;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Other items (017)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x25,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;120;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Other items (017)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x25,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;130;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Other items (017)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x25,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;140;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Other items (017)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;150;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";;;;;;;;;;"Other items (017)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;200;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Exposure value";;;;;;;;;;"Other items (017)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;215;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Other items (017)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;220;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Other items (017)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;010;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Other items (017)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;030;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Other items (017)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;040;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";;;;;;;;;;"Other items (017)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x25,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;050;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Other items (017)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x25,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;060;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Other items (017)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x25,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;070;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Other items (017)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x25,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;080;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Other items (017)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x25,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;090;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Other items (017)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x25,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;100;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Other items (017)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;110;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Other items (017)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x25,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;120;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Other items (017)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x25,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;130;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Other items (017)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x25,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;140;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Other items (017)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;150;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";;;;;;;;;;"Other items (017)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x25,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;160;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Other items (017)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x25,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;170;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Other items (017)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x25,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;180;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Other items (017)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x25,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;190;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Other items (017)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;200;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Exposure value";;;;;;;;;;"Other items (017)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;215;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Other items (017)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;220;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Other items (017)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;010;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Original exposure pre conversion factors";;;;;;;;;;"Other items (017)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Original exposure pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;150;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Fully adjusted exposure value (E*)";;;;;;;;;;"Other items (017)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Fully adjusted exposure value (E*)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;215;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Other items (017)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;220;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Other items (017)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x307,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;100;010;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"Original exposure pre conversion factors";;;;;;;;;;"Other items (017)";"065#085#090#100";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions#Of which: Centrally cleared through a QCCP";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x307,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;100;030;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Other items (017)";"065#085#090#100";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions#Of which: Centrally cleared through a QCCP";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x307,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;100;200;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"Exposure value";;;;;;;;;;"Other items (017)";"065#085#090#100";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions#Of which: Centrally cleared through a QCCP";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;010;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Original exposure pre conversion factors";;;;;;;;;;"Other items (017)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;030;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Other items (017)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;040;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Exposure net of value adjustments and provisions";;;;;;;;;;"Other items (017)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x25,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;050;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Other items (017)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x25,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;060;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Other items (017)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x25,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;070;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Other items (017)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x25,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;090;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Other items (017)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x25,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;100;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Other items (017)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;110;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Other items (017)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x25,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;120;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Other items (017)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x25,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;130;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Other items (017)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x25,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;140;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Other items (017)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;150;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Fully adjusted exposure value (E*)";;;;;;;;;;"Other items (017)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;200;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Exposure value";;;;;;;;;;"Other items (017)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;215;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Other items (017)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;220;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Other items (017)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x101,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;120;010;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"Original exposure pre conversion factors";;;;;;;;;;"Other items (017)";"065#085#110#120";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions#Of which: Centrally cleared through a QCCP";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x101,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;120;030;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Other items (017)";"065#085#110#120";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions#Of which: Centrally cleared through a QCCP";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x101,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;120;200;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"Exposure value";;;;;;;;;;"Other items (017)";"065#085#110#120";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions#Of which: Centrally cleared through a QCCP";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;010;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Original exposure pre conversion factors";;;;;;;;;;"Other items (017)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;030;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Other items (017)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;040;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Exposure net of value adjustments and provisions";;;;;;;;;;"Other items (017)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x25,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;050;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Other items (017)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x25,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;060;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Other items (017)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x25,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;070;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Other items (017)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x25,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;080;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Other items (017)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x25,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;090;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Other items (017)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x25,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;100;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Other items (017)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;110;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Other items (017)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x25,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;120;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Other items (017)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x25,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;130;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Other items (017)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x25,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;140;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Other items (017)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;150;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Fully adjusted exposure value (E*)";;;;;;;;;;"Other items (017)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;200;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Exposure value";;;;;;;;;;"Other items (017)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;215;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Other items (017)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;220;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Other items (017)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;010;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Original exposure pre conversion factors";;;;;;;;;;"Other items (017)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;030;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Other items (017)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;040;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Other items (017)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;150;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Other items (017)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;160;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Other items (017)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;170;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Other items (017)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;180;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Other items (017)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;190;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Other items (017)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;200;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Exposure value";;;;;;;;;;"Other items (017)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;215;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Other items (017)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;220;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Other items (017)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;230;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Other items (017)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;240;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Other items (017)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;010;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Original exposure pre conversion factors";;;;;;;;;;"Other items (017)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;030;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Other items (017)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;040;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Other items (017)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;150;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Other items (017)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;200;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Exposure value";;;;;;;;;;"Other items (017)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;215;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Other items (017)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;220;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Other items (017)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;230;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Other items (017)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;240;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Other items (017)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;010;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Original exposure pre conversion factors";;;;;;;;;;"Other items (017)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;030;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Other items (017)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;040;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Other items (017)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;150;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Other items (017)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;160;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Other items (017)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;170;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Other items (017)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;190;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Other items (017)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;200;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Exposure value";;;;;;;;;;"Other items (017)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;215;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Other items (017)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;220;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Other items (017)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;230;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Other items (017)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;010;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Original exposure pre conversion factors";;;;;;;;;;"Other items (017)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;030;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Other items (017)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;040;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Other items (017)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;150;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Other items (017)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;170;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Other items (017)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;180;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Other items (017)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;190;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Other items (017)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;200;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Exposure value";;;;;;;;;;"Other items (017)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;215;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Other items (017)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;220;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Other items (017)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;230;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Other items (017)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;240;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Other items (017)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;010;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Original exposure pre conversion factors";;;;;;;;;;"Other items (017)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;030;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Other items (017)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;040;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Other items (017)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;150;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Other items (017)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;160;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Other items (017)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;170;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Other items (017)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;180;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Other items (017)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;190;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Other items (017)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;200;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Exposure value";;;;;;;;;;"Other items (017)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;215;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Other items (017)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;220;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Other items (017)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;230;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Other items (017)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;240;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Other items (017)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;010;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Original exposure pre conversion factors";;;;;;;;;;"Other items (017)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;030;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Other items (017)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;040;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Other items (017)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;150;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Other items (017)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;160;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Other items (017)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;170;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Other items (017)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;180;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Other items (017)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;190;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Other items (017)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;200;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Exposure value";;;;;;;;;;"Other items (017)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;215;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Other items (017)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;220;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Other items (017)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;230;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Other items (017)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;240;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Other items (017)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;010;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Original exposure pre conversion factors";;;;;;;;;;"Other items (017)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;030;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Other items (017)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;040;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Other items (017)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;150;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Other items (017)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;160;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Other items (017)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;170;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Other items (017)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;180;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Other items (017)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;190;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Other items (017)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;200;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Exposure value";;;;;;;;;;"Other items (017)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;215;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Other items (017)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;220;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Other items (017)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;230;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Other items (017)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;240;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Other items (017)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;150;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Other items (017)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;160;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Other items (017)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;170;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Other items (017)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;180;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Other items (017)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;190;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Other items (017)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;200;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Exposure value";;;;;;;;;;"Other items (017)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;215;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Other items (017)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;220;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Other items (017)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;230;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Other items (017)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;240;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Other items (017)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;010;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Original exposure pre conversion factors";;;;;;;;;;"Other items (017)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;030;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Other items (017)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;040;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Other items (017)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;150;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Other items (017)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;160;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Other items (017)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;170;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Other items (017)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;180;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Other items (017)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;190;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Other items (017)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;200;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Exposure value";;;;;;;;;;"Other items (017)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;215;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Other items (017)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;220;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Other items (017)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;230;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Other items (017)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;240;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Other items (017)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;010;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Original exposure pre conversion factors";;;;;;;;;;"Other items (017)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;030;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Other items (017)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;040;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Other items (017)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;150;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Other items (017)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;160;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Other items (017)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;170;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Other items (017)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;180;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Other items (017)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;190;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Other items (017)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;200;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Exposure value";;;;;;;;;;"Other items (017)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;215;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Other items (017)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;220;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Other items (017)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;230;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Other items (017)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;240;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Other items (017)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;010;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Original exposure pre conversion factors";;;;;;;;;;"Other items (017)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;030;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Other items (017)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;040;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Other items (017)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;150;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Other items (017)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;160;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Other items (017)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;170;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Other items (017)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;180;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Other items (017)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;190;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Other items (017)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;200;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Exposure value";;;;;;;;;;"Other items (017)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;215;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Other items (017)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;220;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Other items (017)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;230;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Other items (017)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;240;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Other items (017)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;010;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Original exposure pre conversion factors";;;;;;;;;;"Other items (017)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;030;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Other items (017)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;040;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Other items (017)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;150;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Other items (017)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;160;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Other items (017)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;170;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Other items (017)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;180;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Other items (017)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;190;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Other items (017)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;200;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Exposure value";;;;;;;;;;"Other items (017)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;215;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Other items (017)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;220;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Other items (017)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;230;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Other items (017)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;240;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Other items (017)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;010;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Original exposure pre conversion factors";;;;;;;;;;"Other items (017)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;030;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Other items (017)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;040;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Other items (017)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;150;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Other items (017)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;160;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Other items (017)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;170;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Other items (017)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;180;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Other items (017)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;190;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Other items (017)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;200;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Exposure value";;;;;;;;;;"Other items (017)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;215;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Other items (017)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;220;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Other items (017)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;230;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Other items (017)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;240;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Other items (017)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;010;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Original exposure pre conversion factors";;;;;;;;;;"Other items (017)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;030;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Other items (017)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;040;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Other items (017)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;150;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Other items (017)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;160;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Other items (017)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;170;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Other items (017)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;180;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Other items (017)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;190;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Other items (017)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;200;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Exposure value";;;;;;;;;;"Other items (017)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;215;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Other items (017)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;220;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Other items (017)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;230;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Other items (017)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;240;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Other items (017)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;010;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Original exposure pre conversion factors";;;;;;;;;;"Other items (017)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;030;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Other items (017)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;040;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Exposure net of value adjustments and provisions";;;;;;;;;;"Other items (017)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;150;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Fully adjusted exposure value (E*)";;;;;;;;;;"Other items (017)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;160;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Other items (017)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;170;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Other items (017)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;180;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Other items (017)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;190;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Other items (017)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;200;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Exposure value";;;;;;;;;;"Other items (017)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;215;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Other items (017)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;220;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Other items (017)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;230;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Other items (017)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;240;31660;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Other items (017)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;010;210;19755;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"TOTAL EXPOSURES";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Total (001)";"010";"TOTAL EXPOSURES";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;020;210;19755;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: SME";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Total (001)";"010#020";"TOTAL EXPOSURES#of which: SME";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;030;210;19755;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: SME subject to SME-supporting factor";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Total (001)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x33,TRI=eba_TR:x1";C_07.00.b;040;210;19755;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Secured by mortgages on immovable property - Residential property";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Total (001)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;050;210;19755;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Exposures under the permanent partial use of the standardised approach";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Total (001)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;060;210;19755;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Total (001)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;070;210;19755;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"On balance sheet exposures subject to credit risk";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Total (001)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;080;210;19755;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Off balance sheet exposures subject to credit risk";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Total (001)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;090;210;19755;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Securities Financing Transactions";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Total (001)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;110;210;19755;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Derivatives & Long Settlement Transactions";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Total (001)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;130;210;19755;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"From Contractual Cross Product Netting";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Total (001)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x1";C_07.00.b;140;210;19755;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"0%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Total (001)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x1";C_07.00.b;150;210;19755;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"2%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Total (001)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x1";C_07.00.b;160;210;19755;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"4%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Total (001)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x1";C_07.00.b;170;210;19755;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"10%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Total (001)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x1";C_07.00.b;180;210;19755;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"20%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Total (001)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x1";C_07.00.b;190;210;19755;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"35%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Total (001)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x1";C_07.00.b;200;210;19755;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"50%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Total (001)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x1";C_07.00.b;210;210;19755;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"70%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Total (001)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x1";C_07.00.b;220;210;19755;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"75%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Total (001)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x1";C_07.00.b;230;210;19755;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"100%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Total (001)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x1";C_07.00.b;240;210;19755;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"150%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Total (001)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x1";C_07.00.b;250;210;19755;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"250%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Total (001)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x1";C_07.00.b;260;210;19755;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"370%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Total (001)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x1";C_07.00.b;270;210;19755;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"1250%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Total (001)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x1";C_07.00.b;280;210;19755;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Other risk weights";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Total (001)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;010;210;19756;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"TOTAL EXPOSURES";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Central governments or central banks (002)";"010";"TOTAL EXPOSURES";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CPZ=eba_CT:x23,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;020;210;19756;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: SME";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Central governments or central banks (002)";"010#020";"TOTAL EXPOSURES#of which: SME";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CPZ=eba_CT:x49,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;030;210;19756;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: SME subject to SME-supporting factor";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Central governments or central banks (002)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x33,TRI=eba_TR:x1";C_07.00.b;040;210;19756;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Secured by mortgages on immovable property - Residential property";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Central governments or central banks (002)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;050;210;19756;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Exposures under the permanent partial use of the standardised approach";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Central governments or central banks (002)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;060;210;19756;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Central governments or central banks (002)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;070;210;19756;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"On balance sheet exposures subject to credit risk";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Central governments or central banks (002)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;080;210;19756;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Off balance sheet exposures subject to credit risk";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Central governments or central banks (002)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;090;210;19756;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Securities Financing Transactions";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Central governments or central banks (002)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;110;210;19756;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Derivatives & Long Settlement Transactions";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Central governments or central banks (002)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;130;210;19756;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"From Contractual Cross Product Netting";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Central governments or central banks (002)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x1";C_07.00.b;140;210;19756;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"0%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Central governments or central banks (002)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x1";C_07.00.b;150;210;19756;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"2%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Central governments or central banks (002)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x1";C_07.00.b;160;210;19756;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"4%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Central governments or central banks (002)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x1";C_07.00.b;170;210;19756;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"10%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Central governments or central banks (002)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x1";C_07.00.b;180;210;19756;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"20%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Central governments or central banks (002)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x1";C_07.00.b;190;210;19756;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"35%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Central governments or central banks (002)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x1";C_07.00.b;200;210;19756;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"50%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Central governments or central banks (002)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x1";C_07.00.b;210;210;19756;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"70%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Central governments or central banks (002)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x1";C_07.00.b;220;210;19756;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"75%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Central governments or central banks (002)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x1";C_07.00.b;230;210;19756;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"100%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Central governments or central banks (002)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x1";C_07.00.b;240;210;19756;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"150%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Central governments or central banks (002)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x1";C_07.00.b;250;210;19756;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"250%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Central governments or central banks (002)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x1";C_07.00.b;260;210;19756;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"370%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Central governments or central banks (002)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x1";C_07.00.b;270;210;19756;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"1250%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Central governments or central banks (002)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x1";C_07.00.b;280;210;19756;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Other risk weights";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Central governments or central banks (002)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;010;210;19757;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"TOTAL EXPOSURES";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Regional governments or local authorities (003)";"010";"TOTAL EXPOSURES";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CPZ=eba_CT:x23,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;020;210;19757;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: SME";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Regional governments or local authorities (003)";"010#020";"TOTAL EXPOSURES#of which: SME";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CPZ=eba_CT:x49,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;030;210;19757;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: SME subject to SME-supporting factor";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Regional governments or local authorities (003)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x33,TRI=eba_TR:x1";C_07.00.b;040;210;19757;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Secured by mortgages on immovable property - Residential property";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Regional governments or local authorities (003)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;050;210;19757;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Exposures under the permanent partial use of the standardised approach";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Regional governments or local authorities (003)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;060;210;19757;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Regional governments or local authorities (003)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;070;210;19757;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"On balance sheet exposures subject to credit risk";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Regional governments or local authorities (003)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;080;210;19757;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Off balance sheet exposures subject to credit risk";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Regional governments or local authorities (003)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;090;210;19757;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Securities Financing Transactions";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Regional governments or local authorities (003)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;110;210;19757;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Derivatives & Long Settlement Transactions";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Regional governments or local authorities (003)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;130;210;19757;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"From Contractual Cross Product Netting";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Regional governments or local authorities (003)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x1";C_07.00.b;140;210;19757;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"0%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Regional governments or local authorities (003)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x1";C_07.00.b;150;210;19757;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"2%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Regional governments or local authorities (003)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x1";C_07.00.b;160;210;19757;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"4%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Regional governments or local authorities (003)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x1";C_07.00.b;170;210;19757;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"10%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Regional governments or local authorities (003)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x1";C_07.00.b;180;210;19757;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"20%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Regional governments or local authorities (003)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x1";C_07.00.b;190;210;19757;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"35%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Regional governments or local authorities (003)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x1";C_07.00.b;200;210;19757;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"50%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Regional governments or local authorities (003)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x1";C_07.00.b;210;210;19757;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"70%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Regional governments or local authorities (003)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x1";C_07.00.b;220;210;19757;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"75%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Regional governments or local authorities (003)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x1";C_07.00.b;230;210;19757;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"100%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Regional governments or local authorities (003)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x1";C_07.00.b;240;210;19757;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"150%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Regional governments or local authorities (003)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x1";C_07.00.b;250;210;19757;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"250%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Regional governments or local authorities (003)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x1";C_07.00.b;260;210;19757;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"370%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Regional governments or local authorities (003)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x1";C_07.00.b;270;210;19757;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"1250%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Regional governments or local authorities (003)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x1";C_07.00.b;280;210;19757;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Other risk weights";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Regional governments or local authorities (003)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;010;210;19758;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"TOTAL EXPOSURES";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Public sector entities (004)";"010";"TOTAL EXPOSURES";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CPZ=eba_CT:x23,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;020;210;19758;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: SME";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Public sector entities (004)";"010#020";"TOTAL EXPOSURES#of which: SME";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CPZ=eba_CT:x49,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;030;210;19758;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: SME subject to SME-supporting factor";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Public sector entities (004)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x33,TRI=eba_TR:x1";C_07.00.b;040;210;19758;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Secured by mortgages on immovable property - Residential property";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Public sector entities (004)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;050;210;19758;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Exposures under the permanent partial use of the standardised approach";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Public sector entities (004)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;060;210;19758;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Public sector entities (004)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;070;210;19758;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"On balance sheet exposures subject to credit risk";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Public sector entities (004)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;080;210;19758;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Off balance sheet exposures subject to credit risk";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Public sector entities (004)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;090;210;19758;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Securities Financing Transactions";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Public sector entities (004)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;110;210;19758;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Derivatives & Long Settlement Transactions";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Public sector entities (004)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;130;210;19758;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"From Contractual Cross Product Netting";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Public sector entities (004)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x1";C_07.00.b;140;210;19758;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"0%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Public sector entities (004)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x1";C_07.00.b;150;210;19758;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"2%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Public sector entities (004)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x1";C_07.00.b;160;210;19758;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"4%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Public sector entities (004)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x1";C_07.00.b;170;210;19758;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"10%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Public sector entities (004)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x1";C_07.00.b;180;210;19758;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"20%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Public sector entities (004)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x1";C_07.00.b;190;210;19758;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"35%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Public sector entities (004)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x1";C_07.00.b;200;210;19758;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"50%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Public sector entities (004)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x1";C_07.00.b;210;210;19758;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"70%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Public sector entities (004)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x1";C_07.00.b;220;210;19758;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"75%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Public sector entities (004)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x1";C_07.00.b;230;210;19758;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"100%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Public sector entities (004)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x1";C_07.00.b;240;210;19758;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"150%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Public sector entities (004)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x1";C_07.00.b;250;210;19758;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"250%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Public sector entities (004)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x1";C_07.00.b;260;210;19758;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"370%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Public sector entities (004)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x1";C_07.00.b;270;210;19758;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"1250%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Public sector entities (004)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x1";C_07.00.b;280;210;19758;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Other risk weights";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Public sector entities (004)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;010;210;19759;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"TOTAL EXPOSURES";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Multilateral developments banks (005)";"010";"TOTAL EXPOSURES";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CPZ=eba_CT:x23,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;020;210;19759;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: SME";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Multilateral developments banks (005)";"010#020";"TOTAL EXPOSURES#of which: SME";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CPZ=eba_CT:x49,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;030;210;19759;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: SME subject to SME-supporting factor";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Multilateral developments banks (005)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x33,TRI=eba_TR:x1";C_07.00.b;040;210;19759;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Secured by mortgages on immovable property - Residential property";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Multilateral developments banks (005)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;050;210;19759;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Exposures under the permanent partial use of the standardised approach";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Multilateral developments banks (005)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;060;210;19759;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Multilateral developments banks (005)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;070;210;19759;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"On balance sheet exposures subject to credit risk";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Multilateral developments banks (005)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;080;210;19759;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Off balance sheet exposures subject to credit risk";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Multilateral developments banks (005)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;090;210;19759;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Securities Financing Transactions";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Multilateral developments banks (005)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;110;210;19759;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Derivatives & Long Settlement Transactions";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Multilateral developments banks (005)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;130;210;19759;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"From Contractual Cross Product Netting";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Multilateral developments banks (005)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x1";C_07.00.b;140;210;19759;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"0%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Multilateral developments banks (005)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x1";C_07.00.b;150;210;19759;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"2%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Multilateral developments banks (005)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x1";C_07.00.b;160;210;19759;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"4%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Multilateral developments banks (005)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x1";C_07.00.b;170;210;19759;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"10%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Multilateral developments banks (005)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x1";C_07.00.b;180;210;19759;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"20%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Multilateral developments banks (005)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x1";C_07.00.b;190;210;19759;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"35%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Multilateral developments banks (005)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x1";C_07.00.b;200;210;19759;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"50%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Multilateral developments banks (005)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x1";C_07.00.b;210;210;19759;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"70%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Multilateral developments banks (005)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x1";C_07.00.b;220;210;19759;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"75%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Multilateral developments banks (005)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x1";C_07.00.b;230;210;19759;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"100%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Multilateral developments banks (005)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x1";C_07.00.b;240;210;19759;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"150%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Multilateral developments banks (005)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x1";C_07.00.b;250;210;19759;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"250%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Multilateral developments banks (005)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x1";C_07.00.b;260;210;19759;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"370%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Multilateral developments banks (005)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x1";C_07.00.b;270;210;19759;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"1250%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Multilateral developments banks (005)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x1";C_07.00.b;280;210;19759;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Other risk weights";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Multilateral developments banks (005)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;010;210;19760;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"TOTAL EXPOSURES";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"International organisations (006)";"010";"TOTAL EXPOSURES";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CPZ=eba_CT:x23,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;020;210;19760;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: SME";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"International organisations (006)";"010#020";"TOTAL EXPOSURES#of which: SME";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CPZ=eba_CT:x49,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;030;210;19760;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: SME subject to SME-supporting factor";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"International organisations (006)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x33,TRI=eba_TR:x1";C_07.00.b;040;210;19760;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Secured by mortgages on immovable property - Residential property";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"International organisations (006)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;050;210;19760;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Exposures under the permanent partial use of the standardised approach";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"International organisations (006)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;060;210;19760;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"International organisations (006)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;070;210;19760;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"On balance sheet exposures subject to credit risk";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"International organisations (006)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;080;210;19760;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Off balance sheet exposures subject to credit risk";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"International organisations (006)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;090;210;19760;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Securities Financing Transactions";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"International organisations (006)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;110;210;19760;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Derivatives & Long Settlement Transactions";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"International organisations (006)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;130;210;19760;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"From Contractual Cross Product Netting";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"International organisations (006)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x1";C_07.00.b;140;210;19760;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"0%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"International organisations (006)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x1";C_07.00.b;150;210;19760;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"2%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"International organisations (006)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x1";C_07.00.b;160;210;19760;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"4%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"International organisations (006)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x1";C_07.00.b;170;210;19760;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"10%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"International organisations (006)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x1";C_07.00.b;180;210;19760;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"20%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"International organisations (006)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x1";C_07.00.b;190;210;19760;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"35%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"International organisations (006)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x1";C_07.00.b;200;210;19760;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"50%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"International organisations (006)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x1";C_07.00.b;210;210;19760;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"70%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"International organisations (006)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x1";C_07.00.b;220;210;19760;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"75%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"International organisations (006)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x1";C_07.00.b;230;210;19760;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"100%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"International organisations (006)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x1";C_07.00.b;240;210;19760;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"150%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"International organisations (006)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x1";C_07.00.b;250;210;19760;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"250%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"International organisations (006)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x1";C_07.00.b;260;210;19760;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"370%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"International organisations (006)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x1";C_07.00.b;270;210;19760;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"1250%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"International organisations (006)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x1";C_07.00.b;280;210;19760;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Other risk weights";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"International organisations (006)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;010;210;19761;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"TOTAL EXPOSURES";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Institutions (007)";"010";"TOTAL EXPOSURES";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CPZ=eba_CT:x23,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;020;210;19761;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: SME";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Institutions (007)";"010#020";"TOTAL EXPOSURES#of which: SME";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CPZ=eba_CT:x49,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;030;210;19761;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: SME subject to SME-supporting factor";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Institutions (007)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x33,TRI=eba_TR:x1";C_07.00.b;040;210;19761;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Secured by mortgages on immovable property - Residential property";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Institutions (007)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;050;210;19761;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Exposures under the permanent partial use of the standardised approach";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Institutions (007)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;060;210;19761;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Institutions (007)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;070;210;19761;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"On balance sheet exposures subject to credit risk";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Institutions (007)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;080;210;19761;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Off balance sheet exposures subject to credit risk";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Institutions (007)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;090;210;19761;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Securities Financing Transactions";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Institutions (007)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;110;210;19761;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Derivatives & Long Settlement Transactions";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Institutions (007)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;130;210;19761;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"From Contractual Cross Product Netting";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Institutions (007)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x1";C_07.00.b;140;210;19761;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"0%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Institutions (007)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x1";C_07.00.b;150;210;19761;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"2%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Institutions (007)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x1";C_07.00.b;160;210;19761;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"4%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Institutions (007)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x1";C_07.00.b;170;210;19761;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"10%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Institutions (007)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x1";C_07.00.b;180;210;19761;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"20%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Institutions (007)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x1";C_07.00.b;190;210;19761;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"35%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Institutions (007)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x1";C_07.00.b;200;210;19761;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"50%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Institutions (007)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x1";C_07.00.b;210;210;19761;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"70%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Institutions (007)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x1";C_07.00.b;220;210;19761;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"75%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Institutions (007)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x1";C_07.00.b;230;210;19761;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"100%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Institutions (007)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x1";C_07.00.b;240;210;19761;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"150%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Institutions (007)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x1";C_07.00.b;250;210;19761;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"250%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Institutions (007)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x1";C_07.00.b;260;210;19761;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"370%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Institutions (007)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x1";C_07.00.b;270;210;19761;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"1250%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Institutions (007)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x1";C_07.00.b;280;210;19761;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Other risk weights";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Institutions (007)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;010;210;19762;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"TOTAL EXPOSURES";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Corporates (008)";"010";"TOTAL EXPOSURES";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;020;210;19762;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: SME";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Corporates (008)";"010#020";"TOTAL EXPOSURES#of which: SME";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x49,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;030;210;19762;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: SME subject to SME-supporting factor";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Corporates (008)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x33,TRI=eba_TR:x1";C_07.00.b;040;210;19762;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Secured by mortgages on immovable property - Residential property";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Corporates (008)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;050;210;19762;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Exposures under the permanent partial use of the standardised approach";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Corporates (008)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;060;210;19762;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Corporates (008)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;070;210;19762;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"On balance sheet exposures subject to credit risk";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Corporates (008)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;080;210;19762;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Off balance sheet exposures subject to credit risk";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Corporates (008)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;090;210;19762;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Securities Financing Transactions";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Corporates (008)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;110;210;19762;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Derivatives & Long Settlement Transactions";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Corporates (008)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;130;210;19762;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"From Contractual Cross Product Netting";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Corporates (008)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x1";C_07.00.b;140;210;19762;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"0%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Corporates (008)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x1";C_07.00.b;150;210;19762;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"2%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Corporates (008)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x1";C_07.00.b;160;210;19762;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"4%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Corporates (008)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x1";C_07.00.b;170;210;19762;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"10%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Corporates (008)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x1";C_07.00.b;180;210;19762;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"20%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Corporates (008)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x1";C_07.00.b;190;210;19762;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"35%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Corporates (008)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x1";C_07.00.b;200;210;19762;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"50%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Corporates (008)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x1";C_07.00.b;210;210;19762;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"70%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Corporates (008)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x1";C_07.00.b;220;210;19762;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"75%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Corporates (008)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x1";C_07.00.b;230;210;19762;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"100%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Corporates (008)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x1";C_07.00.b;240;210;19762;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"150%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Corporates (008)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x1";C_07.00.b;250;210;19762;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"250%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Corporates (008)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x1";C_07.00.b;260;210;19762;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"370%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Corporates (008)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x1";C_07.00.b;270;210;19762;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"1250%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Corporates (008)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x1";C_07.00.b;280;210;19762;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Other risk weights";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Corporates (008)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;010;210;19763;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"TOTAL EXPOSURES";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Retail (009)";"010";"TOTAL EXPOSURES";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;020;210;19763;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: SME";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Retail (009)";"010#020";"TOTAL EXPOSURES#of which: SME";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x49,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;030;210;19763;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: SME subject to SME-supporting factor";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Retail (009)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x33,TRI=eba_TR:x1";C_07.00.b;040;210;19763;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Secured by mortgages on immovable property - Residential property";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Retail (009)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;050;210;19763;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Exposures under the permanent partial use of the standardised approach";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Retail (009)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;060;210;19763;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Retail (009)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;070;210;19763;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"On balance sheet exposures subject to credit risk";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Retail (009)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;080;210;19763;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Off balance sheet exposures subject to credit risk";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Retail (009)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;090;210;19763;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Securities Financing Transactions";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Retail (009)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;110;210;19763;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Derivatives & Long Settlement Transactions";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Retail (009)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;130;210;19763;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"From Contractual Cross Product Netting";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Retail (009)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x1";C_07.00.b;140;210;19763;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"0%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Retail (009)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x1";C_07.00.b;150;210;19763;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"2%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Retail (009)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x1";C_07.00.b;160;210;19763;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"4%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Retail (009)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x1";C_07.00.b;170;210;19763;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"10%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Retail (009)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x1";C_07.00.b;180;210;19763;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"20%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Retail (009)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x1";C_07.00.b;190;210;19763;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"35%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Retail (009)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x1";C_07.00.b;200;210;19763;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"50%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Retail (009)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x1";C_07.00.b;210;210;19763;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"70%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Retail (009)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x1";C_07.00.b;220;210;19763;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"75%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Retail (009)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x1";C_07.00.b;230;210;19763;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"100%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Retail (009)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x1";C_07.00.b;240;210;19763;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"150%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Retail (009)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x1";C_07.00.b;250;210;19763;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"250%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Retail (009)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x1";C_07.00.b;260;210;19763;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"370%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Retail (009)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x1";C_07.00.b;270;210;19763;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"1250%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Retail (009)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x1";C_07.00.b;280;210;19763;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Other risk weights";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Retail (009)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;010;210;19764;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"TOTAL EXPOSURES";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Secured by mortgages on immovable property (010)";"010";"TOTAL EXPOSURES";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;020;210;19764;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: SME";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Secured by mortgages on immovable property (010)";"010#020";"TOTAL EXPOSURES#of which: SME";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;030;210;19764;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: SME subject to SME-supporting factor";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Secured by mortgages on immovable property (010)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x33,TRI=eba_TR:x1";C_07.00.b;040;210;19764;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Secured by mortgages on immovable property - Residential property";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Secured by mortgages on immovable property (010)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;050;210;19764;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Exposures under the permanent partial use of the standardised approach";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Secured by mortgages on immovable property (010)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;060;210;19764;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Secured by mortgages on immovable property (010)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;070;210;19764;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"On balance sheet exposures subject to credit risk";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Secured by mortgages on immovable property (010)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;080;210;19764;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Off balance sheet exposures subject to credit risk";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Secured by mortgages on immovable property (010)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;090;210;19764;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Securities Financing Transactions";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;110;210;19764;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Derivatives & Long Settlement Transactions";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;130;210;19764;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"From Contractual Cross Product Netting";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x1";C_07.00.b;140;210;19764;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"0%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x1";C_07.00.b;150;210;19764;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"2%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x1";C_07.00.b;160;210;19764;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"4%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x1";C_07.00.b;170;210;19764;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"10%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x1";C_07.00.b;180;210;19764;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"20%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x1";C_07.00.b;190;210;19764;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"35%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x1";C_07.00.b;200;210;19764;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"50%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x1";C_07.00.b;210;210;19764;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"70%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x1";C_07.00.b;220;210;19764;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"75%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x1";C_07.00.b;230;210;19764;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"100%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x1";C_07.00.b;240;210;19764;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"150%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x1";C_07.00.b;250;210;19764;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"250%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x1";C_07.00.b;260;210;19764;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"370%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x1";C_07.00.b;270;210;19764;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"1250%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x1";C_07.00.b;280;210;19764;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Other risk weights";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;010;210;19765;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"TOTAL EXPOSURES";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Exposures in default (011)";"010";"TOTAL EXPOSURES";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;020;210;19765;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: SME";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Exposures in default (011)";"010#020";"TOTAL EXPOSURES#of which: SME";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;030;210;19765;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: SME subject to SME-supporting factor";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Exposures in default (011)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x33,TRI=eba_TR:x1";C_07.00.b;040;210;19765;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Secured by mortgages on immovable property - Residential property";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Exposures in default (011)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;050;210;19765;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Exposures under the permanent partial use of the standardised approach";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Exposures in default (011)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;060;210;19765;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Exposures in default (011)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;070;210;19765;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"On balance sheet exposures subject to credit risk";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Exposures in default (011)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;080;210;19765;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Off balance sheet exposures subject to credit risk";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Exposures in default (011)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;090;210;19765;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Securities Financing Transactions";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Exposures in default (011)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;110;210;19765;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Derivatives & Long Settlement Transactions";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Exposures in default (011)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;130;210;19765;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"From Contractual Cross Product Netting";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Exposures in default (011)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x1";C_07.00.b;140;210;19765;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"0%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Exposures in default (011)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x1";C_07.00.b;150;210;19765;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"2%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Exposures in default (011)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x1";C_07.00.b;160;210;19765;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"4%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Exposures in default (011)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x1";C_07.00.b;170;210;19765;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"10%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Exposures in default (011)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x1";C_07.00.b;180;210;19765;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"20%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Exposures in default (011)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x1";C_07.00.b;190;210;19765;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"35%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Exposures in default (011)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x1";C_07.00.b;200;210;19765;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"50%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Exposures in default (011)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x1";C_07.00.b;210;210;19765;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"70%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Exposures in default (011)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x1";C_07.00.b;220;210;19765;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"75%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Exposures in default (011)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x1";C_07.00.b;230;210;19765;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"100%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Exposures in default (011)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x1";C_07.00.b;240;210;19765;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"150%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Exposures in default (011)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x1";C_07.00.b;250;210;19765;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"250%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Exposures in default (011)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x1";C_07.00.b;260;210;19765;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"370%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Exposures in default (011)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x1";C_07.00.b;270;210;19765;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"1250%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Exposures in default (011)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x1";C_07.00.b;280;210;19765;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Other risk weights";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Exposures in default (011)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;010;210;19766;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"TOTAL EXPOSURES";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Items associated with particularly high risk (012)";"010";"TOTAL EXPOSURES";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;020;210;19766;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: SME";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Items associated with particularly high risk (012)";"010#020";"TOTAL EXPOSURES#of which: SME";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;030;210;19766;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: SME subject to SME-supporting factor";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Items associated with particularly high risk (012)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x33,TRI=eba_TR:x1";C_07.00.b;040;210;19766;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Secured by mortgages on immovable property - Residential property";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Items associated with particularly high risk (012)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;050;210;19766;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Exposures under the permanent partial use of the standardised approach";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Items associated with particularly high risk (012)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;060;210;19766;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Items associated with particularly high risk (012)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;070;210;19766;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"On balance sheet exposures subject to credit risk";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Items associated with particularly high risk (012)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;080;210;19766;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Off balance sheet exposures subject to credit risk";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Items associated with particularly high risk (012)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;090;210;19766;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Securities Financing Transactions";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Items associated with particularly high risk (012)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;110;210;19766;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Derivatives & Long Settlement Transactions";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Items associated with particularly high risk (012)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;130;210;19766;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"From Contractual Cross Product Netting";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Items associated with particularly high risk (012)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x1";C_07.00.b;140;210;19766;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"0%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Items associated with particularly high risk (012)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x1";C_07.00.b;150;210;19766;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"2%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Items associated with particularly high risk (012)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x1";C_07.00.b;160;210;19766;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"4%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Items associated with particularly high risk (012)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x1";C_07.00.b;170;210;19766;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"10%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Items associated with particularly high risk (012)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x1";C_07.00.b;180;210;19766;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"20%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Items associated with particularly high risk (012)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x1";C_07.00.b;190;210;19766;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"35%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Items associated with particularly high risk (012)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x1";C_07.00.b;200;210;19766;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"50%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Items associated with particularly high risk (012)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x1";C_07.00.b;210;210;19766;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"70%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Items associated with particularly high risk (012)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x1";C_07.00.b;220;210;19766;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"75%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Items associated with particularly high risk (012)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x1";C_07.00.b;230;210;19766;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"100%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Items associated with particularly high risk (012)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x1";C_07.00.b;240;210;19766;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"150%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Items associated with particularly high risk (012)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x1";C_07.00.b;250;210;19766;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"250%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Items associated with particularly high risk (012)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x1";C_07.00.b;260;210;19766;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"370%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Items associated with particularly high risk (012)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x1";C_07.00.b;270;210;19766;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"1250%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Items associated with particularly high risk (012)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x1";C_07.00.b;280;210;19766;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Other risk weights";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Items associated with particularly high risk (012)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;010;210;19767;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"TOTAL EXPOSURES";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Covered bonds (013)";"010";"TOTAL EXPOSURES";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;020;210;19767;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: SME";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Covered bonds (013)";"010#020";"TOTAL EXPOSURES#of which: SME";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;030;210;19767;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: SME subject to SME-supporting factor";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Covered bonds (013)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x33,TRI=eba_TR:x1";C_07.00.b;040;210;19767;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Secured by mortgages on immovable property - Residential property";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Covered bonds (013)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;050;210;19767;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Exposures under the permanent partial use of the standardised approach";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Covered bonds (013)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;060;210;19767;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Covered bonds (013)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;070;210;19767;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"On balance sheet exposures subject to credit risk";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Covered bonds (013)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;080;210;19767;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Off balance sheet exposures subject to credit risk";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Covered bonds (013)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;090;210;19767;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Securities Financing Transactions";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Covered bonds (013)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;110;210;19767;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Derivatives & Long Settlement Transactions";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Covered bonds (013)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;130;210;19767;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"From Contractual Cross Product Netting";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Covered bonds (013)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x1";C_07.00.b;140;210;19767;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"0%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Covered bonds (013)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x1";C_07.00.b;150;210;19767;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"2%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Covered bonds (013)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x1";C_07.00.b;160;210;19767;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"4%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Covered bonds (013)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x1";C_07.00.b;170;210;19767;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"10%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Covered bonds (013)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x1";C_07.00.b;180;210;19767;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"20%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Covered bonds (013)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x1";C_07.00.b;190;210;19767;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"35%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Covered bonds (013)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x1";C_07.00.b;200;210;19767;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"50%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Covered bonds (013)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x1";C_07.00.b;210;210;19767;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"70%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Covered bonds (013)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x1";C_07.00.b;220;210;19767;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"75%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Covered bonds (013)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x1";C_07.00.b;230;210;19767;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"100%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Covered bonds (013)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x1";C_07.00.b;240;210;19767;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"150%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Covered bonds (013)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x1";C_07.00.b;250;210;19767;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"250%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Covered bonds (013)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x1";C_07.00.b;260;210;19767;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"370%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Covered bonds (013)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x1";C_07.00.b;270;210;19767;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"1250%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Covered bonds (013)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x1";C_07.00.b;280;210;19767;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Other risk weights";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Covered bonds (013)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;010;210;19768;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"TOTAL EXPOSURES";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010";"TOTAL EXPOSURES";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;020;210;19768;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: SME";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#020";"TOTAL EXPOSURES#of which: SME";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;030;210;19768;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: SME subject to SME-supporting factor";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x33,TRI=eba_TR:x1";C_07.00.b;040;210;19768;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Secured by mortgages on immovable property - Residential property";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;050;210;19768;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Exposures under the permanent partial use of the standardised approach";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;060;210;19768;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;070;210;19768;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"On balance sheet exposures subject to credit risk";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;080;210;19768;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Off balance sheet exposures subject to credit risk";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;090;210;19768;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Securities Financing Transactions";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;110;210;19768;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Derivatives & Long Settlement Transactions";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;130;210;19768;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"From Contractual Cross Product Netting";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x1";C_07.00.b;140;210;19768;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"0%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x1";C_07.00.b;150;210;19768;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"2%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x1";C_07.00.b;160;210;19768;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"4%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x1";C_07.00.b;170;210;19768;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"10%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x1";C_07.00.b;180;210;19768;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"20%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x1";C_07.00.b;190;210;19768;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"35%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x1";C_07.00.b;200;210;19768;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"50%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x1";C_07.00.b;210;210;19768;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"70%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x1";C_07.00.b;220;210;19768;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"75%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x1";C_07.00.b;230;210;19768;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"100%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x1";C_07.00.b;240;210;19768;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"150%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x1";C_07.00.b;250;210;19768;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"250%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x1";C_07.00.b;260;210;19768;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"370%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x1";C_07.00.b;270;210;19768;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"1250%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x1";C_07.00.b;280;210;19768;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Other risk weights";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;010;210;19769;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"TOTAL EXPOSURES";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims in the form of CIU (015)";"010";"TOTAL EXPOSURES";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;020;210;19769;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: SME";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims in the form of CIU (015)";"010#020";"TOTAL EXPOSURES#of which: SME";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;030;210;19769;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: SME subject to SME-supporting factor";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims in the form of CIU (015)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x33,TRI=eba_TR:x1";C_07.00.b;040;210;19769;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Secured by mortgages on immovable property - Residential property";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims in the form of CIU (015)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;050;210;19769;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Exposures under the permanent partial use of the standardised approach";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims in the form of CIU (015)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;060;210;19769;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims in the form of CIU (015)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;070;210;19769;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"On balance sheet exposures subject to credit risk";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims in the form of CIU (015)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;080;210;19769;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Off balance sheet exposures subject to credit risk";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims in the form of CIU (015)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;090;210;19769;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Securities Financing Transactions";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims in the form of CIU (015)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;110;210;19769;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Derivatives & Long Settlement Transactions";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims in the form of CIU (015)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;130;210;19769;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"From Contractual Cross Product Netting";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims in the form of CIU (015)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x1";C_07.00.b;140;210;19769;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"0%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims in the form of CIU (015)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x1";C_07.00.b;150;210;19769;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"2%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims in the form of CIU (015)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x1";C_07.00.b;160;210;19769;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"4%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims in the form of CIU (015)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x1";C_07.00.b;170;210;19769;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"10%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims in the form of CIU (015)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x1";C_07.00.b;180;210;19769;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"20%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims in the form of CIU (015)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x1";C_07.00.b;190;210;19769;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"35%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims in the form of CIU (015)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x1";C_07.00.b;200;210;19769;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"50%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims in the form of CIU (015)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x1";C_07.00.b;210;210;19769;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"70%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims in the form of CIU (015)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x1";C_07.00.b;220;210;19769;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"75%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims in the form of CIU (015)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x1";C_07.00.b;230;210;19769;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"100%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims in the form of CIU (015)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x1";C_07.00.b;240;210;19769;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"150%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims in the form of CIU (015)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x1";C_07.00.b;250;210;19769;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"250%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims in the form of CIU (015)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x1";C_07.00.b;260;210;19769;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"370%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims in the form of CIU (015)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x1";C_07.00.b;270;210;19769;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"1250%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims in the form of CIU (015)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x1";C_07.00.b;280;210;19769;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Other risk weights";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims in the form of CIU (015)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;010;210;19770;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"TOTAL EXPOSURES";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Equity Exposures (016)";"010";"TOTAL EXPOSURES";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;020;210;19770;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: SME";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Equity Exposures (016)";"010#020";"TOTAL EXPOSURES#of which: SME";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;030;210;19770;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: SME subject to SME-supporting factor";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Equity Exposures (016)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x33,TRI=eba_TR:x1";C_07.00.b;040;210;19770;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Secured by mortgages on immovable property - Residential property";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Equity Exposures (016)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;050;210;19770;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Exposures under the permanent partial use of the standardised approach";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Equity Exposures (016)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;060;210;19770;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Equity Exposures (016)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;070;210;19770;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"On balance sheet exposures subject to credit risk";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Equity Exposures (016)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;080;210;19770;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Off balance sheet exposures subject to credit risk";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Equity Exposures (016)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;090;210;19770;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Securities Financing Transactions";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Equity Exposures (016)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;110;210;19770;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Derivatives & Long Settlement Transactions";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Equity Exposures (016)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;130;210;19770;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"From Contractual Cross Product Netting";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Equity Exposures (016)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x1";C_07.00.b;140;210;19770;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"0%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Equity Exposures (016)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x1";C_07.00.b;150;210;19770;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"2%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Equity Exposures (016)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x1";C_07.00.b;160;210;19770;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"4%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Equity Exposures (016)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x1";C_07.00.b;170;210;19770;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"10%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Equity Exposures (016)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x1";C_07.00.b;180;210;19770;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"20%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Equity Exposures (016)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x1";C_07.00.b;190;210;19770;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"35%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Equity Exposures (016)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x1";C_07.00.b;200;210;19770;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"50%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Equity Exposures (016)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x1";C_07.00.b;210;210;19770;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"70%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Equity Exposures (016)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x1";C_07.00.b;220;210;19770;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"75%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Equity Exposures (016)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x1";C_07.00.b;230;210;19770;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"100%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Equity Exposures (016)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x1";C_07.00.b;240;210;19770;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"150%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Equity Exposures (016)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x1";C_07.00.b;250;210;19770;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"250%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Equity Exposures (016)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x1";C_07.00.b;260;210;19770;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"370%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Equity Exposures (016)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x1";C_07.00.b;270;210;19770;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"1250%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Equity Exposures (016)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x1";C_07.00.b;280;210;19770;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Other risk weights";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Equity Exposures (016)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;010;210;19771;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"TOTAL EXPOSURES";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Other items (017)";"010";"TOTAL EXPOSURES";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;020;210;19771;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: SME";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Other items (017)";"010#020";"TOTAL EXPOSURES#of which: SME";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;030;210;19771;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: SME subject to SME-supporting factor";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Other items (017)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x33,TRI=eba_TR:x1";C_07.00.b;040;210;19771;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Secured by mortgages on immovable property - Residential property";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Other items (017)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;050;210;19771;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Exposures under the permanent partial use of the standardised approach";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Other items (017)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;060;210;19771;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Other items (017)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;070;210;19771;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"On balance sheet exposures subject to credit risk";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Other items (017)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;080;210;19771;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Off balance sheet exposures subject to credit risk";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Other items (017)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;090;210;19771;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Securities Financing Transactions";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Other items (017)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;110;210;19771;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Derivatives & Long Settlement Transactions";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Other items (017)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;130;210;19771;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"From Contractual Cross Product Netting";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Other items (017)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x1";C_07.00.b;140;210;19771;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"0%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Other items (017)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x1";C_07.00.b;150;210;19771;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"2%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Other items (017)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x1";C_07.00.b;160;210;19771;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"4%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Other items (017)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x1";C_07.00.b;170;210;19771;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"10%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Other items (017)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x1";C_07.00.b;180;210;19771;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"20%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Other items (017)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x1";C_07.00.b;190;210;19771;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"35%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Other items (017)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x1";C_07.00.b;200;210;19771;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"50%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Other items (017)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x1";C_07.00.b;210;210;19771;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"70%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Other items (017)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x1";C_07.00.b;220;210;19771;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"75%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Other items (017)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x1";C_07.00.b;230;210;19771;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"100%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Other items (017)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x1";C_07.00.b;240;210;19771;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"150%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Other items (017)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x1";C_07.00.b;250;210;19771;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"250%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Other items (017)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x1";C_07.00.b;260;210;19771;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"370%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Other items (017)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x1";C_07.00.b;270;210;19771;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"1250%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Other items (017)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x1";C_07.00.b;280;210;19771;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Other risk weights";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Other items (017)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x27,TRI=eba_TR:x4";C_07.00.c;290;010;31694;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on commercial immovable property";"Original exposure pre conversion factors";;;;;;;;;;"Total (001)";"285#290";"Memorandum items#Exposures secured by mortgages on commercial immovable property";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x27,TRI=eba_TR:x4";C_07.00.c;290;030;31694;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on commercial immovable property";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Total (001)";"285#290";"Memorandum items#Exposures secured by mortgages on commercial immovable property";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x27,TRI=eba_TR:x4";C_07.00.c;290;040;31694;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on commercial immovable property";"Exposure net of value adjustments and provisions";;;;;;;;;;"Total (001)";"285#290";"Memorandum items#Exposures secured by mortgages on commercial immovable property";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x27,TRI=eba_TR:x4";C_07.00.c;290;150;31694;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on commercial immovable property";"Fully adjusted exposure value (E*)";;;;;;;;;;"Total (001)";"285#290";"Memorandum items#Exposures secured by mortgages on commercial immovable property";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x27,TRI=eba_TR:x4";C_07.00.c;290;160;31694;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on commercial immovable property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Total (001)";"285#290";"Memorandum items#Exposures secured by mortgages on commercial immovable property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x27,TRI=eba_TR:x4";C_07.00.c;290;170;31694;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on commercial immovable property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Total (001)";"285#290";"Memorandum items#Exposures secured by mortgages on commercial immovable property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x27,TRI=eba_TR:x4";C_07.00.c;290;180;31694;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on commercial immovable property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Total (001)";"285#290";"Memorandum items#Exposures secured by mortgages on commercial immovable property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x27,TRI=eba_TR:x4";C_07.00.c;290;190;31694;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on commercial immovable property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Total (001)";"285#290";"Memorandum items#Exposures secured by mortgages on commercial immovable property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x27,TRI=eba_TR:x4";C_07.00.c;290;200;31694;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on commercial immovable property";"Exposure value";;;;;;;;;;"Total (001)";"285#290";"Memorandum items#Exposures secured by mortgages on commercial immovable property";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x27,TRI=eba_TR:x1";C_07.00.c;290;210;31694;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on commercial immovable property";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Total (001)";"285#290";"Memorandum items#Exposures secured by mortgages on commercial immovable property";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x27,TRI=eba_TR:x4";C_07.00.c;290;215;31694;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on commercial immovable property";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Total (001)";"285#290";"Memorandum items#Exposures secured by mortgages on commercial immovable property";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x27,TRI=eba_TR:x4";C_07.00.c;290;220;31694;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on commercial immovable property";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total (001)";"285#290";"Memorandum items#Exposures secured by mortgages on commercial immovable property";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x26,TRI=eba_TR:x4";C_07.00.c;310;010;31694;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on residential property";"Original exposure pre conversion factors";;;;;;;;;;"Total (001)";"285#310";"Memorandum items#Exposures secured by mortgages on residential property";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x26,TRI=eba_TR:x4";C_07.00.c;310;030;31694;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on residential property";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Total (001)";"285#310";"Memorandum items#Exposures secured by mortgages on residential property";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x26,TRI=eba_TR:x4";C_07.00.c;310;040;31694;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on residential property";"Exposure net of value adjustments and provisions";;;;;;;;;;"Total (001)";"285#310";"Memorandum items#Exposures secured by mortgages on residential property";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x26,TRI=eba_TR:x4";C_07.00.c;310;150;31694;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on residential property";"Fully adjusted exposure value (E*)";;;;;;;;;;"Total (001)";"285#310";"Memorandum items#Exposures secured by mortgages on residential property";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x26,TRI=eba_TR:x4";C_07.00.c;310;160;31694;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Total (001)";"285#310";"Memorandum items#Exposures secured by mortgages on residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x26,TRI=eba_TR:x4";C_07.00.c;310;170;31694;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Total (001)";"285#310";"Memorandum items#Exposures secured by mortgages on residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x26,TRI=eba_TR:x4";C_07.00.c;310;180;31694;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Total (001)";"285#310";"Memorandum items#Exposures secured by mortgages on residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x26,TRI=eba_TR:x4";C_07.00.c;310;190;31694;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Total (001)";"285#310";"Memorandum items#Exposures secured by mortgages on residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x26,TRI=eba_TR:x4";C_07.00.c;310;200;31694;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on residential property";"Exposure value";;;;;;;;;;"Total (001)";"285#310";"Memorandum items#Exposures secured by mortgages on residential property";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x26,TRI=eba_TR:x1";C_07.00.c;310;210;31694;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on residential property";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Total (001)";"285#310";"Memorandum items#Exposures secured by mortgages on residential property";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x26,TRI=eba_TR:x4";C_07.00.c;310;215;31694;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on residential property";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Total (001)";"285#310";"Memorandum items#Exposures secured by mortgages on residential property";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x26,TRI=eba_TR:x4";C_07.00.c;310;220;31694;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on residential property";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total (001)";"285#310";"Memorandum items#Exposures secured by mortgages on residential property";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,ECB=eba_EC:x16,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x27,TRI=eba_TR:x4";C_07.00.c;290;010;31695;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on commercial immovable property";"Original exposure pre conversion factors";;;;;;;;;;"Central governments or central banks (002)";"285#290";"Memorandum items#Exposures secured by mortgages on commercial immovable property";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,ECB=eba_EC:x16,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x27,TRI=eba_TR:x4";C_07.00.c;290;030;31695;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on commercial immovable property";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Central governments or central banks (002)";"285#290";"Memorandum items#Exposures secured by mortgages on commercial immovable property";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,ECB=eba_EC:x16,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x27,TRI=eba_TR:x4";C_07.00.c;290;040;31695;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on commercial immovable property";"Exposure net of value adjustments and provisions";;;;;;;;;;"Central governments or central banks (002)";"285#290";"Memorandum items#Exposures secured by mortgages on commercial immovable property";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,ECB=eba_EC:x16,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x27,TRI=eba_TR:x4";C_07.00.c;290;150;31695;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on commercial immovable property";"Fully adjusted exposure value (E*)";;;;;;;;;;"Central governments or central banks (002)";"285#290";"Memorandum items#Exposures secured by mortgages on commercial immovable property";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x2,ECB=eba_EC:x16,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x27,TRI=eba_TR:x4";C_07.00.c;290;160;31695;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on commercial immovable property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Central governments or central banks (002)";"285#290";"Memorandum items#Exposures secured by mortgages on commercial immovable property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x2,ECB=eba_EC:x16,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x27,TRI=eba_TR:x4";C_07.00.c;290;170;31695;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on commercial immovable property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Central governments or central banks (002)";"285#290";"Memorandum items#Exposures secured by mortgages on commercial immovable property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x2,ECB=eba_EC:x16,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x27,TRI=eba_TR:x4";C_07.00.c;290;180;31695;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on commercial immovable property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Central governments or central banks (002)";"285#290";"Memorandum items#Exposures secured by mortgages on commercial immovable property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x2,ECB=eba_EC:x16,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x27,TRI=eba_TR:x4";C_07.00.c;290;190;31695;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on commercial immovable property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Central governments or central banks (002)";"285#290";"Memorandum items#Exposures secured by mortgages on commercial immovable property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,ECB=eba_EC:x16,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x27,TRI=eba_TR:x4";C_07.00.c;290;200;31695;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on commercial immovable property";"Exposure value";;;;;;;;;;"Central governments or central banks (002)";"285#290";"Memorandum items#Exposures secured by mortgages on commercial immovable property";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,ECB=eba_EC:x16,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x27,TRI=eba_TR:x1";C_07.00.c;290;210;31695;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on commercial immovable property";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Central governments or central banks (002)";"285#290";"Memorandum items#Exposures secured by mortgages on commercial immovable property";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,ECB=eba_EC:x16,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x27,TRI=eba_TR:x4";C_07.00.c;290;215;31695;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on commercial immovable property";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Central governments or central banks (002)";"285#290";"Memorandum items#Exposures secured by mortgages on commercial immovable property";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,ECB=eba_EC:x16,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x27,TRI=eba_TR:x4";C_07.00.c;290;220;31695;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on commercial immovable property";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments or central banks (002)";"285#290";"Memorandum items#Exposures secured by mortgages on commercial immovable property";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,ECB=eba_EC:x16,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x26,TRI=eba_TR:x4";C_07.00.c;310;010;31695;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on residential property";"Original exposure pre conversion factors";;;;;;;;;;"Central governments or central banks (002)";"285#310";"Memorandum items#Exposures secured by mortgages on residential property";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,ECB=eba_EC:x16,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x26,TRI=eba_TR:x4";C_07.00.c;310;030;31695;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on residential property";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Central governments or central banks (002)";"285#310";"Memorandum items#Exposures secured by mortgages on residential property";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,ECB=eba_EC:x16,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x26,TRI=eba_TR:x4";C_07.00.c;310;040;31695;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on residential property";"Exposure net of value adjustments and provisions";;;;;;;;;;"Central governments or central banks (002)";"285#310";"Memorandum items#Exposures secured by mortgages on residential property";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,ECB=eba_EC:x16,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x26,TRI=eba_TR:x4";C_07.00.c;310;150;31695;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on residential property";"Fully adjusted exposure value (E*)";;;;;;;;;;"Central governments or central banks (002)";"285#310";"Memorandum items#Exposures secured by mortgages on residential property";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x2,ECB=eba_EC:x16,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x26,TRI=eba_TR:x4";C_07.00.c;310;160;31695;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Central governments or central banks (002)";"285#310";"Memorandum items#Exposures secured by mortgages on residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x2,ECB=eba_EC:x16,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x26,TRI=eba_TR:x4";C_07.00.c;310;170;31695;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Central governments or central banks (002)";"285#310";"Memorandum items#Exposures secured by mortgages on residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x2,ECB=eba_EC:x16,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x26,TRI=eba_TR:x4";C_07.00.c;310;180;31695;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Central governments or central banks (002)";"285#310";"Memorandum items#Exposures secured by mortgages on residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x2,ECB=eba_EC:x16,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x26,TRI=eba_TR:x4";C_07.00.c;310;190;31695;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Central governments or central banks (002)";"285#310";"Memorandum items#Exposures secured by mortgages on residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,ECB=eba_EC:x16,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x26,TRI=eba_TR:x4";C_07.00.c;310;200;31695;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on residential property";"Exposure value";;;;;;;;;;"Central governments or central banks (002)";"285#310";"Memorandum items#Exposures secured by mortgages on residential property";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,ECB=eba_EC:x16,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x26,TRI=eba_TR:x1";C_07.00.c;310;210;31695;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on residential property";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Central governments or central banks (002)";"285#310";"Memorandum items#Exposures secured by mortgages on residential property";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,ECB=eba_EC:x16,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x26,TRI=eba_TR:x4";C_07.00.c;310;215;31695;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on residential property";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Central governments or central banks (002)";"285#310";"Memorandum items#Exposures secured by mortgages on residential property";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,ECB=eba_EC:x16,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x26,TRI=eba_TR:x4";C_07.00.c;310;220;31695;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on residential property";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments or central banks (002)";"285#310";"Memorandum items#Exposures secured by mortgages on residential property";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,ECB=eba_EC:x23,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x27,TRI=eba_TR:x4";C_07.00.c;290;010;31696;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on commercial immovable property";"Original exposure pre conversion factors";;;;;;;;;;"Regional governments or local authorities (003)";"285#290";"Memorandum items#Exposures secured by mortgages on commercial immovable property";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,ECB=eba_EC:x23,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x27,TRI=eba_TR:x4";C_07.00.c;290;030;31696;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on commercial immovable property";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Regional governments or local authorities (003)";"285#290";"Memorandum items#Exposures secured by mortgages on commercial immovable property";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,ECB=eba_EC:x23,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x27,TRI=eba_TR:x4";C_07.00.c;290;040;31696;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on commercial immovable property";"Exposure net of value adjustments and provisions";;;;;;;;;;"Regional governments or local authorities (003)";"285#290";"Memorandum items#Exposures secured by mortgages on commercial immovable property";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,ECB=eba_EC:x23,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x27,TRI=eba_TR:x4";C_07.00.c;290;150;31696;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on commercial immovable property";"Fully adjusted exposure value (E*)";;;;;;;;;;"Regional governments or local authorities (003)";"285#290";"Memorandum items#Exposures secured by mortgages on commercial immovable property";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x16,ECB=eba_EC:x23,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x27,TRI=eba_TR:x4";C_07.00.c;290;160;31696;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on commercial immovable property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Regional governments or local authorities (003)";"285#290";"Memorandum items#Exposures secured by mortgages on commercial immovable property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x16,ECB=eba_EC:x23,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x27,TRI=eba_TR:x4";C_07.00.c;290;170;31696;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on commercial immovable property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Regional governments or local authorities (003)";"285#290";"Memorandum items#Exposures secured by mortgages on commercial immovable property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x16,ECB=eba_EC:x23,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x27,TRI=eba_TR:x4";C_07.00.c;290;180;31696;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on commercial immovable property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Regional governments or local authorities (003)";"285#290";"Memorandum items#Exposures secured by mortgages on commercial immovable property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x16,ECB=eba_EC:x23,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x27,TRI=eba_TR:x4";C_07.00.c;290;190;31696;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on commercial immovable property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Regional governments or local authorities (003)";"285#290";"Memorandum items#Exposures secured by mortgages on commercial immovable property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,ECB=eba_EC:x23,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x27,TRI=eba_TR:x4";C_07.00.c;290;200;31696;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on commercial immovable property";"Exposure value";;;;;;;;;;"Regional governments or local authorities (003)";"285#290";"Memorandum items#Exposures secured by mortgages on commercial immovable property";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,ECB=eba_EC:x23,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x27,TRI=eba_TR:x1";C_07.00.c;290;210;31696;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on commercial immovable property";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Regional governments or local authorities (003)";"285#290";"Memorandum items#Exposures secured by mortgages on commercial immovable property";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,ECB=eba_EC:x23,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x27,TRI=eba_TR:x4";C_07.00.c;290;215;31696;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on commercial immovable property";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Regional governments or local authorities (003)";"285#290";"Memorandum items#Exposures secured by mortgages on commercial immovable property";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,ECB=eba_EC:x23,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x26,TRI=eba_TR:x4";C_07.00.c;310;010;31696;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on residential property";"Original exposure pre conversion factors";;;;;;;;;;"Regional governments or local authorities (003)";"285#310";"Memorandum items#Exposures secured by mortgages on residential property";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,ECB=eba_EC:x23,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x26,TRI=eba_TR:x4";C_07.00.c;310;030;31696;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on residential property";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Regional governments or local authorities (003)";"285#310";"Memorandum items#Exposures secured by mortgages on residential property";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,ECB=eba_EC:x23,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x26,TRI=eba_TR:x4";C_07.00.c;310;040;31696;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on residential property";"Exposure net of value adjustments and provisions";;;;;;;;;;"Regional governments or local authorities (003)";"285#310";"Memorandum items#Exposures secured by mortgages on residential property";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,ECB=eba_EC:x23,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x26,TRI=eba_TR:x4";C_07.00.c;310;150;31696;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on residential property";"Fully adjusted exposure value (E*)";;;;;;;;;;"Regional governments or local authorities (003)";"285#310";"Memorandum items#Exposures secured by mortgages on residential property";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x16,ECB=eba_EC:x23,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x26,TRI=eba_TR:x4";C_07.00.c;310;160;31696;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Regional governments or local authorities (003)";"285#310";"Memorandum items#Exposures secured by mortgages on residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x16,ECB=eba_EC:x23,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x26,TRI=eba_TR:x4";C_07.00.c;310;170;31696;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Regional governments or local authorities (003)";"285#310";"Memorandum items#Exposures secured by mortgages on residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x16,ECB=eba_EC:x23,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x26,TRI=eba_TR:x4";C_07.00.c;310;180;31696;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Regional governments or local authorities (003)";"285#310";"Memorandum items#Exposures secured by mortgages on residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x16,ECB=eba_EC:x23,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x26,TRI=eba_TR:x4";C_07.00.c;310;190;31696;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Regional governments or local authorities (003)";"285#310";"Memorandum items#Exposures secured by mortgages on residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,ECB=eba_EC:x23,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x26,TRI=eba_TR:x4";C_07.00.c;310;200;31696;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on residential property";"Exposure value";;;;;;;;;;"Regional governments or local authorities (003)";"285#310";"Memorandum items#Exposures secured by mortgages on residential property";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,ECB=eba_EC:x23,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x26,TRI=eba_TR:x1";C_07.00.c;310;210;31696;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on residential property";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Regional governments or local authorities (003)";"285#310";"Memorandum items#Exposures secured by mortgages on residential property";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,ECB=eba_EC:x23,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x26,TRI=eba_TR:x4";C_07.00.c;310;215;31696;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on residential property";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Regional governments or local authorities (003)";"285#310";"Memorandum items#Exposures secured by mortgages on residential property";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,ECB=eba_EC:x23,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x26,TRI=eba_TR:x4";C_07.00.c;310;220;31696;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on residential property";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Regional governments or local authorities (003)";"285#310";"Memorandum items#Exposures secured by mortgages on residential property";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,ECB=eba_EC:x22,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x27,TRI=eba_TR:x4";C_07.00.c;290;010;31697;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on commercial immovable property";"Original exposure pre conversion factors";;;;;;;;;;"Public sector entities (004)";"285#290";"Memorandum items#Exposures secured by mortgages on commercial immovable property";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,ECB=eba_EC:x22,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x27,TRI=eba_TR:x4";C_07.00.c;290;030;31697;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on commercial immovable property";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Public sector entities (004)";"285#290";"Memorandum items#Exposures secured by mortgages on commercial immovable property";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,ECB=eba_EC:x22,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x27,TRI=eba_TR:x4";C_07.00.c;290;040;31697;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on commercial immovable property";"Exposure net of value adjustments and provisions";;;;;;;;;;"Public sector entities (004)";"285#290";"Memorandum items#Exposures secured by mortgages on commercial immovable property";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,ECB=eba_EC:x22,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x27,TRI=eba_TR:x4";C_07.00.c;290;150;31697;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on commercial immovable property";"Fully adjusted exposure value (E*)";;;;;;;;;;"Public sector entities (004)";"285#290";"Memorandum items#Exposures secured by mortgages on commercial immovable property";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x19,ECB=eba_EC:x22,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x27,TRI=eba_TR:x4";C_07.00.c;290;160;31697;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on commercial immovable property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Public sector entities (004)";"285#290";"Memorandum items#Exposures secured by mortgages on commercial immovable property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x19,ECB=eba_EC:x22,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x27,TRI=eba_TR:x4";C_07.00.c;290;170;31697;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on commercial immovable property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Public sector entities (004)";"285#290";"Memorandum items#Exposures secured by mortgages on commercial immovable property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x19,ECB=eba_EC:x22,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x27,TRI=eba_TR:x4";C_07.00.c;290;180;31697;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on commercial immovable property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Public sector entities (004)";"285#290";"Memorandum items#Exposures secured by mortgages on commercial immovable property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x19,ECB=eba_EC:x22,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x27,TRI=eba_TR:x4";C_07.00.c;290;190;31697;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on commercial immovable property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Public sector entities (004)";"285#290";"Memorandum items#Exposures secured by mortgages on commercial immovable property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,ECB=eba_EC:x22,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x27,TRI=eba_TR:x4";C_07.00.c;290;200;31697;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on commercial immovable property";"Exposure value";;;;;;;;;;"Public sector entities (004)";"285#290";"Memorandum items#Exposures secured by mortgages on commercial immovable property";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,ECB=eba_EC:x22,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x27,TRI=eba_TR:x1";C_07.00.c;290;210;31697;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on commercial immovable property";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Public sector entities (004)";"285#290";"Memorandum items#Exposures secured by mortgages on commercial immovable property";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,ECB=eba_EC:x22,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x27,TRI=eba_TR:x4";C_07.00.c;290;215;31697;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on commercial immovable property";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Public sector entities (004)";"285#290";"Memorandum items#Exposures secured by mortgages on commercial immovable property";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,ECB=eba_EC:x22,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x27,TRI=eba_TR:x4";C_07.00.c;290;220;31697;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on commercial immovable property";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Public sector entities (004)";"285#290";"Memorandum items#Exposures secured by mortgages on commercial immovable property";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,ECB=eba_EC:x22,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x26,TRI=eba_TR:x4";C_07.00.c;310;030;31697;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on residential property";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Public sector entities (004)";"285#310";"Memorandum items#Exposures secured by mortgages on residential property";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x19,ECB=eba_EC:x22,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x26,TRI=eba_TR:x4";C_07.00.c;310;160;31697;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Public sector entities (004)";"285#310";"Memorandum items#Exposures secured by mortgages on residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x19,ECB=eba_EC:x22,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x26,TRI=eba_TR:x4";C_07.00.c;310;170;31697;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Public sector entities (004)";"285#310";"Memorandum items#Exposures secured by mortgages on residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x19,ECB=eba_EC:x22,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x26,TRI=eba_TR:x4";C_07.00.c;310;180;31697;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Public sector entities (004)";"285#310";"Memorandum items#Exposures secured by mortgages on residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x19,ECB=eba_EC:x22,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x26,TRI=eba_TR:x4";C_07.00.c;310;190;31697;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Public sector entities (004)";"285#310";"Memorandum items#Exposures secured by mortgages on residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,ECB=eba_EC:x22,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x26,TRI=eba_TR:x4";C_07.00.c;310;200;31697;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on residential property";"Exposure value";;;;;;;;;;"Public sector entities (004)";"285#310";"Memorandum items#Exposures secured by mortgages on residential property";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,ECB=eba_EC:x22,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x26,TRI=eba_TR:x1";C_07.00.c;310;210;31697;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on residential property";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Public sector entities (004)";"285#310";"Memorandum items#Exposures secured by mortgages on residential property";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,ECB=eba_EC:x22,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x26,TRI=eba_TR:x4";C_07.00.c;310;215;31697;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on residential property";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Public sector entities (004)";"285#310";"Memorandum items#Exposures secured by mortgages on residential property";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,ECB=eba_EC:x19,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x27,TRI=eba_TR:x4";C_07.00.c;290;030;31698;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on commercial immovable property";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Institutions (007)";"285#290";"Memorandum items#Exposures secured by mortgages on commercial immovable property";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,ECB=eba_EC:x19,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x27,TRI=eba_TR:x4";C_07.00.c;290;040;31698;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on commercial immovable property";"Exposure net of value adjustments and provisions";;;;;;;;;;"Institutions (007)";"285#290";"Memorandum items#Exposures secured by mortgages on commercial immovable property";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,ECB=eba_EC:x19,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x27,TRI=eba_TR:x4";C_07.00.c;290;150;31698;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on commercial immovable property";"Fully adjusted exposure value (E*)";;;;;;;;;;"Institutions (007)";"285#290";"Memorandum items#Exposures secured by mortgages on commercial immovable property";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x6,ECB=eba_EC:x19,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x27,TRI=eba_TR:x4";C_07.00.c;290;160;31698;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on commercial immovable property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Institutions (007)";"285#290";"Memorandum items#Exposures secured by mortgages on commercial immovable property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x6,ECB=eba_EC:x19,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x27,TRI=eba_TR:x4";C_07.00.c;290;170;31698;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on commercial immovable property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Institutions (007)";"285#290";"Memorandum items#Exposures secured by mortgages on commercial immovable property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x6,ECB=eba_EC:x19,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x27,TRI=eba_TR:x4";C_07.00.c;290;180;31698;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on commercial immovable property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Institutions (007)";"285#290";"Memorandum items#Exposures secured by mortgages on commercial immovable property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x6,ECB=eba_EC:x19,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x27,TRI=eba_TR:x4";C_07.00.c;290;190;31698;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on commercial immovable property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Institutions (007)";"285#290";"Memorandum items#Exposures secured by mortgages on commercial immovable property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,ECB=eba_EC:x19,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x27,TRI=eba_TR:x4";C_07.00.c;290;200;31698;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on commercial immovable property";"Exposure value";;;;;;;;;;"Institutions (007)";"285#290";"Memorandum items#Exposures secured by mortgages on commercial immovable property";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,ECB=eba_EC:x19,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x27,TRI=eba_TR:x1";C_07.00.c;290;210;31698;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on commercial immovable property";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Institutions (007)";"285#290";"Memorandum items#Exposures secured by mortgages on commercial immovable property";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,ECB=eba_EC:x19,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x27,TRI=eba_TR:x4";C_07.00.c;290;215;31698;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on commercial immovable property";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Institutions (007)";"285#290";"Memorandum items#Exposures secured by mortgages on commercial immovable property";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,ECB=eba_EC:x19,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x27,TRI=eba_TR:x4";C_07.00.c;290;220;31698;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on commercial immovable property";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Institutions (007)";"285#290";"Memorandum items#Exposures secured by mortgages on commercial immovable property";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,ECB=eba_EC:x19,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x26,TRI=eba_TR:x4";C_07.00.c;310;010;31698;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on residential property";"Original exposure pre conversion factors";;;;;;;;;;"Institutions (007)";"285#310";"Memorandum items#Exposures secured by mortgages on residential property";"Original exposure pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,ECB=eba_EC:x19,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x26,TRI=eba_TR:x4";C_07.00.c;310;040;31698;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on residential property";"Exposure net of value adjustments and provisions";;;;;;;;;;"Institutions (007)";"285#310";"Memorandum items#Exposures secured by mortgages on residential property";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,ECB=eba_EC:x19,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x26,TRI=eba_TR:x4";C_07.00.c;310;150;31698;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on residential property";"Fully adjusted exposure value (E*)";;;;;;;;;;"Institutions (007)";"285#310";"Memorandum items#Exposures secured by mortgages on residential property";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x6,ECB=eba_EC:x19,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x26,TRI=eba_TR:x4";C_07.00.c;310;160;31698;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Institutions (007)";"285#310";"Memorandum items#Exposures secured by mortgages on residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x6,ECB=eba_EC:x19,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x26,TRI=eba_TR:x4";C_07.00.c;310;170;31698;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Institutions (007)";"285#310";"Memorandum items#Exposures secured by mortgages on residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x6,ECB=eba_EC:x19,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x26,TRI=eba_TR:x4";C_07.00.c;310;180;31698;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Institutions (007)";"285#310";"Memorandum items#Exposures secured by mortgages on residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x6,ECB=eba_EC:x19,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x26,TRI=eba_TR:x4";C_07.00.c;310;190;31698;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Institutions (007)";"285#310";"Memorandum items#Exposures secured by mortgages on residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,ECB=eba_EC:x19,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x26,TRI=eba_TR:x4";C_07.00.c;310;200;31698;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on residential property";"Exposure value";;;;;;;;;;"Institutions (007)";"285#310";"Memorandum items#Exposures secured by mortgages on residential property";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,ECB=eba_EC:x19,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x26,TRI=eba_TR:x1";C_07.00.c;310;210;31698;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on residential property";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Institutions (007)";"285#310";"Memorandum items#Exposures secured by mortgages on residential property";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,ECB=eba_EC:x19,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x26,TRI=eba_TR:x4";C_07.00.c;310;215;31698;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on residential property";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Institutions (007)";"285#310";"Memorandum items#Exposures secured by mortgages on residential property";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,ECB=eba_EC:x19,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x26,TRI=eba_TR:x4";C_07.00.c;310;220;31698;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on residential property";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Institutions (007)";"285#310";"Memorandum items#Exposures secured by mortgages on residential property";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,ECB=eba_EC:x17,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x27,TRI=eba_TR:x4";C_07.00.c;290;010;31699;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on commercial immovable property";"Original exposure pre conversion factors";;;;;;;;;;"Corporates (008)";"285#290";"Memorandum items#Exposures secured by mortgages on commercial immovable property";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,ECB=eba_EC:x17,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x27,TRI=eba_TR:x4";C_07.00.c;290;030;31699;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on commercial immovable property";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Corporates (008)";"285#290";"Memorandum items#Exposures secured by mortgages on commercial immovable property";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,ECB=eba_EC:x17,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x27,TRI=eba_TR:x4";C_07.00.c;290;040;31699;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on commercial immovable property";"Exposure net of value adjustments and provisions";;;;;;;;;;"Corporates (008)";"285#290";"Memorandum items#Exposures secured by mortgages on commercial immovable property";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,ECB=eba_EC:x17,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x27,TRI=eba_TR:x4";C_07.00.c;290;150;31699;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on commercial immovable property";"Fully adjusted exposure value (E*)";;;;;;;;;;"Corporates (008)";"285#290";"Memorandum items#Exposures secured by mortgages on commercial immovable property";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x51,ECB=eba_EC:x17,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x27,TRI=eba_TR:x4";C_07.00.c;290;160;31699;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on commercial immovable property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Corporates (008)";"285#290";"Memorandum items#Exposures secured by mortgages on commercial immovable property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x51,ECB=eba_EC:x17,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x27,TRI=eba_TR:x4";C_07.00.c;290;170;31699;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on commercial immovable property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Corporates (008)";"285#290";"Memorandum items#Exposures secured by mortgages on commercial immovable property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x51,ECB=eba_EC:x17,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x27,TRI=eba_TR:x4";C_07.00.c;290;180;31699;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on commercial immovable property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Corporates (008)";"285#290";"Memorandum items#Exposures secured by mortgages on commercial immovable property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x51,ECB=eba_EC:x17,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x27,TRI=eba_TR:x4";C_07.00.c;290;190;31699;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on commercial immovable property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Corporates (008)";"285#290";"Memorandum items#Exposures secured by mortgages on commercial immovable property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,ECB=eba_EC:x17,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x27,TRI=eba_TR:x4";C_07.00.c;290;200;31699;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on commercial immovable property";"Exposure value";;;;;;;;;;"Corporates (008)";"285#290";"Memorandum items#Exposures secured by mortgages on commercial immovable property";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,ECB=eba_EC:x17,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x27,TRI=eba_TR:x1";C_07.00.c;290;210;31699;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on commercial immovable property";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Corporates (008)";"285#290";"Memorandum items#Exposures secured by mortgages on commercial immovable property";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,ECB=eba_EC:x17,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x27,TRI=eba_TR:x4";C_07.00.c;290;215;31699;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on commercial immovable property";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates (008)";"285#290";"Memorandum items#Exposures secured by mortgages on commercial immovable property";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,ECB=eba_EC:x17,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x27,TRI=eba_TR:x4";C_07.00.c;290;220;31699;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on commercial immovable property";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates (008)";"285#290";"Memorandum items#Exposures secured by mortgages on commercial immovable property";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,ECB=eba_EC:x17,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x26,TRI=eba_TR:x4";C_07.00.c;310;010;31699;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on residential property";"Original exposure pre conversion factors";;;;;;;;;;"Corporates (008)";"285#310";"Memorandum items#Exposures secured by mortgages on residential property";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,ECB=eba_EC:x17,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x26,TRI=eba_TR:x4";C_07.00.c;310;030;31699;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on residential property";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Corporates (008)";"285#310";"Memorandum items#Exposures secured by mortgages on residential property";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,ECB=eba_EC:x17,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x26,TRI=eba_TR:x4";C_07.00.c;310;150;31699;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on residential property";"Fully adjusted exposure value (E*)";;;;;;;;;;"Corporates (008)";"285#310";"Memorandum items#Exposures secured by mortgages on residential property";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x51,ECB=eba_EC:x17,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x26,TRI=eba_TR:x4";C_07.00.c;310;160;31699;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Corporates (008)";"285#310";"Memorandum items#Exposures secured by mortgages on residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x51,ECB=eba_EC:x17,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x26,TRI=eba_TR:x4";C_07.00.c;310;170;31699;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Corporates (008)";"285#310";"Memorandum items#Exposures secured by mortgages on residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x51,ECB=eba_EC:x17,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x26,TRI=eba_TR:x4";C_07.00.c;310;180;31699;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Corporates (008)";"285#310";"Memorandum items#Exposures secured by mortgages on residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x51,ECB=eba_EC:x17,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x26,TRI=eba_TR:x4";C_07.00.c;310;190;31699;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Corporates (008)";"285#310";"Memorandum items#Exposures secured by mortgages on residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,ECB=eba_EC:x17,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x26,TRI=eba_TR:x4";C_07.00.c;310;200;31699;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on residential property";"Exposure value";;;;;;;;;;"Corporates (008)";"285#310";"Memorandum items#Exposures secured by mortgages on residential property";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,ECB=eba_EC:x17,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x26,TRI=eba_TR:x1";C_07.00.c;310;210;31699;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on residential property";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Corporates (008)";"285#310";"Memorandum items#Exposures secured by mortgages on residential property";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,ECB=eba_EC:x17,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x26,TRI=eba_TR:x4";C_07.00.c;310;215;31699;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on residential property";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates (008)";"285#310";"Memorandum items#Exposures secured by mortgages on residential property";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,ECB=eba_EC:x17,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x26,TRI=eba_TR:x4";C_07.00.c;310;220;31699;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on residential property";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates (008)";"285#310";"Memorandum items#Exposures secured by mortgages on residential property";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,ECB=eba_EC:x26,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x27,TRI=eba_TR:x4";C_07.00.c;290;010;31700;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on commercial immovable property";"Original exposure pre conversion factors";;;;;;;;;;"Retail (009)";"285#290";"Memorandum items#Exposures secured by mortgages on commercial immovable property";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,ECB=eba_EC:x26,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x27,TRI=eba_TR:x4";C_07.00.c;290;030;31700;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on commercial immovable property";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Retail (009)";"285#290";"Memorandum items#Exposures secured by mortgages on commercial immovable property";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,ECB=eba_EC:x26,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x27,TRI=eba_TR:x4";C_07.00.c;290;040;31700;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on commercial immovable property";"Exposure net of value adjustments and provisions";;;;;;;;;;"Retail (009)";"285#290";"Memorandum items#Exposures secured by mortgages on commercial immovable property";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,ECB=eba_EC:x26,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x27,TRI=eba_TR:x4";C_07.00.c;290;150;31700;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on commercial immovable property";"Fully adjusted exposure value (E*)";;;;;;;;;;"Retail (009)";"285#290";"Memorandum items#Exposures secured by mortgages on commercial immovable property";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x22,ECB=eba_EC:x26,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x27,TRI=eba_TR:x4";C_07.00.c;290;160;31700;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on commercial immovable property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Retail (009)";"285#290";"Memorandum items#Exposures secured by mortgages on commercial immovable property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x22,ECB=eba_EC:x26,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x27,TRI=eba_TR:x4";C_07.00.c;290;170;31700;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on commercial immovable property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Retail (009)";"285#290";"Memorandum items#Exposures secured by mortgages on commercial immovable property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x22,ECB=eba_EC:x26,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x27,TRI=eba_TR:x4";C_07.00.c;290;180;31700;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on commercial immovable property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Retail (009)";"285#290";"Memorandum items#Exposures secured by mortgages on commercial immovable property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x22,ECB=eba_EC:x26,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x27,TRI=eba_TR:x4";C_07.00.c;290;190;31700;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on commercial immovable property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Retail (009)";"285#290";"Memorandum items#Exposures secured by mortgages on commercial immovable property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,ECB=eba_EC:x26,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x27,TRI=eba_TR:x4";C_07.00.c;290;200;31700;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on commercial immovable property";"Exposure value";;;;;;;;;;"Retail (009)";"285#290";"Memorandum items#Exposures secured by mortgages on commercial immovable property";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,ECB=eba_EC:x26,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x27,TRI=eba_TR:x1";C_07.00.c;290;210;31700;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on commercial immovable property";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Retail (009)";"285#290";"Memorandum items#Exposures secured by mortgages on commercial immovable property";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,ECB=eba_EC:x26,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x27,TRI=eba_TR:x4";C_07.00.c;290;215;31700;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on commercial immovable property";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail (009)";"285#290";"Memorandum items#Exposures secured by mortgages on commercial immovable property";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,ECB=eba_EC:x26,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x27,TRI=eba_TR:x4";C_07.00.c;290;220;31700;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on commercial immovable property";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail (009)";"285#290";"Memorandum items#Exposures secured by mortgages on commercial immovable property";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,ECB=eba_EC:x26,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x26,TRI=eba_TR:x4";C_07.00.c;310;010;31700;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on residential property";"Original exposure pre conversion factors";;;;;;;;;;"Retail (009)";"285#310";"Memorandum items#Exposures secured by mortgages on residential property";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,ECB=eba_EC:x26,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x26,TRI=eba_TR:x4";C_07.00.c;310;030;31700;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on residential property";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Retail (009)";"285#310";"Memorandum items#Exposures secured by mortgages on residential property";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,ECB=eba_EC:x26,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x26,TRI=eba_TR:x4";C_07.00.c;310;040;31700;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on residential property";"Exposure net of value adjustments and provisions";;;;;;;;;;"Retail (009)";"285#310";"Memorandum items#Exposures secured by mortgages on residential property";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,ECB=eba_EC:x26,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x26,TRI=eba_TR:x4";C_07.00.c;310;150;31700;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on residential property";"Fully adjusted exposure value (E*)";;;;;;;;;;"Retail (009)";"285#310";"Memorandum items#Exposures secured by mortgages on residential property";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x22,ECB=eba_EC:x26,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x26,TRI=eba_TR:x4";C_07.00.c;310;160;31700;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Retail (009)";"285#310";"Memorandum items#Exposures secured by mortgages on residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x22,ECB=eba_EC:x26,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x26,TRI=eba_TR:x4";C_07.00.c;310;170;31700;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Retail (009)";"285#310";"Memorandum items#Exposures secured by mortgages on residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x22,ECB=eba_EC:x26,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x26,TRI=eba_TR:x4";C_07.00.c;310;180;31700;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Retail (009)";"285#310";"Memorandum items#Exposures secured by mortgages on residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x22,ECB=eba_EC:x26,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x26,TRI=eba_TR:x4";C_07.00.c;310;190;31700;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Retail (009)";"285#310";"Memorandum items#Exposures secured by mortgages on residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,ECB=eba_EC:x26,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x26,TRI=eba_TR:x4";C_07.00.c;310;200;31700;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on residential property";"Exposure value";;;;;;;;;;"Retail (009)";"285#310";"Memorandum items#Exposures secured by mortgages on residential property";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,ECB=eba_EC:x26,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x26,TRI=eba_TR:x1";C_07.00.c;310;210;31700;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on residential property";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Retail (009)";"285#310";"Memorandum items#Exposures secured by mortgages on residential property";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,ECB=eba_EC:x26,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x26,TRI=eba_TR:x4";C_07.00.c;310;215;31700;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on residential property";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail (009)";"285#310";"Memorandum items#Exposures secured by mortgages on residential property";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,ECB=eba_EC:x26,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x26,TRI=eba_TR:x4";C_07.00.c;310;220;31700;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on residential property";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail (009)";"285#310";"Memorandum items#Exposures secured by mortgages on residential property";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.d;300;010;31734;monetaryItemType;C 07.00.d (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - in default;"Exposures in default subject to a risk weight of 100%";"Original exposure pre conversion factors";;;;;;;;;;"Total (001)";"285#300";"Memorandum items#Exposures in default subject to a risk weight of 100%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.d;300;030;31734;monetaryItemType;C 07.00.d (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - in default;"Exposures in default subject to a risk weight of 100%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Total (001)";"285#300";"Memorandum items#Exposures in default subject to a risk weight of 100%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.d;300;040;31734;monetaryItemType;C 07.00.d (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - in default;"Exposures in default subject to a risk weight of 100%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Total (001)";"285#300";"Memorandum items#Exposures in default subject to a risk weight of 100%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.d;300;150;31734;monetaryItemType;C 07.00.d (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - in default;"Exposures in default subject to a risk weight of 100%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Total (001)";"285#300";"Memorandum items#Exposures in default subject to a risk weight of 100%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.d;300;160;31734;monetaryItemType;C 07.00.d (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - in default;"Exposures in default subject to a risk weight of 100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Total (001)";"285#300";"Memorandum items#Exposures in default subject to a risk weight of 100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.d;300;170;31734;monetaryItemType;C 07.00.d (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - in default;"Exposures in default subject to a risk weight of 100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Total (001)";"285#300";"Memorandum items#Exposures in default subject to a risk weight of 100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.d;300;180;31734;monetaryItemType;C 07.00.d (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - in default;"Exposures in default subject to a risk weight of 100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Total (001)";"285#300";"Memorandum items#Exposures in default subject to a risk weight of 100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.d;300;190;31734;monetaryItemType;C 07.00.d (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - in default;"Exposures in default subject to a risk weight of 100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Total (001)";"285#300";"Memorandum items#Exposures in default subject to a risk weight of 100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.d;300;200;31734;monetaryItemType;C 07.00.d (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - in default;"Exposures in default subject to a risk weight of 100%";"Exposure value";;;;;;;;;;"Total (001)";"285#300";"Memorandum items#Exposures in default subject to a risk weight of 100%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x1";C_07.00.d;300;210;31734;monetaryItemType;C 07.00.d (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - in default;"Exposures in default subject to a risk weight of 100%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Total (001)";"285#300";"Memorandum items#Exposures in default subject to a risk weight of 100%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.d;300;215;31734;monetaryItemType;C 07.00.d (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - in default;"Exposures in default subject to a risk weight of 100%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Total (001)";"285#300";"Memorandum items#Exposures in default subject to a risk weight of 100%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.d;320;010;31734;monetaryItemType;C 07.00.d (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - in default;"Exposures in default subject to a risk weight of 150%";"Original exposure pre conversion factors";;;;;;;;;;"Total (001)";"285#320";"Memorandum items#Exposures in default subject to a risk weight of 150%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.d;320;030;31734;monetaryItemType;C 07.00.d (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - in default;"Exposures in default subject to a risk weight of 150%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Total (001)";"285#320";"Memorandum items#Exposures in default subject to a risk weight of 150%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.d;320;040;31734;monetaryItemType;C 07.00.d (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - in default;"Exposures in default subject to a risk weight of 150%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Total (001)";"285#320";"Memorandum items#Exposures in default subject to a risk weight of 150%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.d;320;150;31734;monetaryItemType;C 07.00.d (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - in default;"Exposures in default subject to a risk weight of 150%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Total (001)";"285#320";"Memorandum items#Exposures in default subject to a risk weight of 150%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.d;320;160;31734;monetaryItemType;C 07.00.d (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - in default;"Exposures in default subject to a risk weight of 150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Total (001)";"285#320";"Memorandum items#Exposures in default subject to a risk weight of 150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.d;320;170;31734;monetaryItemType;C 07.00.d (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - in default;"Exposures in default subject to a risk weight of 150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Total (001)";"285#320";"Memorandum items#Exposures in default subject to a risk weight of 150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.d;320;180;31734;monetaryItemType;C 07.00.d (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - in default;"Exposures in default subject to a risk weight of 150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Total (001)";"285#320";"Memorandum items#Exposures in default subject to a risk weight of 150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.d;320;190;31734;monetaryItemType;C 07.00.d (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - in default;"Exposures in default subject to a risk weight of 150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Total (001)";"285#320";"Memorandum items#Exposures in default subject to a risk weight of 150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.d;320;200;31734;monetaryItemType;C 07.00.d (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - in default;"Exposures in default subject to a risk weight of 150%";"Exposure value";;;;;;;;;;"Total (001)";"285#320";"Memorandum items#Exposures in default subject to a risk weight of 150%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x1";C_07.00.d;320;210;31734;monetaryItemType;C 07.00.d (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - in default;"Exposures in default subject to a risk weight of 150%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Total (001)";"285#320";"Memorandum items#Exposures in default subject to a risk weight of 150%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.d;320;215;31734;monetaryItemType;C 07.00.d (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - in default;"Exposures in default subject to a risk weight of 150%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Total (001)";"285#320";"Memorandum items#Exposures in default subject to a risk weight of 150%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,ECB=eba_EC:x16,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.d;300;010;31735;monetaryItemType;C 07.00.d (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - in default;"Exposures in default subject to a risk weight of 100%";"Original exposure pre conversion factors";;;;;;;;;;"Central governments or central banks (002)";"285#300";"Memorandum items#Exposures in default subject to a risk weight of 100%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,ECB=eba_EC:x16,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.d;300;030;31735;monetaryItemType;C 07.00.d (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - in default;"Exposures in default subject to a risk weight of 100%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Central governments or central banks (002)";"285#300";"Memorandum items#Exposures in default subject to a risk weight of 100%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,ECB=eba_EC:x16,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.d;300;040;31735;monetaryItemType;C 07.00.d (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - in default;"Exposures in default subject to a risk weight of 100%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Central governments or central banks (002)";"285#300";"Memorandum items#Exposures in default subject to a risk weight of 100%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,ECB=eba_EC:x16,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.d;300;150;31735;monetaryItemType;C 07.00.d (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - in default;"Exposures in default subject to a risk weight of 100%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Central governments or central banks (002)";"285#300";"Memorandum items#Exposures in default subject to a risk weight of 100%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x2,ECB=eba_EC:x16,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.d;300;160;31735;monetaryItemType;C 07.00.d (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - in default;"Exposures in default subject to a risk weight of 100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Central governments or central banks (002)";"285#300";"Memorandum items#Exposures in default subject to a risk weight of 100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x2,ECB=eba_EC:x16,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.d;300;170;31735;monetaryItemType;C 07.00.d (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - in default;"Exposures in default subject to a risk weight of 100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Central governments or central banks (002)";"285#300";"Memorandum items#Exposures in default subject to a risk weight of 100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x2,ECB=eba_EC:x16,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.d;300;180;31735;monetaryItemType;C 07.00.d (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - in default;"Exposures in default subject to a risk weight of 100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Central governments or central banks (002)";"285#300";"Memorandum items#Exposures in default subject to a risk weight of 100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x2,ECB=eba_EC:x16,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.d;300;190;31735;monetaryItemType;C 07.00.d (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - in default;"Exposures in default subject to a risk weight of 100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Central governments or central banks (002)";"285#300";"Memorandum items#Exposures in default subject to a risk weight of 100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,ECB=eba_EC:x16,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.d;300;200;31735;monetaryItemType;C 07.00.d (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - in default;"Exposures in default subject to a risk weight of 100%";"Exposure value";;;;;;;;;;"Central governments or central banks (002)";"285#300";"Memorandum items#Exposures in default subject to a risk weight of 100%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,ECB=eba_EC:x16,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x1";C_07.00.d;300;210;31735;monetaryItemType;C 07.00.d (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - in default;"Exposures in default subject to a risk weight of 100%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Central governments or central banks (002)";"285#300";"Memorandum items#Exposures in default subject to a risk weight of 100%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,ECB=eba_EC:x16,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.d;300;215;31735;monetaryItemType;C 07.00.d (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - in default;"Exposures in default subject to a risk weight of 100%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Central governments or central banks (002)";"285#300";"Memorandum items#Exposures in default subject to a risk weight of 100%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,ECB=eba_EC:x16,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.d;320;010;31735;monetaryItemType;C 07.00.d (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - in default;"Exposures in default subject to a risk weight of 150%";"Original exposure pre conversion factors";;;;;;;;;;"Central governments or central banks (002)";"285#320";"Memorandum items#Exposures in default subject to a risk weight of 150%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,ECB=eba_EC:x16,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.d;320;030;31735;monetaryItemType;C 07.00.d (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - in default;"Exposures in default subject to a risk weight of 150%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Central governments or central banks (002)";"285#320";"Memorandum items#Exposures in default subject to a risk weight of 150%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,ECB=eba_EC:x16,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.d;320;040;31735;monetaryItemType;C 07.00.d (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - in default;"Exposures in default subject to a risk weight of 150%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Central governments or central banks (002)";"285#320";"Memorandum items#Exposures in default subject to a risk weight of 150%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,ECB=eba_EC:x16,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.d;320;150;31735;monetaryItemType;C 07.00.d (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - in default;"Exposures in default subject to a risk weight of 150%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Central governments or central banks (002)";"285#320";"Memorandum items#Exposures in default subject to a risk weight of 150%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x2,ECB=eba_EC:x16,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.d;320;160;31735;monetaryItemType;C 07.00.d (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - in default;"Exposures in default subject to a risk weight of 150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Central governments or central banks (002)";"285#320";"Memorandum items#Exposures in default subject to a risk weight of 150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x2,ECB=eba_EC:x16,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.d;320;170;31735;monetaryItemType;C 07.00.d (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - in default;"Exposures in default subject to a risk weight of 150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Central governments or central banks (002)";"285#320";"Memorandum items#Exposures in default subject to a risk weight of 150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x2,ECB=eba_EC:x16,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.d;320;180;31735;monetaryItemType;C 07.00.d (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - in default;"Exposures in default subject to a risk weight of 150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Central governments or central banks (002)";"285#320";"Memorandum items#Exposures in default subject to a risk weight of 150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,ECB=eba_EC:x16,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.d;320;200;31735;monetaryItemType;C 07.00.d (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - in default;"Exposures in default subject to a risk weight of 150%";"Exposure value";;;;;;;;;;"Central governments or central banks (002)";"285#320";"Memorandum items#Exposures in default subject to a risk weight of 150%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,ECB=eba_EC:x16,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x1";C_07.00.d;320;210;31735;monetaryItemType;C 07.00.d (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - in default;"Exposures in default subject to a risk weight of 150%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Central governments or central banks (002)";"285#320";"Memorandum items#Exposures in default subject to a risk weight of 150%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,ECB=eba_EC:x16,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.d;320;215;31735;monetaryItemType;C 07.00.d (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - in default;"Exposures in default subject to a risk weight of 150%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Central governments or central banks (002)";"285#320";"Memorandum items#Exposures in default subject to a risk weight of 150%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,ECB=eba_EC:x23,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.d;300;010;31736;monetaryItemType;C 07.00.d (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - in default;"Exposures in default subject to a risk weight of 100%";"Original exposure pre conversion factors";;;;;;;;;;"Regional governments or local authorities (003)";"285#300";"Memorandum items#Exposures in default subject to a risk weight of 100%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,ECB=eba_EC:x23,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.d;300;030;31736;monetaryItemType;C 07.00.d (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - in default;"Exposures in default subject to a risk weight of 100%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Regional governments or local authorities (003)";"285#300";"Memorandum items#Exposures in default subject to a risk weight of 100%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,ECB=eba_EC:x23,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.d;300;040;31736;monetaryItemType;C 07.00.d (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - in default;"Exposures in default subject to a risk weight of 100%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Regional governments or local authorities (003)";"285#300";"Memorandum items#Exposures in default subject to a risk weight of 100%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,ECB=eba_EC:x23,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.d;300;150;31736;monetaryItemType;C 07.00.d (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - in default;"Exposures in default subject to a risk weight of 100%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Regional governments or local authorities (003)";"285#300";"Memorandum items#Exposures in default subject to a risk weight of 100%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x16,ECB=eba_EC:x23,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.d;300;160;31736;monetaryItemType;C 07.00.d (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - in default;"Exposures in default subject to a risk weight of 100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Regional governments or local authorities (003)";"285#300";"Memorandum items#Exposures in default subject to a risk weight of 100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x16,ECB=eba_EC:x23,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.d;300;170;31736;monetaryItemType;C 07.00.d (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - in default;"Exposures in default subject to a risk weight of 100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Regional governments or local authorities (003)";"285#300";"Memorandum items#Exposures in default subject to a risk weight of 100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x16,ECB=eba_EC:x23,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.d;300;180;31736;monetaryItemType;C 07.00.d (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - in default;"Exposures in default subject to a risk weight of 100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Regional governments or local authorities (003)";"285#300";"Memorandum items#Exposures in default subject to a risk weight of 100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x16,ECB=eba_EC:x23,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.d;300;190;31736;monetaryItemType;C 07.00.d (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - in default;"Exposures in default subject to a risk weight of 100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Regional governments or local authorities (003)";"285#300";"Memorandum items#Exposures in default subject to a risk weight of 100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,ECB=eba_EC:x23,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.d;300;200;31736;monetaryItemType;C 07.00.d (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - in default;"Exposures in default subject to a risk weight of 100%";"Exposure value";;;;;;;;;;"Regional governments or local authorities (003)";"285#300";"Memorandum items#Exposures in default subject to a risk weight of 100%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,ECB=eba_EC:x23,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x1";C_07.00.d;300;210;31736;monetaryItemType;C 07.00.d (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - in default;"Exposures in default subject to a risk weight of 100%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Regional governments or local authorities (003)";"285#300";"Memorandum items#Exposures in default subject to a risk weight of 100%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,ECB=eba_EC:x23,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.d;300;215;31736;monetaryItemType;C 07.00.d (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - in default;"Exposures in default subject to a risk weight of 100%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Regional governments or local authorities (003)";"285#300";"Memorandum items#Exposures in default subject to a risk weight of 100%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,ECB=eba_EC:x23,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.d;320;010;31736;monetaryItemType;C 07.00.d (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - in default;"Exposures in default subject to a risk weight of 150%";"Original exposure pre conversion factors";;;;;;;;;;"Regional governments or local authorities (003)";"285#320";"Memorandum items#Exposures in default subject to a risk weight of 150%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,ECB=eba_EC:x23,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.d;320;030;31736;monetaryItemType;C 07.00.d (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - in default;"Exposures in default subject to a risk weight of 150%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Regional governments or local authorities (003)";"285#320";"Memorandum items#Exposures in default subject to a risk weight of 150%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,ECB=eba_EC:x23,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.d;320;040;31736;monetaryItemType;C 07.00.d (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - in default;"Exposures in default subject to a risk weight of 150%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Regional governments or local authorities (003)";"285#320";"Memorandum items#Exposures in default subject to a risk weight of 150%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,ECB=eba_EC:x23,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.d;320;150;31736;monetaryItemType;C 07.00.d (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - in default;"Exposures in default subject to a risk weight of 150%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Regional governments or local authorities (003)";"285#320";"Memorandum items#Exposures in default subject to a risk weight of 150%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x16,ECB=eba_EC:x23,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.d;320;160;31736;monetaryItemType;C 07.00.d (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - in default;"Exposures in default subject to a risk weight of 150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Regional governments or local authorities (003)";"285#320";"Memorandum items#Exposures in default subject to a risk weight of 150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x16,ECB=eba_EC:x23,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.d;320;170;31736;monetaryItemType;C 07.00.d (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - in default;"Exposures in default subject to a risk weight of 150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Regional governments or local authorities (003)";"285#320";"Memorandum items#Exposures in default subject to a risk weight of 150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x16,ECB=eba_EC:x23,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.d;320;180;31736;monetaryItemType;C 07.00.d (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - in default;"Exposures in default subject to a risk weight of 150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Regional governments or local authorities (003)";"285#320";"Memorandum items#Exposures in default subject to a risk weight of 150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x16,ECB=eba_EC:x23,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.d;320;190;31736;monetaryItemType;C 07.00.d (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - in default;"Exposures in default subject to a risk weight of 150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Regional governments or local authorities (003)";"285#320";"Memorandum items#Exposures in default subject to a risk weight of 150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x19,ECB=eba_EC:x22,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.d;300;170;31737;monetaryItemType;C 07.00.d (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - in default;"Exposures in default subject to a risk weight of 100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Public sector entities (004)";"285#300";"Memorandum items#Exposures in default subject to a risk weight of 100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x6,ECB=eba_EC:x19,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.d;300;170;31738;monetaryItemType;C 07.00.d (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - in default;"Exposures in default subject to a risk weight of 100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Institutions (007)";"285#300";"Memorandum items#Exposures in default subject to a risk weight of 100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,ECB=eba_EC:x19,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x1";C_07.00.d;300;210;31738;monetaryItemType;C 07.00.d (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - in default;"Exposures in default subject to a risk weight of 100%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Institutions (007)";"285#300";"Memorandum items#Exposures in default subject to a risk weight of 100%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,ECB=eba_EC:x19,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.d;320;040;31738;monetaryItemType;C 07.00.d (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - in default;"Exposures in default subject to a risk weight of 150%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Institutions (007)";"285#320";"Memorandum items#Exposures in default subject to a risk weight of 150%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,ECB=eba_EC:x17,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.d;300;040;31739;monetaryItemType;C 07.00.d (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - in default;"Exposures in default subject to a risk weight of 100%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Corporates (008)";"285#300";"Memorandum items#Exposures in default subject to a risk weight of 100%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,ECB=eba_EC:x17,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.d;300;150;31739;monetaryItemType;C 07.00.d (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - in default;"Exposures in default subject to a risk weight of 100%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Corporates (008)";"285#300";"Memorandum items#Exposures in default subject to a risk weight of 100%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x51,ECB=eba_EC:x17,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.d;300;160;31739;monetaryItemType;C 07.00.d (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - in default;"Exposures in default subject to a risk weight of 100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Corporates (008)";"285#300";"Memorandum items#Exposures in default subject to a risk weight of 100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x51,ECB=eba_EC:x17,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.d;300;170;31739;monetaryItemType;C 07.00.d (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - in default;"Exposures in default subject to a risk weight of 100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Corporates (008)";"285#300";"Memorandum items#Exposures in default subject to a risk weight of 100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x51,ECB=eba_EC:x17,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.d;300;180;31739;monetaryItemType;C 07.00.d (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - in default;"Exposures in default subject to a risk weight of 100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Corporates (008)";"285#300";"Memorandum items#Exposures in default subject to a risk weight of 100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x51,ECB=eba_EC:x17,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.d;300;190;31739;monetaryItemType;C 07.00.d (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - in default;"Exposures in default subject to a risk weight of 100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Corporates (008)";"285#300";"Memorandum items#Exposures in default subject to a risk weight of 100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,ECB=eba_EC:x17,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.d;300;200;31739;monetaryItemType;C 07.00.d (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - in default;"Exposures in default subject to a risk weight of 100%";"Exposure value";;;;;;;;;;"Corporates (008)";"285#300";"Memorandum items#Exposures in default subject to a risk weight of 100%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,ECB=eba_EC:x17,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x1";C_07.00.d;300;210;31739;monetaryItemType;C 07.00.d (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - in default;"Exposures in default subject to a risk weight of 100%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Corporates (008)";"285#300";"Memorandum items#Exposures in default subject to a risk weight of 100%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,ECB=eba_EC:x17,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.d;300;215;31739;monetaryItemType;C 07.00.d (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - in default;"Exposures in default subject to a risk weight of 100%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates (008)";"285#300";"Memorandum items#Exposures in default subject to a risk weight of 100%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,ECB=eba_EC:x17,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.d;320;010;31739;monetaryItemType;C 07.00.d (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - in default;"Exposures in default subject to a risk weight of 150%";"Original exposure pre conversion factors";;;;;;;;;;"Corporates (008)";"285#320";"Memorandum items#Exposures in default subject to a risk weight of 150%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,ECB=eba_EC:x17,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.d;320;030;31739;monetaryItemType;C 07.00.d (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - in default;"Exposures in default subject to a risk weight of 150%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Corporates (008)";"285#320";"Memorandum items#Exposures in default subject to a risk weight of 150%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,ECB=eba_EC:x17,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.d;320;040;31739;monetaryItemType;C 07.00.d (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - in default;"Exposures in default subject to a risk weight of 150%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Corporates (008)";"285#320";"Memorandum items#Exposures in default subject to a risk weight of 150%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,ECB=eba_EC:x17,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.d;320;150;31739;monetaryItemType;C 07.00.d (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - in default;"Exposures in default subject to a risk weight of 150%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Corporates (008)";"285#320";"Memorandum items#Exposures in default subject to a risk weight of 150%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x51,ECB=eba_EC:x17,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.d;320;160;31739;monetaryItemType;C 07.00.d (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - in default;"Exposures in default subject to a risk weight of 150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Corporates (008)";"285#320";"Memorandum items#Exposures in default subject to a risk weight of 150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x51,ECB=eba_EC:x17,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.d;320;170;31739;monetaryItemType;C 07.00.d (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - in default;"Exposures in default subject to a risk weight of 150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Corporates (008)";"285#320";"Memorandum items#Exposures in default subject to a risk weight of 150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x51,ECB=eba_EC:x17,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.d;320;180;31739;monetaryItemType;C 07.00.d (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - in default;"Exposures in default subject to a risk weight of 150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Corporates (008)";"285#320";"Memorandum items#Exposures in default subject to a risk weight of 150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x51,ECB=eba_EC:x17,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.d;320;190;31739;monetaryItemType;C 07.00.d (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - in default;"Exposures in default subject to a risk weight of 150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Corporates (008)";"285#320";"Memorandum items#Exposures in default subject to a risk weight of 150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,ECB=eba_EC:x17,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.d;320;200;31739;monetaryItemType;C 07.00.d (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - in default;"Exposures in default subject to a risk weight of 150%";"Exposure value";;;;;;;;;;"Corporates (008)";"285#320";"Memorandum items#Exposures in default subject to a risk weight of 150%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,ECB=eba_EC:x17,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x1";C_07.00.d;320;210;31739;monetaryItemType;C 07.00.d (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - in default;"Exposures in default subject to a risk weight of 150%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Corporates (008)";"285#320";"Memorandum items#Exposures in default subject to a risk weight of 150%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,ECB=eba_EC:x17,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.d;320;215;31739;monetaryItemType;C 07.00.d (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - in default;"Exposures in default subject to a risk weight of 150%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates (008)";"285#320";"Memorandum items#Exposures in default subject to a risk weight of 150%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,ECB=eba_EC:x26,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.d;300;010;31740;monetaryItemType;C 07.00.d (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - in default;"Exposures in default subject to a risk weight of 100%";"Original exposure pre conversion factors";;;;;;;;;;"Retail (009)";"285#300";"Memorandum items#Exposures in default subject to a risk weight of 100%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,ECB=eba_EC:x26,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.d;300;030;31740;monetaryItemType;C 07.00.d (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - in default;"Exposures in default subject to a risk weight of 100%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Retail (009)";"285#300";"Memorandum items#Exposures in default subject to a risk weight of 100%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,ECB=eba_EC:x26,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.d;300;040;31740;monetaryItemType;C 07.00.d (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - in default;"Exposures in default subject to a risk weight of 100%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Retail (009)";"285#300";"Memorandum items#Exposures in default subject to a risk weight of 100%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x22,ECB=eba_EC:x26,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.d;300;160;31740;monetaryItemType;C 07.00.d (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - in default;"Exposures in default subject to a risk weight of 100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Retail (009)";"285#300";"Memorandum items#Exposures in default subject to a risk weight of 100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,ECB=eba_EC:x26,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x1";C_07.00.d;300;210;31740;monetaryItemType;C 07.00.d (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - in default;"Exposures in default subject to a risk weight of 100%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Retail (009)";"285#300";"Memorandum items#Exposures in default subject to a risk weight of 100%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,ECB=eba_EC:x26,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x1";C_07.00.d;320;210;31740;monetaryItemType;C 07.00.d (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - in default;"Exposures in default subject to a risk weight of 150%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Retail (009)";"285#320";"Memorandum items#Exposures in default subject to a risk weight of 150%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,ECB=eba_EC:x26,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.d;320;215;31740;monetaryItemType;C 07.00.d (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - in default;"Exposures in default subject to a risk weight of 150%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail (009)";"285#320";"Memorandum items#Exposures in default subject to a risk weight of 150%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;010;31799;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010";"Total exposures";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;020;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Original exposure pre conversion factors";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010";"Total exposures";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPY=eba_CT:x14,EXC=eba_EC:x4,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;030;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Original exposure pre conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010";"Total exposures";"Original exposure pre conversion factors#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x4,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;040;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x4,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;050;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x38,EXC=eba_EC:x4,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;060;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x4,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;070;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x4,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;080;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;090;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010";"Total exposures";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;110;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure value";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010";"Total exposures";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPY=eba_CT:x14,EXC=eba_EC:x4,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;140;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010";"Total exposures";"Exposure value#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x21,EXC=eba_EC:x4,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;150;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x2,EXC=eba_EC:x4,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;160;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x24,EXC=eba_EC:x4,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;170;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x12,EXC=eba_EC:x4,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;180;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x31,EXC=eba_EC:x4,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;190;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x30,EXC=eba_EC:x4,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;200;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x32,EXC=eba_EC:x4,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;210;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x5,EXC=eba_EC:x4,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;220;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010";"Total exposures";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;230;31799;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure weighted average lgd (%)";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010";"Total exposures";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPY=eba_CT:x14,EXC=eba_EC:x4,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;240;31799;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010";"Total exposures";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;250;31799;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010";"Total exposures";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;255;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010";"Total exposures";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;260;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010";"Total exposures";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPY=eba_CT:x14,EXC=eba_EC:x4,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;270;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010";"Total exposures";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;280;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Memorandum items:";"Expected loss amount";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010";"Total exposures";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;290;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010";"Total exposures";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;300;31799;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Memorandum items:";"Number of obligors";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010";"Total exposures";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;010;31799;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;020;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x4,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;040;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x4,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;050;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x38,EXC=eba_EC:x4,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;060;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x4,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;070;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x4,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;080;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;090;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;110;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure value";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x21,EXC=eba_EC:x4,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;150;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x2,EXC=eba_EC:x4,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;160;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x24,EXC=eba_EC:x4,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;170;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x12,EXC=eba_EC:x4,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;180;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x31,EXC=eba_EC:x4,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;190;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x30,EXC=eba_EC:x4,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;200;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x32,EXC=eba_EC:x4,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;210;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x5,EXC=eba_EC:x4,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;220;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;230;31799;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;250;31799;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;255;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;260;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;280;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"Expected loss amount";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;290;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;300;31799;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"Number of obligors";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;010;31799;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;020;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;040;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;050;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x38,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;060;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;070;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;080;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;090;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;110;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure value";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x21,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;150;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x2,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;160;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x24,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;170;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x12,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;180;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x31,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;190;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x30,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;200;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x32,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;210;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x5,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;220;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;230;31799;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;250;31799;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;255;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;260;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;280;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Memorandum items:";"Expected loss amount";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;290;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;300;31799;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Memorandum items:";"Number of obligors";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;010;31799;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;020;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Original exposure pre conversion factors";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x4,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;040;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x4,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;050;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x38,EXC=eba_EC:x4,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;060;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x4,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;070;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x4,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;080;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;090;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;110;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Exposure value";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x21,EXC=eba_EC:x4,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;150;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x30,EXC=eba_EC:x4,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;200;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x32,EXC=eba_EC:x4,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;210;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x5,EXC=eba_EC:x4,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;220;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;230;31799;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Exposure weighted average lgd (%)";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;250;31799;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;255;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;260;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;280;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Memorandum items:";"Expected loss amount";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;290;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;300;31799;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Memorandum items:";"Number of obligors";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;010;31799;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;020;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Original exposure pre conversion factors";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x4,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;040;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x4,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;050;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x38,EXC=eba_EC:x4,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;060;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x4,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;070;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x4,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;080;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;090;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;110;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure value";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x21,EXC=eba_EC:x4,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;150;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x2,EXC=eba_EC:x4,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;160;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x24,EXC=eba_EC:x4,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;170;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x12,EXC=eba_EC:x4,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;180;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x31,EXC=eba_EC:x4,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;190;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x30,EXC=eba_EC:x4,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;200;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x32,EXC=eba_EC:x4,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;210;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x5,EXC=eba_EC:x4,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;220;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;230;31799;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure weighted average lgd (%)";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;250;31799;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;255;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;260;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;280;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Memorandum items:";"Expected loss amount";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;290;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;300;31799;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Memorandum items:";"Number of obligors";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;010;31799;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;020;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Original exposure pre conversion factors";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x4,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;040;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x4,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;050;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x38,EXC=eba_EC:x4,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;060;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x4,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;070;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x4,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;080;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;090;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;110;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure value";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x21,EXC=eba_EC:x4,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;150;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x2,EXC=eba_EC:x4,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;160;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x24,EXC=eba_EC:x4,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;170;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x12,EXC=eba_EC:x4,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;180;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x31,EXC=eba_EC:x4,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;190;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x30,EXC=eba_EC:x4,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;200;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x32,EXC=eba_EC:x4,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;210;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x5,EXC=eba_EC:x4,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;220;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;230;31799;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure weighted average lgd (%)";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;250;31799;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;255;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;260;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;280;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"Expected loss amount";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;290;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;300;31799;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"Number of obligors";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;010;31799;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;020;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPY=eba_CT:x14,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;030;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;040;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;050;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x38,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;060;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;070;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;080;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;090;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;110;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure value";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPY=eba_CT:x14,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;140;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x21,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;150;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x2,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;160;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x24,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;170;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x12,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;180;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x31,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;190;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x30,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;200;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x32,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;210;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x5,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;220;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;230;31799;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure weighted average lgd (%)";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPY=eba_CT:x14,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;240;31799;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;250;31799;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;255;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;260;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPY=eba_CT:x14,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;270;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;280;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"Expected loss amount";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;290;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;300;31799;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"Number of obligors";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;020;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Original exposure pre conversion factors";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;090;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;110;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Exposure value";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;260;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;280;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Memorandum items:";"Expected loss amount";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;290;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;020;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Original exposure pre conversion factors";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;090;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;110;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Exposure value";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;260;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;280;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;290;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;020;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Original exposure pre conversion factors";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;090;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;110;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Exposure value";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;260;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;280;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;290;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;020;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Original exposure pre conversion factors";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;090;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;110;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Exposure value";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;260;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;280;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;290;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;020;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Original exposure pre conversion factors";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;090;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;110;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Exposure value";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;260;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;280;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Memorandum items:";"Expected loss amount";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;290;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;020;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Original exposure pre conversion factors";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;090;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;110;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Exposure value";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;260;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;280;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;290;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;020;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Original exposure pre conversion factors";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;090;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;110;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Exposure value";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;260;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;280;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;290;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;020;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Original exposure pre conversion factors";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;090;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;110;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Exposure value";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;260;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;280;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;290;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;020;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Original exposure pre conversion factors";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;090;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;110;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Exposure value";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;260;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;290;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;020;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Original exposure pre conversion factors";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;040;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;050;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x38,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;060;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;070;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;080;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;090;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;110;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;260;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;290;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;010;31799;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;020;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Original exposure pre conversion factors";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;040;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;050;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x38,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;060;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;070;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;080;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;090;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;110;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure value";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x21,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;150;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x2,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;160;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x24,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;170;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x12,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;180;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x31,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;190;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x30,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;200;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x32,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;210;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x5,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;220;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;230;31799;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure weighted average lgd (%)";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;250;31799;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;255;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;260;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;280;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"Expected loss amount";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;290;31799;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;300;31799;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"Number of obligors";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;010;31800;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010";"Total exposures";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;020;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Original exposure pre conversion factors";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010";"Total exposures";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPY=eba_CT:x14,EXC=eba_EC:x4,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;030;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Original exposure pre conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010";"Total exposures";"Original exposure pre conversion factors#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x4,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;040;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x4,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;050;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x38,EXC=eba_EC:x4,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;060;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x4,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;070;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x4,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;080;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;090;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010";"Total exposures";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;110;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure value";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010";"Total exposures";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPY=eba_CT:x14,EXC=eba_EC:x4,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;140;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010";"Total exposures";"Exposure value#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x21,EXC=eba_EC:x4,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;150;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x2,EXC=eba_EC:x4,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;160;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x24,EXC=eba_EC:x4,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;170;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x12,EXC=eba_EC:x4,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;180;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x31,EXC=eba_EC:x4,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;190;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x30,EXC=eba_EC:x4,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;200;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x32,EXC=eba_EC:x4,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;210;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x5,EXC=eba_EC:x4,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;220;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010";"Total exposures";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;230;31800;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure weighted average lgd (%)";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010";"Total exposures";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPY=eba_CT:x14,EXC=eba_EC:x4,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;240;31800;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010";"Total exposures";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;250;31800;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010";"Total exposures";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;255;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010";"Total exposures";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;260;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010";"Total exposures";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPY=eba_CT:x14,EXC=eba_EC:x4,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;270;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010";"Total exposures";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;280;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Memorandum items:";"Expected loss amount";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010";"Total exposures";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;290;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010";"Total exposures";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;300;31800;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Memorandum items:";"Number of obligors";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010";"Total exposures";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;010;31800;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;020;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x4,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;040;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x4,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;050;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x38,EXC=eba_EC:x4,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;060;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x4,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;070;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x4,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;080;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;090;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;110;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure value";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x21,EXC=eba_EC:x4,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;150;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x2,EXC=eba_EC:x4,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;160;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x24,EXC=eba_EC:x4,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;170;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x12,EXC=eba_EC:x4,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;180;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x31,EXC=eba_EC:x4,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;190;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x30,EXC=eba_EC:x4,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;200;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x32,EXC=eba_EC:x4,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;210;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x5,EXC=eba_EC:x4,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;220;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;230;31800;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;250;31800;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;255;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;260;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;280;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"Expected loss amount";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;290;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;300;31800;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"Number of obligors";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;010;31800;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;020;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;040;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;050;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x38,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;060;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;070;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;080;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;090;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;110;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure value";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x21,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;150;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x2,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;160;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x24,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;170;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x12,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;180;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x31,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;190;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x30,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;200;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x32,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;210;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x5,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;220;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;230;31800;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;250;31800;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;255;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;260;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;280;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Memorandum items:";"Expected loss amount";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;290;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;300;31800;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Memorandum items:";"Number of obligors";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;010;31800;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;020;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Original exposure pre conversion factors";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x4,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;040;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x4,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;050;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x38,EXC=eba_EC:x4,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;060;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x4,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;070;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x4,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;080;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;090;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;110;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Exposure value";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x21,EXC=eba_EC:x4,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;150;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x2,EXC=eba_EC:x4,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;160;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x24,EXC=eba_EC:x4,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;170;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x12,EXC=eba_EC:x4,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;180;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x31,EXC=eba_EC:x4,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;190;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x30,EXC=eba_EC:x4,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;200;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x32,EXC=eba_EC:x4,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;210;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x5,EXC=eba_EC:x4,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;220;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;230;31800;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Exposure weighted average lgd (%)";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;250;31800;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;255;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;260;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;280;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Memorandum items:";"Expected loss amount";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;290;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;300;31800;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Memorandum items:";"Number of obligors";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;010;31800;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;020;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Original exposure pre conversion factors";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x4,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;040;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x4,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;050;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x38,EXC=eba_EC:x4,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;060;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x4,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;070;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x4,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;080;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;090;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;110;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure value";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x21,EXC=eba_EC:x4,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;150;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x2,EXC=eba_EC:x4,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;160;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x24,EXC=eba_EC:x4,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;170;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x12,EXC=eba_EC:x4,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;180;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x31,EXC=eba_EC:x4,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;190;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x30,EXC=eba_EC:x4,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;200;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x32,EXC=eba_EC:x4,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;210;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x5,EXC=eba_EC:x4,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;220;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;230;31800;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure weighted average lgd (%)";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;250;31800;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;255;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;260;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;280;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Memorandum items:";"Expected loss amount";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;290;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;300;31800;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Memorandum items:";"Number of obligors";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;010;31800;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;020;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Original exposure pre conversion factors";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x4,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;040;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x4,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;050;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x38,EXC=eba_EC:x4,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;060;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x4,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;070;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x4,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;080;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;090;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;110;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure value";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x21,EXC=eba_EC:x4,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;150;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x2,EXC=eba_EC:x4,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;160;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x24,EXC=eba_EC:x4,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;170;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x12,EXC=eba_EC:x4,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;180;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x31,EXC=eba_EC:x4,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;190;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x30,EXC=eba_EC:x4,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;200;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x32,EXC=eba_EC:x4,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;210;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x5,EXC=eba_EC:x4,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;220;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;230;31800;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure weighted average lgd (%)";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;250;31800;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;255;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;260;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;280;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"Expected loss amount";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;290;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;300;31800;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"Number of obligors";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;010;31800;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;020;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPY=eba_CT:x14,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;030;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;040;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;050;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x38,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;060;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;070;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;080;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;090;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;110;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure value";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPY=eba_CT:x14,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;140;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x21,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;150;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x2,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;160;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x24,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;170;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x12,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;180;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x31,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;190;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x30,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;200;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x32,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;210;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x5,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;220;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;230;31800;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure weighted average lgd (%)";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPY=eba_CT:x14,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;240;31800;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;250;31800;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;255;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;260;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPY=eba_CT:x14,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;270;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;280;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"Expected loss amount";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;290;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;300;31800;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"Number of obligors";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;020;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Original exposure pre conversion factors";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;090;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;110;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Exposure value";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;260;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;280;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Memorandum items:";"Expected loss amount";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;290;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;020;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Original exposure pre conversion factors";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;090;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;110;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Exposure value";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;260;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;280;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;290;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;020;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Original exposure pre conversion factors";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;090;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;110;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Exposure value";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;260;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;280;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;290;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;020;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Original exposure pre conversion factors";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;090;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;110;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Exposure value";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;260;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;280;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;290;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;020;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Original exposure pre conversion factors";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;090;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;110;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Exposure value";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;260;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;280;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Memorandum items:";"Expected loss amount";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;290;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;020;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Original exposure pre conversion factors";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;090;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;110;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Exposure value";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;260;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;280;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;290;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;020;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Original exposure pre conversion factors";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;090;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;110;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Exposure value";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;260;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;280;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;290;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;020;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Original exposure pre conversion factors";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;090;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;110;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Exposure value";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;260;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;280;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;290;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;020;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Original exposure pre conversion factors";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;090;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;110;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Exposure value";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;260;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;290;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;020;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Original exposure pre conversion factors";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;040;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;050;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x38,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;060;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;070;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;080;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;090;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;110;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;260;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;290;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;010;31800;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;020;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Original exposure pre conversion factors";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;040;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;050;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x38,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;060;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;070;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;080;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;090;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;110;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure value";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x21,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;150;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x2,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;160;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x24,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;170;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x12,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;180;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x31,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;190;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x30,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;200;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x32,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;210;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x5,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;220;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;230;31800;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure weighted average lgd (%)";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;250;31800;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;255;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;260;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;280;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"Expected loss amount";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;290;31800;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;300;31800;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"Number of obligors";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;010;31801;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010";"Total exposures";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;020;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Original exposure pre conversion factors";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010";"Total exposures";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CPY=eba_CT:x14,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;030;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Original exposure pre conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010";"Total exposures";"Original exposure pre conversion factors#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x22,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;040;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x3,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;050;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x38,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;060;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;070;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;080;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;090;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010";"Total exposures";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;110;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure value";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010";"Total exposures";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CPY=eba_CT:x14,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;140;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010";"Total exposures";"Exposure value#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x21,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;150;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;160;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;170;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x12,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;180;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x31,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;190;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x30,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;200;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x32,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;210;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x5,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;220;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010";"Total exposures";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;230;31801;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure weighted average lgd (%)";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010";"Total exposures";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,CPY=eba_CT:x14,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;240;31801;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010";"Total exposures";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;250;31801;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010";"Total exposures";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;255;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010";"Total exposures";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;260;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010";"Total exposures";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CPY=eba_CT:x14,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;270;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010";"Total exposures";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;280;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Memorandum items:";"Expected loss amount";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010";"Total exposures";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;290;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010";"Total exposures";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;300;31801;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Memorandum items:";"Number of obligors";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010";"Total exposures";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;010;31801;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;020;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x22,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;040;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x3,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;050;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x38,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;060;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;070;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;080;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;090;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;110;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure value";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x21,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;150;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x2,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;160;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x24,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;170;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x12,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;180;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x31,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;190;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x30,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;200;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x32,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;210;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x5,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;220;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;230;31801;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;250;31801;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;255;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;260;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;280;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"Expected loss amount";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;290;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;300;31801;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"Number of obligors";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;010;31801;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;020;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x22,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;040;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x3,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;050;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x38,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;060;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;070;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;080;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;090;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;110;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure value";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x21,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;150;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x2,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;160;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;170;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x12,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;180;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x31,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;190;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x30,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;200;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x32,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;210;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x5,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;220;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;230;31801;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;250;31801;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;255;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;260;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;280;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Memorandum items:";"Expected loss amount";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;290;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;300;31801;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Memorandum items:";"Number of obligors";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;010;31801;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;020;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Original exposure pre conversion factors";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x22,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;040;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x3,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;050;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x38,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;060;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;070;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;080;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;090;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;110;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Exposure value";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x21,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;150;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x2,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;160;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x24,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;170;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x12,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;180;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x31,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;190;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x30,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;200;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x32,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;210;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x5,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;220;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;230;31801;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Exposure weighted average lgd (%)";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;250;31801;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;255;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;260;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;280;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Memorandum items:";"Expected loss amount";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;290;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;300;31801;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Memorandum items:";"Number of obligors";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;010;31801;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;020;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Original exposure pre conversion factors";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x22,EXC=eba_EC:x16,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;040;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x3,EXC=eba_EC:x16,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;050;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x38,EXC=eba_EC:x16,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;060;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;070;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;080;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;090;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;110;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure value";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x21,EXC=eba_EC:x16,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;150;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x2,EXC=eba_EC:x16,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;160;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x24,EXC=eba_EC:x16,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;170;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x12,EXC=eba_EC:x16,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;180;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x31,EXC=eba_EC:x16,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;190;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x30,EXC=eba_EC:x16,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;200;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x32,EXC=eba_EC:x16,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;210;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x5,EXC=eba_EC:x16,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;220;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;230;31801;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure weighted average lgd (%)";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;250;31801;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;255;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;260;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;280;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Memorandum items:";"Expected loss amount";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;290;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;300;31801;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Memorandum items:";"Number of obligors";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;010;31801;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;020;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Original exposure pre conversion factors";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x22,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;040;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x3,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;050;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x38,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;060;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;070;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;080;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;090;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;110;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure value";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x21,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;150;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x2,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;160;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x24,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;170;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x12,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;180;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x31,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;190;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x30,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;200;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x32,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;210;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x5,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;220;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;230;31801;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure weighted average lgd (%)";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;250;31801;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;255;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;260;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;280;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"Expected loss amount";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;290;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;300;31801;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"Number of obligors";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;010;31801;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;020;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CPY=eba_CT:x14,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;030;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x22,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;040;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x3,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;050;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x38,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;060;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;070;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;080;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;090;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;110;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure value";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CPY=eba_CT:x14,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;140;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x21,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;150;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;160;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;170;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x12,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;180;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x31,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;190;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x30,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;200;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x32,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;210;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x5,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;220;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;230;31801;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure weighted average lgd (%)";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,CPY=eba_CT:x14,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;240;31801;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;250;31801;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;255;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;260;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CPY=eba_CT:x14,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;270;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;280;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"Expected loss amount";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;290;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;300;31801;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"Number of obligors";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;020;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Original exposure pre conversion factors";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;090;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;110;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Exposure value";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;260;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;280;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Memorandum items:";"Expected loss amount";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;290;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;020;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Original exposure pre conversion factors";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;090;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;110;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Exposure value";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;260;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;280;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;290;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;020;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Original exposure pre conversion factors";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;090;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;110;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Exposure value";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;260;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;280;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;290;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;020;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Original exposure pre conversion factors";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;090;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;110;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Exposure value";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;260;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;280;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;290;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;020;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Original exposure pre conversion factors";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;090;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;110;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Exposure value";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;260;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;280;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Memorandum items:";"Expected loss amount";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;290;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;020;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Original exposure pre conversion factors";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;090;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;110;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Exposure value";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;260;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;280;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;290;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;020;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Original exposure pre conversion factors";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;090;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;110;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Exposure value";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;260;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;280;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;290;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;020;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Original exposure pre conversion factors";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;090;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;110;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Exposure value";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;260;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;280;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;290;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;020;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Original exposure pre conversion factors";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;090;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;110;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Exposure value";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;260;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;290;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;020;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Original exposure pre conversion factors";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x22,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;040;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x3,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;050;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x38,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;060;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;070;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;080;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;090;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;110;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;260;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;290;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;010;31801;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;020;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Original exposure pre conversion factors";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x22,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;040;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x3,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;050;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x38,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;060;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;070;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;080;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;090;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;110;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure value";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x21,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;150;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;160;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;170;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x12,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;180;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x31,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;190;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x30,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;200;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x32,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;210;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x5,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;220;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;230;31801;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure weighted average lgd (%)";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;250;31801;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;255;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;260;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;280;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"Expected loss amount";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;290;31801;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;300;31801;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"Number of obligors";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;010;31802;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010";"Total exposures";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;020;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Original exposure pre conversion factors";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010";"Total exposures";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CPY=eba_CT:x14,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;030;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Original exposure pre conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010";"Total exposures";"Original exposure pre conversion factors#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x22,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;040;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x3,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;050;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x38,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;060;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;070;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;080;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;090;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010";"Total exposures";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;110;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure value";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010";"Total exposures";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CPY=eba_CT:x14,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;140;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010";"Total exposures";"Exposure value#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x21,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;150;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;160;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;170;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x12,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;180;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x31,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;190;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x30,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;200;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x32,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;210;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x5,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;220;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010";"Total exposures";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;230;31802;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure weighted average lgd (%)";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010";"Total exposures";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,CPY=eba_CT:x14,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;240;31802;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010";"Total exposures";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;250;31802;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010";"Total exposures";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;255;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010";"Total exposures";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;260;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010";"Total exposures";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CPY=eba_CT:x14,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;270;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010";"Total exposures";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;280;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Memorandum items:";"Expected loss amount";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010";"Total exposures";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;290;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010";"Total exposures";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;300;31802;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Memorandum items:";"Number of obligors";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010";"Total exposures";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;010;31802;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;020;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x22,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;040;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x3,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;050;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x38,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;060;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;070;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;080;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;090;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;110;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure value";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x21,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;150;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x2,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;160;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x24,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;170;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x12,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;180;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x31,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;190;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x30,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;200;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x32,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;210;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x5,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;220;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;230;31802;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;250;31802;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;255;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;260;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;280;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"Expected loss amount";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;290;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;300;31802;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"Number of obligors";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;010;31802;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;020;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x22,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;040;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x3,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;050;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x38,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;060;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;070;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;080;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;090;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;110;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure value";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x21,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;150;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x2,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;160;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;170;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x12,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;180;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x31,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;190;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x30,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;200;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x32,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;210;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x5,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;220;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;230;31802;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;250;31802;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;255;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;260;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;280;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Memorandum items:";"Expected loss amount";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;290;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;300;31802;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Memorandum items:";"Number of obligors";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;010;31802;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;020;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Original exposure pre conversion factors";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x22,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;040;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x3,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;050;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x38,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;060;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;070;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;080;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;090;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;110;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Exposure value";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x21,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;150;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x2,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;160;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x24,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;170;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x12,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;180;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x31,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;190;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x30,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;200;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x32,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;210;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x5,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;220;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;230;31802;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Exposure weighted average lgd (%)";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;250;31802;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;255;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;260;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;280;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Memorandum items:";"Expected loss amount";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;290;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;300;31802;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Memorandum items:";"Number of obligors";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;010;31802;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;020;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Original exposure pre conversion factors";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x22,EXC=eba_EC:x16,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;040;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x3,EXC=eba_EC:x16,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;050;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x38,EXC=eba_EC:x16,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;060;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;070;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;080;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;090;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;110;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure value";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x21,EXC=eba_EC:x16,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;150;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x2,EXC=eba_EC:x16,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;160;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x24,EXC=eba_EC:x16,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;170;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x12,EXC=eba_EC:x16,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;180;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x31,EXC=eba_EC:x16,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;190;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x30,EXC=eba_EC:x16,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;200;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x32,EXC=eba_EC:x16,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;210;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x5,EXC=eba_EC:x16,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;220;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;230;31802;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure weighted average lgd (%)";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;250;31802;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;255;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;260;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;280;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Memorandum items:";"Expected loss amount";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;290;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;300;31802;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Memorandum items:";"Number of obligors";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;010;31802;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;020;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Original exposure pre conversion factors";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x22,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;040;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x3,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;050;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x38,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;060;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;070;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;080;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;090;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;110;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure value";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x21,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;150;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x2,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;160;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x24,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;170;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x12,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;180;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x31,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;190;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x30,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;200;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x32,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;210;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x5,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;220;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;230;31802;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure weighted average lgd (%)";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;250;31802;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;255;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;260;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;280;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"Expected loss amount";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;290;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;300;31802;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"Number of obligors";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;010;31802;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;020;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CPY=eba_CT:x14,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;030;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x22,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;040;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x3,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;050;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x38,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;060;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;070;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;080;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;090;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;110;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure value";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CPY=eba_CT:x14,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;140;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x21,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;150;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;160;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;170;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x12,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;180;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x31,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;190;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x30,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;200;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x32,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;210;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x5,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;220;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;230;31802;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure weighted average lgd (%)";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,CPY=eba_CT:x14,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;240;31802;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;250;31802;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;255;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;260;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CPY=eba_CT:x14,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;270;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;280;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"Expected loss amount";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;290;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;300;31802;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"Number of obligors";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;020;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Original exposure pre conversion factors";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;090;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;110;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Exposure value";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;260;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;280;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Memorandum items:";"Expected loss amount";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;290;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;020;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Original exposure pre conversion factors";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;090;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;110;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Exposure value";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;260;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;280;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;290;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;020;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Original exposure pre conversion factors";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;090;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;110;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Exposure value";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;260;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;280;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;290;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;020;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Original exposure pre conversion factors";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;090;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;110;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Exposure value";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;260;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;280;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;290;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;020;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Original exposure pre conversion factors";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;090;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;110;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Exposure value";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;260;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;280;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Memorandum items:";"Expected loss amount";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;290;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;020;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Original exposure pre conversion factors";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;090;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;110;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Exposure value";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;260;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;280;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;290;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;020;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Original exposure pre conversion factors";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;090;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;110;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Exposure value";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;260;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;280;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;290;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;020;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Original exposure pre conversion factors";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;090;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;110;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Exposure value";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;260;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;280;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;290;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;020;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Original exposure pre conversion factors";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;090;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;110;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Exposure value";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;260;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;290;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;020;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Original exposure pre conversion factors";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x22,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;040;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x3,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;050;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x38,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;060;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;070;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;080;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;090;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;110;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;260;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;290;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;010;31802;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;020;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Original exposure pre conversion factors";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x22,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;040;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x3,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;050;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x38,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;060;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;070;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;080;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;090;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;110;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure value";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x21,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;150;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;160;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;170;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x12,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;180;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x31,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;190;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x30,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;200;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x32,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;210;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x5,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;220;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;230;31802;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure weighted average lgd (%)";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;250;31802;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;255;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;260;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;280;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"Expected loss amount";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;290;31802;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;300;31802;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"Number of obligors";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;010;31803;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010";"Total exposures";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;020;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Original exposure pre conversion factors";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010";"Total exposures";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CPY=eba_CT:x14,EXC=eba_EC:x35,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;030;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Original exposure pre conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010";"Total exposures";"Original exposure pre conversion factors#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x22,EXC=eba_EC:x35,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;040;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x3,EXC=eba_EC:x35,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;050;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x38,EXC=eba_EC:x35,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;060;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x10,EXC=eba_EC:x35,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;070;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x10,EXC=eba_EC:x35,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;080;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;090;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010";"Total exposures";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;110;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure value";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010";"Total exposures";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CPY=eba_CT:x14,EXC=eba_EC:x35,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;140;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010";"Total exposures";"Exposure value#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x21,EXC=eba_EC:x35,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;150;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x2,EXC=eba_EC:x35,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;160;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x24,EXC=eba_EC:x35,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;170;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x12,EXC=eba_EC:x35,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;180;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x31,EXC=eba_EC:x35,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;190;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x30,EXC=eba_EC:x35,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;200;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x32,EXC=eba_EC:x35,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;210;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x5,EXC=eba_EC:x35,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;220;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010";"Total exposures";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;230;31803;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure weighted average lgd (%)";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010";"Total exposures";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,CPY=eba_CT:x14,EXC=eba_EC:x35,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;240;31803;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010";"Total exposures";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;250;31803;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010";"Total exposures";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;255;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010";"Total exposures";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;260;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010";"Total exposures";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CPY=eba_CT:x14,EXC=eba_EC:x35,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;270;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010";"Total exposures";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;280;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Memorandum items:";"Expected loss amount";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010";"Total exposures";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;290;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010";"Total exposures";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;300;31803;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Memorandum items:";"Number of obligors";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010";"Total exposures";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;010;31803;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;020;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x22,EXC=eba_EC:x35,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;040;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x3,EXC=eba_EC:x35,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;050;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x38,EXC=eba_EC:x35,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;060;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x10,EXC=eba_EC:x35,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;070;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x10,EXC=eba_EC:x35,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;080;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;090;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;110;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure value";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x21,EXC=eba_EC:x35,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;150;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x2,EXC=eba_EC:x35,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;160;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x24,EXC=eba_EC:x35,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;170;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x12,EXC=eba_EC:x35,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;180;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x31,EXC=eba_EC:x35,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;190;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x30,EXC=eba_EC:x35,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;200;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x32,EXC=eba_EC:x35,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;210;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x5,EXC=eba_EC:x35,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;220;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;230;31803;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;250;31803;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;255;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;260;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;280;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"Expected loss amount";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;290;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;300;31803;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"Number of obligors";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;010;31803;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;020;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x22,EXC=eba_EC:x35,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;040;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x3,EXC=eba_EC:x35,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;050;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x38,EXC=eba_EC:x35,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;060;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x10,EXC=eba_EC:x35,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;070;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x10,EXC=eba_EC:x35,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;080;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;090;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;110;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure value";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x21,EXC=eba_EC:x35,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;150;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x2,EXC=eba_EC:x35,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;160;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x24,EXC=eba_EC:x35,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;170;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x12,EXC=eba_EC:x35,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;180;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x31,EXC=eba_EC:x35,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;190;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x30,EXC=eba_EC:x35,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;200;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x32,EXC=eba_EC:x35,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;210;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x5,EXC=eba_EC:x35,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;220;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;230;31803;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;250;31803;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;255;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;260;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;280;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Memorandum items:";"Expected loss amount";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;290;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;300;31803;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Memorandum items:";"Number of obligors";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;010;31803;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;020;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Original exposure pre conversion factors";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x22,EXC=eba_EC:x35,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;040;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x3,EXC=eba_EC:x35,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;050;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x38,EXC=eba_EC:x35,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;060;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x10,EXC=eba_EC:x35,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;070;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x10,EXC=eba_EC:x35,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;080;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;090;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;110;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Exposure value";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x21,EXC=eba_EC:x35,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;150;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x2,EXC=eba_EC:x35,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;160;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x24,EXC=eba_EC:x35,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;170;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x12,EXC=eba_EC:x35,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;180;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x31,EXC=eba_EC:x35,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;190;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x30,EXC=eba_EC:x35,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;200;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x32,EXC=eba_EC:x35,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;210;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x5,EXC=eba_EC:x35,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;220;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;230;31803;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Exposure weighted average lgd (%)";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;250;31803;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;255;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;260;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;280;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Memorandum items:";"Expected loss amount";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;290;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;300;31803;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Memorandum items:";"Number of obligors";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;010;31803;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;020;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Original exposure pre conversion factors";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x22,EXC=eba_EC:x35,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;040;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x3,EXC=eba_EC:x35,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;050;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x38,EXC=eba_EC:x35,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;060;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x10,EXC=eba_EC:x35,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;070;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x10,EXC=eba_EC:x35,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;080;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;090;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;110;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure value";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x21,EXC=eba_EC:x35,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;150;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x2,EXC=eba_EC:x35,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;160;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x24,EXC=eba_EC:x35,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;170;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x12,EXC=eba_EC:x35,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;180;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x31,EXC=eba_EC:x35,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;190;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x30,EXC=eba_EC:x35,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;200;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x32,EXC=eba_EC:x35,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;210;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x5,EXC=eba_EC:x35,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;220;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;230;31803;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure weighted average lgd (%)";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;250;31803;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;255;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;260;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;280;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Memorandum items:";"Expected loss amount";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;290;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;300;31803;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Memorandum items:";"Number of obligors";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;010;31803;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;020;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Original exposure pre conversion factors";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x22,EXC=eba_EC:x35,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;040;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x3,EXC=eba_EC:x35,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;050;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x38,EXC=eba_EC:x35,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;060;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x10,EXC=eba_EC:x35,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;070;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x10,EXC=eba_EC:x35,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;080;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;090;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;110;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure value";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x21,EXC=eba_EC:x35,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;150;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x2,EXC=eba_EC:x35,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;160;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x24,EXC=eba_EC:x35,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;170;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x12,EXC=eba_EC:x35,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;180;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x31,EXC=eba_EC:x35,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;190;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x30,EXC=eba_EC:x35,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;200;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x32,EXC=eba_EC:x35,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;210;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x5,EXC=eba_EC:x35,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;220;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;230;31803;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure weighted average lgd (%)";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;250;31803;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;255;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;260;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;280;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"Expected loss amount";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;290;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;300;31803;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"Number of obligors";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;010;31803;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;020;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CPY=eba_CT:x14,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;030;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x22,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;040;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x3,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;050;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x38,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;060;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x10,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;070;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x10,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;080;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;090;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;110;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure value";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CPY=eba_CT:x14,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;140;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x21,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;150;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x2,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;160;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x24,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;170;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x12,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;180;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x31,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;190;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x30,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;200;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x32,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;210;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x5,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;220;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;230;31803;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure weighted average lgd (%)";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,CPY=eba_CT:x14,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;240;31803;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;250;31803;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;255;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;260;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CPY=eba_CT:x14,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;270;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;280;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"Expected loss amount";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;290;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;300;31803;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"Number of obligors";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;020;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Original exposure pre conversion factors";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;090;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;110;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Exposure value";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;260;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;280;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Memorandum items:";"Expected loss amount";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;290;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;020;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Original exposure pre conversion factors";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;090;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;110;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Exposure value";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;260;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;280;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;290;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;020;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Original exposure pre conversion factors";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;090;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;110;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Exposure value";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;260;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;280;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;290;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;020;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Original exposure pre conversion factors";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;090;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;110;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Exposure value";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;260;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;280;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;290;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;020;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Original exposure pre conversion factors";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;090;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;110;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Exposure value";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;260;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;280;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Memorandum items:";"Expected loss amount";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;290;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;020;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Original exposure pre conversion factors";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;090;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;110;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Exposure value";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;260;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;280;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;290;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;020;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Original exposure pre conversion factors";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;090;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;110;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Exposure value";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;260;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;280;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;290;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;020;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Original exposure pre conversion factors";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;090;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;110;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Exposure value";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;260;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;280;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;290;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;020;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Original exposure pre conversion factors";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;090;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;110;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Exposure value";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;260;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;290;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;020;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Original exposure pre conversion factors";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x22,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;040;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x3,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;050;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x38,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;060;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x10,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;070;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x10,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;080;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;090;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;110;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;260;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;290;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;010;31803;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;020;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Original exposure pre conversion factors";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x22,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;040;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x3,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;050;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x38,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;060;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x10,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;070;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x10,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;080;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;090;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;110;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure value";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x21,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;150;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x2,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;160;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x24,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;170;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x12,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;180;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x31,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;190;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x30,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;200;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x32,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;210;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x5,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;220;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;230;31803;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure weighted average lgd (%)";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;250;31803;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;255;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;260;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;280;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"Expected loss amount";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;290;31803;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;300;31803;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"Number of obligors";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;010;31804;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010";"Total exposures";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;020;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Original exposure pre conversion factors";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010";"Total exposures";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CPY=eba_CT:x14,EXC=eba_EC:x35,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;030;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Original exposure pre conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010";"Total exposures";"Original exposure pre conversion factors#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x22,EXC=eba_EC:x35,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;040;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x3,EXC=eba_EC:x35,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;050;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x38,EXC=eba_EC:x35,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;060;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x10,EXC=eba_EC:x35,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;070;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x10,EXC=eba_EC:x35,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;080;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;090;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010";"Total exposures";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;110;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure value";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010";"Total exposures";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CPY=eba_CT:x14,EXC=eba_EC:x35,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;140;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010";"Total exposures";"Exposure value#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x21,EXC=eba_EC:x35,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;150;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x2,EXC=eba_EC:x35,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;160;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x24,EXC=eba_EC:x35,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;170;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x12,EXC=eba_EC:x35,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;180;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x31,EXC=eba_EC:x35,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;190;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x30,EXC=eba_EC:x35,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;200;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x32,EXC=eba_EC:x35,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;210;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x5,EXC=eba_EC:x35,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;220;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010";"Total exposures";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;230;31804;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure weighted average lgd (%)";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010";"Total exposures";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,CPY=eba_CT:x14,EXC=eba_EC:x35,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;240;31804;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010";"Total exposures";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;250;31804;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010";"Total exposures";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;255;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010";"Total exposures";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;260;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010";"Total exposures";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CPY=eba_CT:x14,EXC=eba_EC:x35,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;270;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010";"Total exposures";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;280;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Memorandum items:";"Expected loss amount";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010";"Total exposures";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;290;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010";"Total exposures";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;300;31804;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Memorandum items:";"Number of obligors";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010";"Total exposures";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;010;31804;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;020;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x22,EXC=eba_EC:x35,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;040;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x3,EXC=eba_EC:x35,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;050;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x38,EXC=eba_EC:x35,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;060;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x10,EXC=eba_EC:x35,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;070;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x10,EXC=eba_EC:x35,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;080;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;090;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;110;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure value";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x21,EXC=eba_EC:x35,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;150;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x2,EXC=eba_EC:x35,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;160;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x24,EXC=eba_EC:x35,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;170;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x12,EXC=eba_EC:x35,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;180;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x31,EXC=eba_EC:x35,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;190;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x30,EXC=eba_EC:x35,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;200;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x32,EXC=eba_EC:x35,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;210;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x5,EXC=eba_EC:x35,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;220;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;230;31804;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;250;31804;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;255;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;260;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;280;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"Expected loss amount";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;290;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;300;31804;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"Number of obligors";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;010;31804;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;020;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x22,EXC=eba_EC:x35,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;040;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x3,EXC=eba_EC:x35,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;050;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x38,EXC=eba_EC:x35,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;060;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x10,EXC=eba_EC:x35,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;070;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x10,EXC=eba_EC:x35,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;080;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;090;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;110;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure value";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x21,EXC=eba_EC:x35,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;150;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x2,EXC=eba_EC:x35,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;160;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x24,EXC=eba_EC:x35,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;170;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x12,EXC=eba_EC:x35,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;180;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x31,EXC=eba_EC:x35,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;190;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x30,EXC=eba_EC:x35,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;200;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x32,EXC=eba_EC:x35,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;210;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x5,EXC=eba_EC:x35,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;220;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;230;31804;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;250;31804;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;255;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;260;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;280;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Memorandum items:";"Expected loss amount";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;290;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;300;31804;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Memorandum items:";"Number of obligors";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;010;31804;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;020;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Original exposure pre conversion factors";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x22,EXC=eba_EC:x35,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;040;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x3,EXC=eba_EC:x35,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;050;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x38,EXC=eba_EC:x35,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;060;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x10,EXC=eba_EC:x35,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;070;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x10,EXC=eba_EC:x35,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;080;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;090;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;110;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Exposure value";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x21,EXC=eba_EC:x35,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;150;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x2,EXC=eba_EC:x35,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;160;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x24,EXC=eba_EC:x35,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;170;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x12,EXC=eba_EC:x35,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;180;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x31,EXC=eba_EC:x35,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;190;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x30,EXC=eba_EC:x35,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;200;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x32,EXC=eba_EC:x35,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;210;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x5,EXC=eba_EC:x35,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;220;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;230;31804;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Exposure weighted average lgd (%)";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;250;31804;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;255;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;260;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;280;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Memorandum items:";"Expected loss amount";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;290;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;300;31804;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Memorandum items:";"Number of obligors";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;010;31804;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;020;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Original exposure pre conversion factors";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x22,EXC=eba_EC:x35,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;040;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x3,EXC=eba_EC:x35,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;050;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x38,EXC=eba_EC:x35,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;060;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x10,EXC=eba_EC:x35,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;070;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x10,EXC=eba_EC:x35,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;080;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;090;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;110;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure value";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x21,EXC=eba_EC:x35,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;150;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x2,EXC=eba_EC:x35,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;160;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x24,EXC=eba_EC:x35,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;170;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x12,EXC=eba_EC:x35,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;180;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x31,EXC=eba_EC:x35,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;190;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x30,EXC=eba_EC:x35,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;200;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x32,EXC=eba_EC:x35,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;210;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x5,EXC=eba_EC:x35,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;220;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;230;31804;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure weighted average lgd (%)";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;250;31804;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;255;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;260;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;280;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Memorandum items:";"Expected loss amount";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;290;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;300;31804;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Memorandum items:";"Number of obligors";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;010;31804;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;020;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Original exposure pre conversion factors";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x22,EXC=eba_EC:x35,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;040;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x3,EXC=eba_EC:x35,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;050;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x38,EXC=eba_EC:x35,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;060;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x10,EXC=eba_EC:x35,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;070;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x10,EXC=eba_EC:x35,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;080;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;090;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;110;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure value";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x21,EXC=eba_EC:x35,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;150;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x2,EXC=eba_EC:x35,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;160;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x24,EXC=eba_EC:x35,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;170;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x12,EXC=eba_EC:x35,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;180;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x31,EXC=eba_EC:x35,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;190;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x30,EXC=eba_EC:x35,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;200;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x32,EXC=eba_EC:x35,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;210;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x5,EXC=eba_EC:x35,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;220;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;230;31804;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure weighted average lgd (%)";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;250;31804;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;255;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;260;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;280;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"Expected loss amount";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;290;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;300;31804;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"Number of obligors";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;010;31804;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;020;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CPY=eba_CT:x14,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;030;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x22,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;040;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x3,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;050;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x38,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;060;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x10,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;070;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x10,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;080;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;090;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;110;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure value";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CPY=eba_CT:x14,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;140;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x21,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;150;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x2,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;160;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x24,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;170;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x12,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;180;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x31,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;190;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x30,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;200;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x32,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;210;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x5,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;220;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;230;31804;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure weighted average lgd (%)";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,CPY=eba_CT:x14,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;240;31804;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;250;31804;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;255;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;260;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CPY=eba_CT:x14,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;270;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;280;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"Expected loss amount";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;290;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;300;31804;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"Number of obligors";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;020;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Original exposure pre conversion factors";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;090;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;110;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Exposure value";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;260;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;280;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Memorandum items:";"Expected loss amount";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;290;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;020;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Original exposure pre conversion factors";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;090;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;110;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Exposure value";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;260;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;280;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;290;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;020;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Original exposure pre conversion factors";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;090;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;110;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Exposure value";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;260;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;280;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;290;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;020;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Original exposure pre conversion factors";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;090;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;110;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Exposure value";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;260;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;280;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;290;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;020;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Original exposure pre conversion factors";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;090;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;110;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Exposure value";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;260;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;280;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Memorandum items:";"Expected loss amount";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;290;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;020;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Original exposure pre conversion factors";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;090;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;110;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Exposure value";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;260;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;280;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;290;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;020;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Original exposure pre conversion factors";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;090;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;110;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Exposure value";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;260;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;280;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;290;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;020;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Original exposure pre conversion factors";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;090;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;110;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Exposure value";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;260;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;280;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;290;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;020;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Original exposure pre conversion factors";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;090;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;110;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Exposure value";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;260;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;290;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;020;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Original exposure pre conversion factors";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x22,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;040;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x3,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;050;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x38,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;060;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x10,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;070;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x10,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;080;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;090;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;110;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;260;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;290;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;010;31804;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;020;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Original exposure pre conversion factors";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x22,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;040;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x3,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;050;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x38,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;060;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x10,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;070;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x10,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;080;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;090;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;110;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure value";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x21,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;150;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x2,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;160;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x24,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;170;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x12,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;180;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x31,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;190;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x30,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;200;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x32,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;210;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x5,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;220;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;230;31804;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure weighted average lgd (%)";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;250;31804;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;255;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;260;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;280;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"Expected loss amount";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;290;31804;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;300;31804;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"Number of obligors";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;010;31805;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010";"Total exposures";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;020;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010";"Total exposures";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;030;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Original exposure pre conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010";"Total exposures";"Original exposure pre conversion factors#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x22,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;040;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x3,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;050;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x38,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;060;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;070;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;080;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;090;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010";"Total exposures";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;110;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure value";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010";"Total exposures";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;140;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010";"Total exposures";"Exposure value#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x21,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;150;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x2,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;160;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x24,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;170;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x12,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;180;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x31,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;190;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x30,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;200;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x32,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;210;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x5,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;220;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010";"Total exposures";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;230;31805;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010";"Total exposures";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;240;31805;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010";"Total exposures";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;250;31805;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010";"Total exposures";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;255;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010";"Total exposures";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;260;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010";"Total exposures";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;270;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010";"Total exposures";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;280;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010";"Total exposures";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;290;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010";"Total exposures";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;300;31805;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010";"Total exposures";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;010;31805;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;020;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x22,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;040;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x3,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;050;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x38,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;060;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;070;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;080;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;090;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;110;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure value";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x21,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;150;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x2,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;160;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x24,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;170;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x12,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;180;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x31,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;190;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x30,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;200;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x32,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;210;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x5,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;220;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;230;31805;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;250;31805;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;255;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;260;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;280;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;290;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;300;31805;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;010;31805;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;020;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x22,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;040;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x3,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;050;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x38,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;060;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;070;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;080;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;090;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;110;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure value";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x21,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;150;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x2,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;160;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x24,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;170;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x12,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;180;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x31,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;190;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x30,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;200;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x32,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;210;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x5,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;220;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;230;31805;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;250;31805;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;255;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;260;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;280;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;290;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;300;31805;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;010;31805;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;020;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x22,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;040;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x3,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;050;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x38,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;060;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;070;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;080;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;090;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;110;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Exposure value";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x21,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;150;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x2,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;160;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x24,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;170;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x12,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;180;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x31,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;190;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x30,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;200;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x32,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;210;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x5,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;220;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;230;31805;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;250;31805;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;255;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;260;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;280;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;290;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;300;31805;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;010;31805;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;020;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x22,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;040;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x3,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;050;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x38,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;060;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;070;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;080;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;090;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;110;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure value";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x21,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;150;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x2,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;160;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x24,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;170;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x12,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;180;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x31,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;190;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x30,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;200;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x32,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;210;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x5,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;220;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;230;31805;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;250;31805;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;255;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;260;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;280;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;290;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;300;31805;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;010;31805;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;020;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x22,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;040;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x3,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;050;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x38,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;060;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;070;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;080;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;090;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;110;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure value";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x21,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;150;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x2,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;160;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x24,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;170;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x12,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;180;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x31,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;190;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x30,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;200;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x32,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;210;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x5,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;220;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;230;31805;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;250;31805;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;255;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;260;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;280;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;290;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;300;31805;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;010;31805;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;020;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;030;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x22,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;040;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x3,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;050;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x38,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;060;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;070;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;080;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;090;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;110;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure value";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;140;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x21,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;150;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x2,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;160;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x24,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;170;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x12,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;180;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x31,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;190;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x30,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;200;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x32,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;210;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x5,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;220;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;230;31805;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;240;31805;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;250;31805;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;255;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;260;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;270;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;280;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;290;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;300;31805;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;020;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;090;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;110;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Exposure value";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;260;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;280;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;290;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;020;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;090;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;110;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Exposure value";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;260;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;280;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;290;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;020;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;090;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;110;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Exposure value";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;260;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;280;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;290;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;020;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;090;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;110;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Exposure value";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;260;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;280;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;290;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;020;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;090;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;110;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Exposure value";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;260;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;280;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;290;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;020;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;090;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;110;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Exposure value";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;260;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;280;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;290;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;020;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;090;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;110;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Exposure value";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;260;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;280;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;290;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;020;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;090;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;110;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Exposure value";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;260;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;280;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;290;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;020;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;090;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;110;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Exposure value";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;260;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;290;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;020;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x22,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;040;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x3,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;050;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x38,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;060;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;070;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;080;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;090;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;110;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;260;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;290;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;010;31805;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;020;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x22,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;040;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x3,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;050;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x38,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;060;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;070;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;080;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;090;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;110;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure value";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x21,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;150;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x2,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;160;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x24,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;170;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x12,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;180;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x31,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;190;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x30,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;200;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x32,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;210;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x5,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;220;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;230;31805;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;250;31805;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;255;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;260;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;280;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;290;31805;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;300;31805;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;010;31806;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010";"Total exposures";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;020;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010";"Total exposures";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;030;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Original exposure pre conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010";"Total exposures";"Original exposure pre conversion factors#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x22,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;040;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x3,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;050;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x38,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;060;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;070;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;080;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;090;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010";"Total exposures";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;110;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure value";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010";"Total exposures";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;140;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010";"Total exposures";"Exposure value#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x21,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;150;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x2,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;160;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x24,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;170;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x12,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;180;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x31,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;190;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x30,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;200;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x32,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;210;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x5,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;220;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010";"Total exposures";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;230;31806;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010";"Total exposures";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;240;31806;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010";"Total exposures";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;250;31806;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010";"Total exposures";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;255;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010";"Total exposures";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;260;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010";"Total exposures";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;270;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010";"Total exposures";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;280;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010";"Total exposures";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;290;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010";"Total exposures";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;300;31806;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010";"Total exposures";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;010;31806;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;020;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x22,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;040;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x3,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;050;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x38,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;060;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;070;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;080;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;090;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;110;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure value";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x21,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;150;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x2,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;160;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x24,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;170;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x12,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;180;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x31,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;190;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x30,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;200;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x32,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;210;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x5,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;220;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;230;31806;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;250;31806;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;255;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;260;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;280;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;290;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;300;31806;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;010;31806;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;020;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x22,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;040;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x3,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;050;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x38,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;060;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;070;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;080;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;090;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;110;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure value";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x21,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;150;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x2,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;160;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x24,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;170;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x12,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;180;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x31,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;190;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x30,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;200;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x32,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;210;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x5,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;220;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;230;31806;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;250;31806;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;255;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;260;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;280;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;290;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;300;31806;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;010;31806;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;020;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x22,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;040;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x3,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;050;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x38,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;060;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;070;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;080;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;090;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;110;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Exposure value";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x21,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;150;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x2,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;160;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x24,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;170;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x12,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;180;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x31,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;190;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x30,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;200;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x32,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;210;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x5,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;220;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;230;31806;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;250;31806;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;255;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;260;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;280;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;290;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;300;31806;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;010;31806;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;020;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x22,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;040;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x3,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;050;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x38,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;060;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;070;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;080;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;090;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;110;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure value";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x21,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;150;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x2,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;160;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x24,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;170;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x12,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;180;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x31,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;190;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x30,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;200;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x32,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;210;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x5,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;220;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;230;31806;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;250;31806;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;255;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;260;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;280;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;290;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;300;31806;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;010;31806;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;020;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x22,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;040;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x3,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;050;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x38,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;060;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;070;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;080;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;090;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;110;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure value";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x21,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;150;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x2,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;160;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x24,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;170;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x12,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;180;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x31,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;190;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x30,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;200;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x32,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;210;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x5,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;220;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;230;31806;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;250;31806;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;255;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;260;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;280;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;290;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;300;31806;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;010;31806;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;020;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;030;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x22,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;040;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x3,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;050;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x38,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;060;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;070;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;080;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;090;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;110;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure value";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;140;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x21,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;150;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x2,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;160;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x24,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;170;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x12,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;180;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x31,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;190;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x30,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;200;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x32,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;210;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x5,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;220;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;230;31806;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;240;31806;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;250;31806;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;255;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;260;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;270;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;280;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;290;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;300;31806;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;020;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;090;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;110;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Exposure value";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;260;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;280;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;290;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;020;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;090;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;110;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Exposure value";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;260;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;280;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;290;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;020;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;090;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;110;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Exposure value";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;260;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;280;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;290;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;020;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;090;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;110;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Exposure value";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;260;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;280;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;290;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;020;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;090;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;110;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Exposure value";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;260;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;280;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;290;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;020;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;090;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;110;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Exposure value";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;260;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;280;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;290;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;020;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;090;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;110;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Exposure value";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;260;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;280;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;290;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;020;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;090;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;110;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Exposure value";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;260;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;280;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;290;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;020;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;090;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;110;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Exposure value";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;260;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;290;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;020;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x22,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;040;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x3,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;050;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x38,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;060;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;070;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;080;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;090;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;110;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;260;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;290;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;010;31806;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;020;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x22,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;040;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x3,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;050;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x38,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;060;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;070;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;080;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;090;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;110;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure value";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x21,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;150;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x2,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;160;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x24,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;170;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x12,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;180;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x31,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;190;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x30,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;200;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x32,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;210;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x5,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;220;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;230;31806;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;250;31806;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;255;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;260;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;280;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;290;31806;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;300;31806;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;010;31807;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010";"Total exposures";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;020;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010";"Total exposures";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;030;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Original exposure pre conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010";"Total exposures";"Original exposure pre conversion factors#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;040;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;050;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;060;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;070;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;080;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;090;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010";"Total exposures";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;110;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure value";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010";"Total exposures";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;140;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010";"Total exposures";"Exposure value#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;150;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;160;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;170;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;180;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;190;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;200;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;210;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;220;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010";"Total exposures";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;230;31807;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010";"Total exposures";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;240;31807;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010";"Total exposures";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;250;31807;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010";"Total exposures";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;255;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010";"Total exposures";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;260;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010";"Total exposures";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;270;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010";"Total exposures";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;280;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010";"Total exposures";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;290;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010";"Total exposures";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;300;31807;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010";"Total exposures";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;010;31807;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;020;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;040;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;050;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;060;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;070;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;080;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;090;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;110;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure value";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;150;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;160;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;170;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;180;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;190;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;200;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;210;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;220;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;230;31807;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;250;31807;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;255;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;260;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;280;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;290;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;300;31807;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;010;31807;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;020;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;040;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;050;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;060;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;070;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;080;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;090;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;110;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure value";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;150;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;160;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;170;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;180;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;190;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;200;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;210;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;220;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;230;31807;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;250;31807;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;255;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;260;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;280;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;290;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;300;31807;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;010;31807;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;020;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x3,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;040;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x3,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;050;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x3,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;060;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x3,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;070;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x3,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;080;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;090;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;110;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Exposure value";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x3,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;150;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x3,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;160;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x3,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;170;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x3,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;180;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x3,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;190;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x3,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;200;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x3,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;210;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x3,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;220;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;230;31807;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;250;31807;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;255;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;260;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;280;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;290;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;300;31807;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;010;31807;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;020;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x3,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;040;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x3,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;050;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x3,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;060;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x3,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;070;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x3,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;080;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;090;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;110;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure value";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x3,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;150;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x3,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;160;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x3,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;170;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x3,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;180;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x3,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;190;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x3,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;200;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x3,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;210;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x3,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;220;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;230;31807;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;250;31807;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;255;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;260;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;280;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;290;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;300;31807;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;010;31807;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;020;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x3,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;040;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x3,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;050;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x3,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;060;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x3,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;070;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x3,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;080;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;090;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;110;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure value";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x3,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;150;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x3,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;160;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x3,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;170;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x3,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;180;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x3,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;190;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x3,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;200;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x3,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;210;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x3,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;220;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;230;31807;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;250;31807;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;255;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;260;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;280;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;290;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;300;31807;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;010;31807;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;020;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;030;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;040;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;050;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;060;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;070;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;080;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;090;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;110;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure value";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;140;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;150;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;160;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;170;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;180;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;190;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;200;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;210;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;220;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;230;31807;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;240;31807;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;250;31807;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;255;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;260;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;270;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;280;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;290;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;300;31807;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;020;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;090;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;110;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Exposure value";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;260;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;280;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;290;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;020;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;090;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;110;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Exposure value";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;260;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;280;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;290;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;020;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;090;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;110;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Exposure value";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;260;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;280;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;290;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;020;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;090;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;110;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Exposure value";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;260;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;280;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;290;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;020;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;090;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;110;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Exposure value";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;260;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;280;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;290;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;020;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;090;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;110;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Exposure value";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;260;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;280;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;290;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;020;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;090;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;110;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Exposure value";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;260;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;280;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;290;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;020;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;090;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;110;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Exposure value";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;260;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;280;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;290;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;020;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;090;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;110;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Exposure value";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;260;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;290;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;020;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;040;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;050;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;060;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;070;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;080;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;090;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;110;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;260;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;290;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;010;31807;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;020;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;040;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;050;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;060;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;070;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;080;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;090;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;110;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure value";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;150;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;160;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;170;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;180;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;190;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;200;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;210;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;220;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;230;31807;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;250;31807;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;255;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;260;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;280;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;290;31807;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;300;31807;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;010;31808;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010";"Total exposures";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;020;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010";"Total exposures";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;030;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Original exposure pre conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010";"Total exposures";"Original exposure pre conversion factors#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;040;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;050;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;060;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;070;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;080;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;090;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010";"Total exposures";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;110;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure value";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010";"Total exposures";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;140;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010";"Total exposures";"Exposure value#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;150;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;160;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;170;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;180;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;190;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;200;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;210;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;220;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010";"Total exposures";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;230;31808;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010";"Total exposures";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;240;31808;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010";"Total exposures";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;250;31808;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010";"Total exposures";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;255;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010";"Total exposures";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;260;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010";"Total exposures";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;270;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010";"Total exposures";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;280;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010";"Total exposures";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;290;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010";"Total exposures";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;300;31808;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010";"Total exposures";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;010;31808;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;020;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;040;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;050;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;060;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;070;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;080;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;090;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;110;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure value";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;150;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;160;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;170;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;180;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;190;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;200;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;210;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;220;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;230;31808;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;250;31808;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;255;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;260;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;280;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;290;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;300;31808;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;010;31808;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;020;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;040;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;050;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;060;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;070;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;080;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;090;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;110;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure value";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;150;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;160;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;170;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;180;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;190;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;200;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;210;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;220;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;230;31808;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;250;31808;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;255;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;260;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;280;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;290;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;300;31808;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;010;31808;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;020;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x3,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;040;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x3,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;050;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x3,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;060;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x3,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;070;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x3,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;080;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;090;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;110;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Exposure value";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x3,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;150;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x3,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;160;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x3,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;170;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x3,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;180;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x3,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;190;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x3,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;200;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x3,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;210;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x3,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;220;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;230;31808;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;250;31808;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;255;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;260;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;280;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;290;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;300;31808;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;010;31808;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;020;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x3,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;040;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x3,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;050;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x3,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;060;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x3,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;070;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x3,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;080;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;090;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;110;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure value";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x3,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;150;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x3,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;160;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x3,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;170;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x3,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;180;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x3,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;190;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x3,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;200;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x3,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;210;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x3,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;220;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;230;31808;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;250;31808;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;255;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;260;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;280;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;290;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;300;31808;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;010;31808;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;020;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x3,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;040;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x3,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;050;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x3,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;060;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x3,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;070;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x3,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;080;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;090;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;110;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure value";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x3,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;150;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x3,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;160;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x3,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;170;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x3,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;180;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x3,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;190;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x3,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;200;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x3,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;210;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x3,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;220;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;230;31808;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;250;31808;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;255;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;260;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;280;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;290;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;300;31808;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;010;31808;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;020;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;030;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;040;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;050;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;060;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;070;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;080;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;090;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;110;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure value";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;140;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;150;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;160;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;170;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;180;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;190;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;200;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;210;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;220;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;230;31808;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;240;31808;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;250;31808;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;255;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;260;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;270;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;280;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;290;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;300;31808;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;020;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;090;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;110;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Exposure value";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;260;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;280;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;290;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;020;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;090;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;110;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Exposure value";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;260;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;280;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;290;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;020;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;090;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;110;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Exposure value";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;260;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;280;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;290;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;020;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;090;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;110;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Exposure value";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;260;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;280;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;290;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;020;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;090;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;110;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Exposure value";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;260;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;280;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;290;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;020;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;090;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;110;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Exposure value";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;260;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;280;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;290;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;020;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;090;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;110;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Exposure value";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;260;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;280;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;290;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;020;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;090;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;110;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Exposure value";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;260;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;280;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;290;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;020;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;090;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;110;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Exposure value";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;260;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;290;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;020;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;040;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;050;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;060;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;070;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;080;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;090;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;110;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;260;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;290;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;010;31808;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;020;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;040;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;050;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;060;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;070;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;080;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;090;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;110;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure value";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;150;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;160;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;170;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;180;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;190;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;200;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;210;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;220;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;230;31808;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;250;31808;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;255;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;260;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;280;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;290;31808;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;300;31808;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;010;31809;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010";"Total exposures";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;020;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010";"Total exposures";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;030;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Original exposure pre conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010";"Total exposures";"Original exposure pre conversion factors#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;040;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;050;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;060;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;070;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;080;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;090;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010";"Total exposures";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;110;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure value";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010";"Total exposures";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;140;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010";"Total exposures";"Exposure value#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;150;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;160;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;170;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;180;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;190;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;200;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;210;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;220;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010";"Total exposures";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;230;31809;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010";"Total exposures";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;240;31809;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010";"Total exposures";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;250;31809;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010";"Total exposures";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;255;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010";"Total exposures";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;260;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010";"Total exposures";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;270;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010";"Total exposures";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;280;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010";"Total exposures";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;290;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010";"Total exposures";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;300;31809;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010";"Total exposures";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;010;31809;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;020;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;040;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;050;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;060;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;070;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;080;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;090;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;110;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure value";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;150;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;160;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;170;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;180;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;190;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;200;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;210;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;220;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;230;31809;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;250;31809;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;255;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;260;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;280;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;290;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;300;31809;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;010;31809;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;020;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;040;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;050;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;060;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;070;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;080;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;090;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;110;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure value";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;150;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;160;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;170;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;180;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;190;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;200;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;210;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;220;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;230;31809;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;250;31809;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;255;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;260;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;280;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;290;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;300;31809;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;010;31809;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;020;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;040;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;050;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;060;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;070;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;080;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;090;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;110;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Exposure value";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;150;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;160;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;170;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;180;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;190;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;200;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;210;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;220;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;230;31809;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;250;31809;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;255;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;260;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;280;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;290;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;300;31809;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;010;31809;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;020;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;040;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;050;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;060;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;070;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;080;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;090;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;110;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure value";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;150;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;160;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;170;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;180;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;190;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;200;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;210;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;220;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;230;31809;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;250;31809;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;255;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;260;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;280;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;290;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;300;31809;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;010;31809;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;020;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;040;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;050;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;060;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;070;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;080;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;090;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;110;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure value";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;150;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;160;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;170;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;180;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;190;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;200;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;210;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;220;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;230;31809;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;250;31809;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;255;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;260;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;280;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;290;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;300;31809;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;010;31809;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;020;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;030;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;040;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;050;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;060;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;070;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;080;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;090;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;110;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure value";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;140;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;150;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;160;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;170;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;180;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;190;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;200;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;210;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;220;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;230;31809;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;240;31809;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;250;31809;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;255;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;260;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;270;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;280;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;290;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;300;31809;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;020;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;090;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;110;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Exposure value";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;260;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;280;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;290;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;020;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;090;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;110;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Exposure value";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;260;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;280;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;290;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;020;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;090;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;110;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Exposure value";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;260;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;280;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;290;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;020;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;090;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;110;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Exposure value";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;260;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;280;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;290;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;020;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;090;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;110;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Exposure value";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;260;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;280;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;290;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;020;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;090;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;110;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Exposure value";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;260;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;280;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;290;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;020;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;090;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;110;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Exposure value";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;260;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;280;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;290;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;020;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;090;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;110;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Exposure value";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;260;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;280;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;290;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;020;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;090;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;110;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Exposure value";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;260;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;290;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;020;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;040;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;050;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;060;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;070;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;080;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;090;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;110;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;260;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;290;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;010;31809;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;020;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;040;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;050;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;060;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;070;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;080;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;090;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;110;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure value";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;150;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;160;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;170;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;180;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;190;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;200;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;210;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;220;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;230;31809;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;250;31809;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;255;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;260;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;280;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;290;31809;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;300;31809;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;010;31810;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010";"Total exposures";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;020;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010";"Total exposures";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;030;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Original exposure pre conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010";"Total exposures";"Original exposure pre conversion factors#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;040;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;050;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;060;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;070;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;080;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;090;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010";"Total exposures";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;110;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure value";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010";"Total exposures";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;140;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010";"Total exposures";"Exposure value#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;150;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;160;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;170;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;180;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;190;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;200;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;210;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;220;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010";"Total exposures";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;230;31810;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010";"Total exposures";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;240;31810;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010";"Total exposures";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;250;31810;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010";"Total exposures";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;255;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010";"Total exposures";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;260;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010";"Total exposures";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;270;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010";"Total exposures";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;280;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010";"Total exposures";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;290;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010";"Total exposures";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;300;31810;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010";"Total exposures";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;010;31810;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;020;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;040;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;050;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;060;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;070;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;080;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;090;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;110;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure value";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;150;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;160;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;170;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;180;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;190;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;200;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;210;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;220;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;230;31810;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;250;31810;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;255;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;260;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;280;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;290;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;300;31810;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;010;31810;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;020;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;040;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;050;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;060;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;070;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;080;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;090;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;110;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure value";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;150;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;160;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;170;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;180;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;190;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;200;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;210;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;220;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;230;31810;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;250;31810;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;255;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;260;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;280;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;290;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;300;31810;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;010;31810;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;020;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;040;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;050;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;060;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;070;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;080;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;090;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;110;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Exposure value";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;150;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;160;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;170;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;180;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;190;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;200;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;210;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;220;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;230;31810;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;250;31810;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;255;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;260;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;280;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;290;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;300;31810;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;010;31810;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;020;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;040;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;050;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;060;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;070;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;080;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;090;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;110;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure value";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;150;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;160;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;170;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;180;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;190;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;200;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;210;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;220;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;230;31810;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;250;31810;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;255;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;260;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;280;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;290;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;300;31810;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;010;31810;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;020;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;040;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;050;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;060;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;070;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;080;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;090;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;110;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure value";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;150;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;160;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;170;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;180;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;190;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;200;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;210;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;220;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;230;31810;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;250;31810;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;255;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;260;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;280;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;290;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;300;31810;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;010;31810;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;020;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;030;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;040;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;050;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;060;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;070;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;080;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;090;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;110;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure value";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;140;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;150;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;160;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;170;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;180;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;190;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;200;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;210;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;220;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;230;31810;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;240;31810;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;250;31810;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;255;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;260;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;270;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;280;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;290;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;300;31810;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;020;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;090;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;110;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Exposure value";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;260;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;280;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;290;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;020;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;090;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;110;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Exposure value";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;260;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;280;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;290;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;020;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;090;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;110;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Exposure value";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;260;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;280;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;290;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;020;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;090;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;110;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Exposure value";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;260;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;280;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;290;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;020;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;090;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;110;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Exposure value";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;260;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;280;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;290;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;020;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;090;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;110;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Exposure value";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;260;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;280;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;290;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;020;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;090;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;110;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Exposure value";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;260;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;280;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;290;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;020;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;090;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;110;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Exposure value";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;260;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;280;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;290;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;020;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;090;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;110;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Exposure value";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;260;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;290;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;020;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;040;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;050;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;060;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;070;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;080;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;090;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;110;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;260;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;290;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;010;31810;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;020;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;040;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;050;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;060;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;070;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;080;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;090;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;110;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure value";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;150;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;160;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;170;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;180;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;190;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;200;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;210;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;220;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;230;31810;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;250;31810;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;255;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;260;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;280;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;290;31810;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;300;31810;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;010;31811;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010";"Total exposures";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;020;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010";"Total exposures";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;030;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Original exposure pre conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010";"Total exposures";"Original exposure pre conversion factors#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x22,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;040;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x3,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;050;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x38,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;060;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;070;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;080;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;090;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010";"Total exposures";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;110;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure value";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010";"Total exposures";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;140;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010";"Total exposures";"Exposure value#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x21,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;150;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x2,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;160;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x24,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;170;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x12,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;180;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x31,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;190;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x30,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;200;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x32,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;210;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x5,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;220;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010";"Total exposures";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;230;31811;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure weighted average lgd (%)";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010";"Total exposures";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;240;31811;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010";"Total exposures";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;250;31811;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010";"Total exposures";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;255;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010";"Total exposures";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;260;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010";"Total exposures";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;270;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010";"Total exposures";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;280;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010";"Total exposures";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;290;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010";"Total exposures";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;300;31811;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Memorandum items:";"Number of obligors";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010";"Total exposures";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;010;31811;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;020;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x22,EXC=eba_EC:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;040;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x3,EXC=eba_EC:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;050;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x38,EXC=eba_EC:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;060;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;070;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;080;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;090;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;110;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure value";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x21,EXC=eba_EC:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;150;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x2,EXC=eba_EC:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;160;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x24,EXC=eba_EC:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;170;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x12,EXC=eba_EC:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;180;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x31,EXC=eba_EC:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;190;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x30,EXC=eba_EC:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;200;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x32,EXC=eba_EC:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;210;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x5,EXC=eba_EC:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;220;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;230;31811;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;250;31811;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;255;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;260;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;280;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;290;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;300;31811;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"Number of obligors";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;010;31811;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;020;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x22,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;040;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x3,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;050;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x38,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;060;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;070;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;080;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;090;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;110;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure value";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x21,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;150;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x2,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;160;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x24,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;170;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x12,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;180;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x31,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;190;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x30,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;200;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x32,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;210;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x5,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;220;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;230;31811;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;250;31811;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;255;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;260;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;280;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;290;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;300;31811;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Memorandum items:";"Number of obligors";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;010;31811;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;020;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x22,EXC=eba_EC:x9,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;040;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x3,EXC=eba_EC:x9,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;050;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x38,EXC=eba_EC:x9,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;060;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x9,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;070;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x9,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;080;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;090;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;110;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Exposure value";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x21,EXC=eba_EC:x9,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;150;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x2,EXC=eba_EC:x9,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;160;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x24,EXC=eba_EC:x9,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;170;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x12,EXC=eba_EC:x9,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;180;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x31,EXC=eba_EC:x9,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;190;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x30,EXC=eba_EC:x9,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;200;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x32,EXC=eba_EC:x9,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;210;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x5,EXC=eba_EC:x9,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;220;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;230;31811;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Exposure weighted average lgd (%)";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;250;31811;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;255;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;260;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;280;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;290;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;300;31811;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Memorandum items:";"Number of obligors";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;010;31811;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;020;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x22,EXC=eba_EC:x9,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;040;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x3,EXC=eba_EC:x9,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;050;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x38,EXC=eba_EC:x9,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;060;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x9,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;070;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x9,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;080;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;090;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;110;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure value";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x21,EXC=eba_EC:x9,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;150;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x2,EXC=eba_EC:x9,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;160;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x24,EXC=eba_EC:x9,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;170;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x12,EXC=eba_EC:x9,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;180;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x31,EXC=eba_EC:x9,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;190;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x30,EXC=eba_EC:x9,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;200;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x32,EXC=eba_EC:x9,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;210;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x5,EXC=eba_EC:x9,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;220;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;230;31811;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure weighted average lgd (%)";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;250;31811;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;255;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;260;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;280;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;290;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;300;31811;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Memorandum items:";"Number of obligors";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;010;31811;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;020;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x22,EXC=eba_EC:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;040;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x3,EXC=eba_EC:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;050;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x38,EXC=eba_EC:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;060;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;070;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;080;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;090;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;110;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure value";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x21,EXC=eba_EC:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;150;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x2,EXC=eba_EC:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;160;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x24,EXC=eba_EC:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;170;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x12,EXC=eba_EC:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;180;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x31,EXC=eba_EC:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;190;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x30,EXC=eba_EC:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;200;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x32,EXC=eba_EC:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;210;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x5,EXC=eba_EC:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;220;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;230;31811;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure weighted average lgd (%)";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;250;31811;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;255;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;260;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;280;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;290;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;300;31811;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"Number of obligors";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;010;31811;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;020;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;030;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x22,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;040;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x3,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;050;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x38,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;060;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;070;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;080;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;090;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;110;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure value";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;140;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x21,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;150;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x2,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;160;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x24,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;170;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x12,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;180;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x31,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;190;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x30,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;200;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x32,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;210;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x5,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;220;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;230;31811;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure weighted average lgd (%)";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;240;31811;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;250;31811;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;255;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;260;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;270;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;280;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;290;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;300;31811;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"Number of obligors";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;020;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;090;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;110;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Exposure value";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;260;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;280;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;290;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;020;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;090;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;110;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Exposure value";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;260;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;280;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;290;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;020;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;090;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;110;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Exposure value";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;260;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;280;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;290;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;020;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;090;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;110;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Exposure value";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;260;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;280;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;290;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;020;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;090;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;110;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Exposure value";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;260;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;280;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;290;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;020;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;090;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;110;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Exposure value";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;260;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;280;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;290;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;020;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;090;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;110;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Exposure value";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;260;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;280;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;290;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;020;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;090;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;110;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Exposure value";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;260;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;280;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;290;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;020;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;090;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;110;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Exposure value";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;260;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;290;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;020;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x22,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;040;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x3,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;050;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x38,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;060;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;070;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;080;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;090;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;110;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;260;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;290;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;010;31811;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;020;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x22,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;040;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x3,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;050;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x38,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;060;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;070;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;080;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;090;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;110;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure value";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x21,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;150;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x2,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;160;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x24,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;170;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x12,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;180;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x31,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;190;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x30,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;200;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x32,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;210;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x5,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;220;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;230;31811;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure weighted average lgd (%)";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;250;31811;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;255;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;260;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;280;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;290;31811;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;300;31811;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"Number of obligors";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;010;31812;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010";"Total exposures";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;020;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010";"Total exposures";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;030;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Original exposure pre conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010";"Total exposures";"Original exposure pre conversion factors#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;040;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;050;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;060;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;070;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;080;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;090;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010";"Total exposures";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;110;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure value";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010";"Total exposures";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;140;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010";"Total exposures";"Exposure value#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;150;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;160;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;170;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;180;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;190;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;200;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;210;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;220;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010";"Total exposures";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;230;31812;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure weighted average lgd (%)";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010";"Total exposures";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;240;31812;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010";"Total exposures";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;250;31812;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010";"Total exposures";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;255;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010";"Total exposures";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;260;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010";"Total exposures";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;270;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010";"Total exposures";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;280;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010";"Total exposures";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;290;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010";"Total exposures";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;300;31812;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Memorandum items:";"Number of obligors";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010";"Total exposures";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;010;31812;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;020;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;040;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;050;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;060;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;070;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;080;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;090;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;110;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure value";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;150;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;160;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;170;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;180;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;190;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;200;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;210;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;220;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;230;31812;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;250;31812;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;255;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;260;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;280;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;290;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;300;31812;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"Number of obligors";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;010;31812;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;020;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;040;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;050;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;060;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;070;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;080;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;090;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;110;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure value";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;150;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;160;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;170;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;180;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;190;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;200;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;210;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;220;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;230;31812;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;250;31812;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;255;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;260;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;280;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;290;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;300;31812;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Memorandum items:";"Number of obligors";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;010;31812;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;020;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x9,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;040;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x9,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;050;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x9,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;060;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x9,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;070;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x9,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;080;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;090;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;110;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Exposure value";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x9,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;150;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x9,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;160;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x9,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;170;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x9,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;180;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x9,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;190;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x9,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;200;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x9,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;210;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x9,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;220;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;230;31812;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Exposure weighted average lgd (%)";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;250;31812;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;255;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;260;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;280;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;290;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;300;31812;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Memorandum items:";"Number of obligors";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;010;31812;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;020;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x9,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;040;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x9,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;050;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x9,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;060;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x9,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;070;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x9,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;080;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;090;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;110;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure value";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x9,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;150;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x9,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;160;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x9,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;170;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x9,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;180;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x9,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;190;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x9,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;200;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x9,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;210;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x9,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;220;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;230;31812;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure weighted average lgd (%)";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;250;31812;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;255;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;260;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;280;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;290;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;300;31812;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Memorandum items:";"Number of obligors";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;010;31812;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;020;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;040;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;050;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;060;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;070;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;080;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;090;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;110;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure value";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;150;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;160;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;170;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;180;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;190;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;200;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;210;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;220;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;230;31812;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure weighted average lgd (%)";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;250;31812;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;255;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;260;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;280;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;290;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;300;31812;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"Number of obligors";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;010;31812;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;020;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;030;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;040;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;050;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;060;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;070;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;080;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;090;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;110;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure value";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;140;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;150;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;160;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;170;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;180;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;190;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;200;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;210;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;220;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;230;31812;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure weighted average lgd (%)";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;240;31812;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;250;31812;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;255;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;260;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;270;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;280;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;290;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;300;31812;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"Number of obligors";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;020;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;090;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;110;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Exposure value";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;260;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;280;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;290;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;020;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;090;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;110;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Exposure value";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;260;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;280;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;290;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;020;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;090;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;110;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Exposure value";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;260;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;280;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;290;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;020;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;090;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;110;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Exposure value";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;260;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;280;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;290;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;020;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;090;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;110;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Exposure value";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;260;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;280;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;290;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;020;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;090;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;110;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Exposure value";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;260;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;280;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;290;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;020;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;090;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;110;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Exposure value";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;260;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;280;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;290;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;020;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;090;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;110;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Exposure value";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;260;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;280;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;290;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;020;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;090;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;110;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Exposure value";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;260;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;290;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;020;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;040;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;050;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;060;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;070;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;080;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;090;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;110;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;260;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;290;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;010;31812;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;020;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;040;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;050;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;060;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;070;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;080;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;090;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;110;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure value";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;150;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;160;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;170;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;180;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;190;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;200;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;210;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;220;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;230;31812;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure weighted average lgd (%)";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;250;31812;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;255;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;260;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;280;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;290;31812;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;300;31812;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"Number of obligors";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;010;31813;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010";"Total exposures";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;020;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010";"Total exposures";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;030;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Original exposure pre conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010";"Total exposures";"Original exposure pre conversion factors#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x8,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;040;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x8,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;050;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x8,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;060;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x8,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;070;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x8,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;080;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;090;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010";"Total exposures";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;110;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure value";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010";"Total exposures";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;140;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010";"Total exposures";"Exposure value#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x8,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;150;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x8,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;160;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x8,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;170;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x8,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;180;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x8,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;190;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x8,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;200;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x8,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;210;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x8,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;220;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010";"Total exposures";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;230;31813;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure weighted average lgd (%)";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010";"Total exposures";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;240;31813;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010";"Total exposures";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;250;31813;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010";"Total exposures";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;255;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010";"Total exposures";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;260;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010";"Total exposures";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;270;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010";"Total exposures";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;280;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010";"Total exposures";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;290;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010";"Total exposures";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;300;31813;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Memorandum items:";"Number of obligors";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010";"Total exposures";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;010;31813;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;020;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x8,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;040;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x8,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;050;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x8,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;060;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x8,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;070;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x8,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;080;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;090;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;110;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure value";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x8,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;150;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x8,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;160;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x8,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;170;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x8,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;180;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x8,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;190;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x8,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;200;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x8,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;210;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x8,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;220;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;230;31813;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;250;31813;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;255;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;260;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;280;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;290;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;300;31813;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"Number of obligors";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;010;31813;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;020;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x8,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;040;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x8,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;050;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x8,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;060;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x8,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;070;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x8,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;080;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;090;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;110;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure value";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x8,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;150;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x8,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;160;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x8,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;170;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x8,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;180;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x8,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;190;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x8,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;200;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x8,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;210;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x8,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;220;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;230;31813;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;250;31813;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;255;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;260;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;280;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;290;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;300;31813;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Memorandum items:";"Number of obligors";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;010;31813;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;020;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x8,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;040;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x8,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;050;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x8,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;060;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x8,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;070;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x8,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;080;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;090;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;110;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Exposure value";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x8,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;150;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x8,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;160;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x8,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;170;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x8,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;180;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x8,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;190;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x8,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;200;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x8,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;210;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x8,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;220;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;230;31813;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Exposure weighted average lgd (%)";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;250;31813;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;255;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;260;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;280;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;290;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;300;31813;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Memorandum items:";"Number of obligors";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;010;31813;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;020;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x8,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;040;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x8,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;050;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x8,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;060;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x8,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;070;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x8,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;080;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;090;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;110;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure value";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x8,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;150;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x8,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;160;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x8,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;170;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x8,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;180;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x8,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;190;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x8,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;200;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x8,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;210;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x8,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;220;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;230;31813;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure weighted average lgd (%)";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;250;31813;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;255;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;260;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;280;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;290;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;300;31813;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Memorandum items:";"Number of obligors";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;010;31813;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;020;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x8,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;040;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x8,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;050;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x8,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;060;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x8,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;070;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x8,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;080;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;090;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;110;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure value";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x8,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;150;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x8,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;160;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x8,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;170;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x8,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;180;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x8,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;190;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x8,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;200;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x8,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;210;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x8,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;220;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;230;31813;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure weighted average lgd (%)";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;250;31813;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;255;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;260;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;280;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;290;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;300;31813;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"Number of obligors";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;010;31813;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;020;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;030;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;040;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;050;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;060;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;070;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;080;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;090;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;110;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure value";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;140;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;150;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;160;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;170;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;180;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;190;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;200;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;210;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;220;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;230;31813;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure weighted average lgd (%)";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;240;31813;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;250;31813;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;255;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;260;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;270;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;280;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;290;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;300;31813;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"Number of obligors";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;020;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;090;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;110;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Exposure value";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;260;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;280;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;290;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;020;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;090;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;110;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Exposure value";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;260;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;280;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;290;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;020;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;090;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;110;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Exposure value";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;260;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;280;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;290;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;020;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;090;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;110;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Exposure value";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;260;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;280;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;290;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;020;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;090;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;110;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Exposure value";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;260;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;280;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;290;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;020;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;090;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;110;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Exposure value";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;260;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;280;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;290;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;020;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;090;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;110;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Exposure value";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;260;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;280;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;290;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;020;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;090;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;110;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Exposure value";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;260;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;280;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;290;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;020;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;090;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;110;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Exposure value";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;260;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;290;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;020;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;040;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;050;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;060;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;070;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;080;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;090;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;110;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;260;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;290;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;010;31813;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;020;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;040;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;050;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;060;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;070;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;080;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;090;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;110;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure value";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;150;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;160;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;170;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;180;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;190;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;200;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;210;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;220;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;230;31813;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure weighted average lgd (%)";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;250;31813;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;255;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;260;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;280;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;290;31813;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;300;31813;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"Number of obligors";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;010;31814;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010";"Total exposures";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;020;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010";"Total exposures";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;030;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Original exposure pre conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010";"Total exposures";"Original exposure pre conversion factors#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x22,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;040;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x3,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;050;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x38,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;060;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;070;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;080;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;090;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010";"Total exposures";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;110;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure value";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010";"Total exposures";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;140;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010";"Total exposures";"Exposure value#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x21,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;150;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x2,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;160;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x24,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;170;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x12,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;180;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x31,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;190;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x30,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;200;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x32,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;210;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x5,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;220;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010";"Total exposures";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;230;31814;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure weighted average lgd (%)";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010";"Total exposures";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;240;31814;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010";"Total exposures";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;250;31814;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010";"Total exposures";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;255;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010";"Total exposures";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;260;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010";"Total exposures";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;270;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010";"Total exposures";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;280;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010";"Total exposures";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;290;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010";"Total exposures";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;300;31814;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Memorandum items:";"Number of obligors";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010";"Total exposures";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;010;31814;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;020;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x22,EXC=eba_EC:x7,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;040;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x3,EXC=eba_EC:x7,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;050;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x38,EXC=eba_EC:x7,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;060;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x7,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;070;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x7,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;080;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;090;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;110;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure value";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x21,EXC=eba_EC:x7,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;150;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x2,EXC=eba_EC:x7,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;160;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x24,EXC=eba_EC:x7,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;170;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x12,EXC=eba_EC:x7,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;180;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x31,EXC=eba_EC:x7,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;190;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x30,EXC=eba_EC:x7,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;200;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x32,EXC=eba_EC:x7,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;210;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x5,EXC=eba_EC:x7,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;220;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;230;31814;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;250;31814;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;255;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;260;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;280;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;290;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;300;31814;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"Number of obligors";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;010;31814;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;020;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x22,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;040;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x3,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;050;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x38,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;060;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;070;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;080;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;090;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;110;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure value";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x21,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;150;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x2,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;160;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x24,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;170;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x12,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;180;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x31,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;190;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x30,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;200;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x32,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;210;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x5,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;220;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;230;31814;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;250;31814;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;255;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;260;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;280;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;290;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;300;31814;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Memorandum items:";"Number of obligors";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;010;31814;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;020;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x22,EXC=eba_EC:x7,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;040;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x3,EXC=eba_EC:x7,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;050;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x38,EXC=eba_EC:x7,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;060;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x7,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;070;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x7,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;080;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;090;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;110;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Exposure value";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x21,EXC=eba_EC:x7,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;150;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x2,EXC=eba_EC:x7,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;160;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x24,EXC=eba_EC:x7,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;170;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x12,EXC=eba_EC:x7,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;180;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x31,EXC=eba_EC:x7,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;190;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x30,EXC=eba_EC:x7,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;200;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x32,EXC=eba_EC:x7,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;210;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x5,EXC=eba_EC:x7,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;220;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;230;31814;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Exposure weighted average lgd (%)";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;250;31814;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;255;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;260;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;280;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;290;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;300;31814;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Memorandum items:";"Number of obligors";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;010;31814;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;020;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x22,EXC=eba_EC:x7,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;040;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x3,EXC=eba_EC:x7,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;050;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x38,EXC=eba_EC:x7,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;060;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x7,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;070;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x7,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;080;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;090;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;110;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure value";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x21,EXC=eba_EC:x7,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;150;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x2,EXC=eba_EC:x7,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;160;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x24,EXC=eba_EC:x7,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;170;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x12,EXC=eba_EC:x7,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;180;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x31,EXC=eba_EC:x7,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;190;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x30,EXC=eba_EC:x7,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;200;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x32,EXC=eba_EC:x7,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;210;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x5,EXC=eba_EC:x7,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;220;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;230;31814;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure weighted average lgd (%)";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;250;31814;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;255;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;260;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;280;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;290;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;300;31814;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Memorandum items:";"Number of obligors";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;010;31814;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;020;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x22,EXC=eba_EC:x7,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;040;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x3,EXC=eba_EC:x7,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;050;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x38,EXC=eba_EC:x7,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;060;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x7,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;070;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x7,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;080;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;090;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;110;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure value";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x21,EXC=eba_EC:x7,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;150;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x2,EXC=eba_EC:x7,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;160;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x24,EXC=eba_EC:x7,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;170;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x12,EXC=eba_EC:x7,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;180;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x31,EXC=eba_EC:x7,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;190;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x30,EXC=eba_EC:x7,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;200;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x32,EXC=eba_EC:x7,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;210;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x5,EXC=eba_EC:x7,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;220;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;230;31814;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure weighted average lgd (%)";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;250;31814;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;255;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;260;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;280;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;290;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;300;31814;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"Number of obligors";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;010;31814;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;020;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;030;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x22,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;040;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x3,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;050;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x38,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;060;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;070;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;080;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;090;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;110;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure value";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;140;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x21,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;150;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x2,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;160;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x24,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;170;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x12,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;180;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x31,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;190;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x30,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;200;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x32,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;210;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x5,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;220;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;230;31814;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure weighted average lgd (%)";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;240;31814;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;250;31814;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;255;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;260;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;270;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;280;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;290;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;300;31814;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"Number of obligors";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;020;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;090;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;110;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Exposure value";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;260;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;280;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;290;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;020;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;090;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;110;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Exposure value";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;260;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;280;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;290;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;020;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;090;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;110;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Exposure value";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;260;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;280;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;290;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;020;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;090;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;110;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Exposure value";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;260;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;280;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;290;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;020;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;090;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;110;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Exposure value";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;260;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;280;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;290;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;020;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;090;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;110;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Exposure value";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;260;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;280;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;290;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;020;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;090;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;110;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Exposure value";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;260;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;280;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;290;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;020;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;090;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;110;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Exposure value";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;260;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;280;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;290;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;020;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;090;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;110;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Exposure value";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;260;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;290;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;020;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x22,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;040;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x3,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;050;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x38,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;060;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;070;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;080;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;090;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;110;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;260;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;290;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;010;31814;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;020;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x22,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;040;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x3,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;050;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x38,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;060;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;070;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;080;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;090;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;110;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure value";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x21,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;150;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x2,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;160;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x24,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;170;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x12,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;180;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x31,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;190;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x30,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;200;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x32,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;210;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x5,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;220;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;230;31814;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure weighted average lgd (%)";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;250;31814;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;255;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;260;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;280;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;290;31814;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;300;31814;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"Number of obligors";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;010;31815;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010";"Total exposures";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;020;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010";"Total exposures";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;030;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Original exposure pre conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010";"Total exposures";"Original exposure pre conversion factors#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;040;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;050;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;060;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;070;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;080;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;090;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010";"Total exposures";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;110;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure value";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010";"Total exposures";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;140;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010";"Total exposures";"Exposure value#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;150;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;160;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;170;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;180;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;190;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;200;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;210;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;220;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010";"Total exposures";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;230;31815;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure weighted average lgd (%)";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010";"Total exposures";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;240;31815;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010";"Total exposures";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;250;31815;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010";"Total exposures";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;255;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010";"Total exposures";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;260;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010";"Total exposures";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;270;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010";"Total exposures";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;280;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010";"Total exposures";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;290;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010";"Total exposures";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;300;31815;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Memorandum items:";"Number of obligors";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010";"Total exposures";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;010;31815;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;020;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x7,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;040;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x7,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;050;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x7,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;060;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x7,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;070;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x7,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;080;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;090;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;110;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure value";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x7,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;150;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x7,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;160;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x7,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;170;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x7,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;180;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x7,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;190;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x7,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;200;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x7,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;210;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x7,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;220;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;230;31815;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;250;31815;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;255;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;260;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;280;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;290;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;300;31815;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"Number of obligors";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;010;31815;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;020;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;040;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;050;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;060;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;070;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;080;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;090;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;110;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure value";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;150;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;160;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;170;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;180;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;190;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;200;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;210;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;220;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;230;31815;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;250;31815;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;255;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;260;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;280;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;290;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;300;31815;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Memorandum items:";"Number of obligors";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;010;31815;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;020;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x7,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;040;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x7,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;050;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x7,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;060;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x7,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;070;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x7,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;080;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;090;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;110;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Exposure value";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x7,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;150;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x7,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;160;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x7,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;170;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x7,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;180;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x7,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;190;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x7,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;200;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x7,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;210;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x7,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;220;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;230;31815;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Exposure weighted average lgd (%)";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;250;31815;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;255;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;260;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;280;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;290;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;300;31815;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Memorandum items:";"Number of obligors";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;010;31815;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;020;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x7,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;040;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x7,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;050;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x7,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;060;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x7,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;070;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x7,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;080;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;090;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;110;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure value";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x7,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;150;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x7,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;160;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x7,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;170;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x7,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;180;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x7,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;190;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x7,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;200;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x7,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;210;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x7,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;220;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;230;31815;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure weighted average lgd (%)";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;250;31815;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;255;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;260;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;280;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;290;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;300;31815;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Memorandum items:";"Number of obligors";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;010;31815;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;020;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x7,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;040;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x7,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;050;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x7,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;060;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x7,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;070;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x7,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;080;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;090;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;110;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure value";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x7,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;150;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x7,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;160;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x7,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;170;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x7,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;180;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x7,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;190;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x7,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;200;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x7,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;210;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x7,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;220;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;230;31815;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure weighted average lgd (%)";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;250;31815;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;255;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;260;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;280;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;290;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;300;31815;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"Number of obligors";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;010;31815;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;020;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;030;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;040;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;050;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;060;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;070;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;080;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;090;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;110;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure value";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;140;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;150;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;160;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;170;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;180;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;190;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;200;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;210;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;220;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;230;31815;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure weighted average lgd (%)";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;240;31815;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;250;31815;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;255;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;260;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;270;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;280;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;290;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;300;31815;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"Number of obligors";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;020;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;090;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;110;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Exposure value";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;260;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;280;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;290;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;020;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;090;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;110;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Exposure value";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;260;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;280;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;290;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;020;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;090;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;110;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Exposure value";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;260;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;280;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;290;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;020;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;090;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;110;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Exposure value";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;260;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;280;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;290;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;020;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;090;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;110;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Exposure value";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;260;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;280;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;290;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;020;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;090;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;110;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Exposure value";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;260;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;280;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;290;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;020;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;090;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;110;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Exposure value";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;260;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;280;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;290;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;020;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;090;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;110;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Exposure value";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;260;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;280;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;290;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;020;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;090;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;110;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Exposure value";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;260;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;290;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;020;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;040;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;050;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;060;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;070;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;080;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;090;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;110;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;260;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;290;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;010;31815;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;020;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;040;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;050;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;060;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;070;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;080;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;090;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;110;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure value";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;150;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;160;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;170;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;180;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;190;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;200;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;210;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;220;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;230;31815;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure weighted average lgd (%)";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;250;31815;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;255;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;260;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;280;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;290;31815;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;300;31815;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"Number of obligors";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;100;19948;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010";"Total exposures";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;120;19948;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010";"Total exposures";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x309,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;130;19948;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010";"Total exposures";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;100;19948;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;120;19948;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x309,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;130;19948;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;100;19948;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;120;19948;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;130;19948;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;100;19948;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;120;19948;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;130;19948;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;100;19948;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;120;19948;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;130;19948;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;100;19948;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;120;19948;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;130;19948;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;100;19948;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;120;19948;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;130;19948;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;100;19948;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;120;19948;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;130;19948;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;100;19948;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;120;19948;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;130;19948;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;100;19948;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;120;19948;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;130;19948;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;100;19948;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;120;19948;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x309,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;130;19948;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;100;19948;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;120;19948;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x309,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;130;19948;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x309,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.b;180;130;19948;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Dilution risk: total purchased receivables";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010#180";"Total exposures#Dilution risk: total purchased receivables";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;100;19949;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010";"Total exposures";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;120;19949;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010";"Total exposures";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x309,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;130;19949;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010";"Total exposures";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;100;19949;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;120;19949;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x309,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;130;19949;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;100;19949;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;120;19949;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;130;19949;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;100;19949;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;120;19949;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;130;19949;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;100;19949;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;120;19949;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;130;19949;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;100;19949;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;120;19949;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;130;19949;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;100;19949;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;120;19949;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;130;19949;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;100;19949;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;120;19949;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;130;19949;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;100;19949;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;120;19949;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;130;19949;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;100;19949;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;120;19949;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;130;19949;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;100;19949;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;120;19949;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x309,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;130;19949;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;100;19949;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;120;19949;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x309,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;130;19949;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x309,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.b;180;130;19949;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Dilution risk: total purchased receivables";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010#180";"Total exposures#Dilution risk: total purchased receivables";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;100;19950;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010";"Total exposures";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;120;19950;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010";"Total exposures";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x309,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;130;19950;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010";"Total exposures";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;100;19950;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;120;19950;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x309,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;130;19950;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;100;19950;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;120;19950;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;130;19950;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;100;19950;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;120;19950;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;130;19950;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;100;19950;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;120;19950;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;130;19950;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;100;19950;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;120;19950;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;130;19950;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;100;19950;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;120;19950;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;130;19950;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;100;19950;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;120;19950;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;130;19950;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;100;19950;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;120;19950;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;130;19950;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;100;19950;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;120;19950;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;130;19950;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;100;19950;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;120;19950;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x309,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;130;19950;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;100;19950;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;120;19950;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x309,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;130;19950;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x309,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.b;180;130;19950;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Dilution risk: total purchased receivables";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#180";"Total exposures#Dilution risk: total purchased receivables";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;100;19951;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010";"Total exposures";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;120;19951;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010";"Total exposures";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x309,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;130;19951;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010";"Total exposures";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;100;19951;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;120;19951;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x309,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;130;19951;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;100;19951;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;120;19951;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;130;19951;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;100;19951;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;120;19951;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;130;19951;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;100;19951;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;120;19951;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;130;19951;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;100;19951;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;120;19951;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;130;19951;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;100;19951;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;120;19951;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;130;19951;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;100;19951;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;120;19951;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;130;19951;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;100;19951;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;120;19951;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;130;19951;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;100;19951;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;120;19951;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;130;19951;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;100;19951;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;120;19951;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x309,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;130;19951;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;100;19951;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;120;19951;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x309,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;130;19951;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x309,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.b;180;130;19951;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Dilution risk: total purchased receivables";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010#180";"Total exposures#Dilution risk: total purchased receivables";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;100;19952;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010";"Total exposures";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;120;19952;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010";"Total exposures";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x309,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;130;19952;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010";"Total exposures";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;100;19952;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;120;19952;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x309,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;130;19952;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;100;19952;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;120;19952;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;130;19952;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;100;19952;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;120;19952;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;130;19952;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;100;19952;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;120;19952;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;130;19952;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;100;19952;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;120;19952;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;130;19952;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;100;19952;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;120;19952;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;130;19952;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;100;19952;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;120;19952;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;130;19952;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;100;19952;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;120;19952;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;130;19952;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;100;19952;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;120;19952;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;130;19952;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;100;19952;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;120;19952;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x309,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;130;19952;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;100;19952;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;120;19952;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x309,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;130;19952;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x309,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.b;180;130;19952;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Dilution risk: total purchased receivables";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010#180";"Total exposures#Dilution risk: total purchased receivables";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;100;19953;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010";"Total exposures";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;120;19953;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010";"Total exposures";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x309,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;130;19953;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010";"Total exposures";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;100;19953;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;120;19953;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x309,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;130;19953;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;100;19953;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;120;19953;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;130;19953;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;100;19953;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;120;19953;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;130;19953;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;100;19953;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;120;19953;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;130;19953;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;100;19953;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;120;19953;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;130;19953;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;100;19953;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;120;19953;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;130;19953;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;100;19953;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;120;19953;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;130;19953;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;100;19953;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;120;19953;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;130;19953;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;100;19953;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;120;19953;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;130;19953;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;100;19953;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;120;19953;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x309,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;130;19953;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;100;19953;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;120;19953;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x309,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;130;19953;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x309,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.b;180;130;19953;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Dilution risk: total purchased receivables";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010#180";"Total exposures#Dilution risk: total purchased receivables";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;100;19954;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010";"Total exposures";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;120;19954;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010";"Total exposures";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x309,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;130;19954;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010";"Total exposures";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;100;19954;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;120;19954;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;130;19954;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;100;19954;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;120;19954;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;130;19954;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;100;19954;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;120;19954;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;130;19954;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;100;19954;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;120;19954;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;130;19954;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;100;19954;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;120;19954;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;130;19954;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;100;19954;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;120;19954;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;130;19954;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;100;19954;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;120;19954;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;130;19954;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;100;19954;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;120;19954;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;130;19954;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;100;19954;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;120;19954;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;130;19954;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;100;19954;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;120;19954;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;130;19954;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;100;19954;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;120;19954;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;130;19954;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.b;180;130;19954;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Dilution risk: total purchased receivables";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010#180";"Total exposures#Dilution risk: total purchased receivables";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;100;19955;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010";"Total exposures";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;120;19955;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010";"Total exposures";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x309,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;130;19955;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010";"Total exposures";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;100;19955;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;120;19955;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;130;19955;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;100;19955;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;120;19955;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;130;19955;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;100;19955;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;120;19955;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;130;19955;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;100;19955;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;120;19955;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;130;19955;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;100;19955;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;120;19955;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;130;19955;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;100;19955;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;120;19955;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;130;19955;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;100;19955;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;120;19955;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;130;19955;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;100;19955;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;120;19955;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;130;19955;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;100;19955;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;120;19955;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;130;19955;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;100;19955;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;120;19955;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;130;19955;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;100;19955;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;120;19955;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;130;19955;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.b;180;130;19955;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Dilution risk: total purchased receivables";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010#180";"Total exposures#Dilution risk: total purchased receivables";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;100;19956;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010";"Total exposures";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;120;19956;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010";"Total exposures";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x309,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;130;19956;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010";"Total exposures";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;100;19956;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;120;19956;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x309,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;130;19956;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;100;19956;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;120;19956;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;130;19956;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;100;19956;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;120;19956;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;130;19956;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;100;19956;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;120;19956;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;130;19956;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;100;19956;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;120;19956;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;130;19956;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;100;19956;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;120;19956;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;130;19956;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;100;19956;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;120;19956;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;130;19956;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;100;19956;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;120;19956;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;130;19956;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;100;19956;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;120;19956;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;130;19956;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;100;19956;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;120;19956;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x309,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;130;19956;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;100;19956;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;120;19956;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x309,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;130;19956;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x309,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.b;180;130;19956;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Dilution risk: total purchased receivables";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010#180";"Total exposures#Dilution risk: total purchased receivables";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;100;19957;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010";"Total exposures";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;120;19957;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010";"Total exposures";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x309,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;130;19957;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010";"Total exposures";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;100;19957;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;120;19957;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x309,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;130;19957;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;100;19957;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;120;19957;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;130;19957;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;100;19957;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;120;19957;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;130;19957;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;100;19957;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;120;19957;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;130;19957;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;100;19957;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;120;19957;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;130;19957;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;100;19957;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;120;19957;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;130;19957;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;100;19957;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;120;19957;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;130;19957;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;100;19957;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;120;19957;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;130;19957;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;100;19957;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;120;19957;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;130;19957;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;100;19957;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;120;19957;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x309,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;130;19957;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;100;19957;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;120;19957;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x309,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;130;19957;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x309,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.b;180;130;19957;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Dilution risk: total purchased receivables";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010#180";"Total exposures#Dilution risk: total purchased receivables";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;100;19958;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010";"Total exposures";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;120;19958;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010";"Total exposures";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x309,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;130;19958;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010";"Total exposures";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;100;19958;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;120;19958;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;130;19958;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;100;19958;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;120;19958;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;130;19958;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;100;19958;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;120;19958;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;130;19958;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;100;19958;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;120;19958;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;130;19958;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;100;19958;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;120;19958;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;130;19958;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;100;19958;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;120;19958;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;130;19958;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;100;19958;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;120;19958;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;130;19958;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;100;19958;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;120;19958;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;130;19958;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;100;19958;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;120;19958;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;130;19958;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;100;19958;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;120;19958;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;130;19958;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;100;19958;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;120;19958;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;130;19958;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.b;180;130;19958;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Dilution risk: total purchased receivables";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010#180";"Total exposures#Dilution risk: total purchased receivables";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;100;19959;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010";"Total exposures";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;120;19959;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010";"Total exposures";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x309,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;130;19959;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010";"Total exposures";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;100;19959;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;120;19959;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;130;19959;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;100;19959;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;120;19959;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;130;19959;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;100;19959;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;120;19959;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;130;19959;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;100;19959;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;120;19959;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;130;19959;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;100;19959;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;120;19959;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;130;19959;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;100;19959;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;120;19959;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;130;19959;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;100;19959;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;120;19959;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;130;19959;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;100;19959;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;120;19959;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;130;19959;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;100;19959;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;120;19959;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;130;19959;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;100;19959;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;120;19959;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;130;19959;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;100;19959;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;120;19959;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;130;19959;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.b;180;130;19959;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Dilution risk: total purchased receivables";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010#180";"Total exposures#Dilution risk: total purchased receivables";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;100;19960;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010";"Total exposures";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;120;19960;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010";"Total exposures";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x309,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;130;19960;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010";"Total exposures";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;100;19960;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;120;19960;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x309,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;130;19960;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;100;19960;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;120;19960;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;130;19960;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;100;19960;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;120;19960;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;130;19960;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;100;19960;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;120;19960;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;130;19960;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;100;19960;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;120;19960;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;130;19960;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;100;19960;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;120;19960;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;130;19960;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;100;19960;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;120;19960;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;130;19960;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;100;19960;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;120;19960;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;130;19960;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;100;19960;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;120;19960;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;130;19960;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;100;19960;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;120;19960;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x309,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;130;19960;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;100;19960;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;120;19960;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x309,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;130;19960;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x309,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.b;180;130;19960;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Dilution risk: total purchased receivables";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010#180";"Total exposures#Dilution risk: total purchased receivables";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;100;19961;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010";"Total exposures";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;120;19961;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010";"Total exposures";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x309,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;130;19961;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010";"Total exposures";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;100;19961;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;120;19961;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x309,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;130;19961;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;100;19961;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;120;19961;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;130;19961;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;100;19961;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;120;19961;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;130;19961;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;100;19961;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;120;19961;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;130;19961;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;100;19961;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;120;19961;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;130;19961;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;100;19961;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;120;19961;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;130;19961;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;100;19961;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;120;19961;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;130;19961;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;100;19961;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;120;19961;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;130;19961;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;100;19961;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;120;19961;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;130;19961;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;100;19961;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;120;19961;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x309,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;130;19961;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;100;19961;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;120;19961;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x309,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;130;19961;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x309,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.b;180;130;19961;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Dilution risk: total purchased receivables";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#180";"Total exposures#Dilution risk: total purchased receivables";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;100;19962;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010";"Total exposures";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;120;19962;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010";"Total exposures";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x309,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;130;19962;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010";"Total exposures";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x246,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;100;19962;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x246,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;120;19962;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x309,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;130;19962;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;100;19962;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;120;19962;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;130;19962;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;100;19962;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;120;19962;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;130;19962;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;100;19962;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;120;19962;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;130;19962;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;100;19962;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;120;19962;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;130;19962;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;100;19962;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;120;19962;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;130;19962;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;100;19962;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;120;19962;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;130;19962;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;100;19962;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;120;19962;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;130;19962;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;100;19962;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;120;19962;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;130;19962;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x246,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;100;19962;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x246,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;120;19962;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x309,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;130;19962;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x246,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;100;19962;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x246,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;120;19962;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x309,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;130;19962;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x309,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.b;180;130;19962;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Dilution risk: total purchased receivables";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010#180";"Total exposures#Dilution risk: total purchased receivables";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;100;19963;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010";"Total exposures";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;120;19963;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010";"Total exposures";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x309,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;130;19963;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010";"Total exposures";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;100;19963;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;120;19963;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x309,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;130;19963;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;100;19963;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;120;19963;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;130;19963;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;100;19963;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;120;19963;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;130;19963;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;100;19963;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;120;19963;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;130;19963;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;100;19963;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;120;19963;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;130;19963;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;100;19963;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;120;19963;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;130;19963;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;100;19963;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;120;19963;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;130;19963;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;100;19963;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;120;19963;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;130;19963;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;100;19963;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;120;19963;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;130;19963;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;100;19963;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;120;19963;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x309,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;130;19963;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;100;19963;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;120;19963;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x309,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;130;19963;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x309,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.b;180;130;19963;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Dilution risk: total purchased receivables";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010#180";"Total exposures#Dilution risk: total purchased receivables";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;100;19964;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010";"Total exposures";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;120;19964;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010";"Total exposures";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x309,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;130;19964;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010";"Total exposures";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;100;19964;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;120;19964;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x309,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;130;19964;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;100;19964;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;120;19964;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;130;19964;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;100;19964;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;120;19964;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;130;19964;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;100;19964;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;120;19964;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;130;19964;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;100;19964;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;120;19964;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;130;19964;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;100;19964;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;120;19964;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;130;19964;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;100;19964;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;120;19964;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;130;19964;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;100;19964;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;120;19964;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;130;19964;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;100;19964;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;120;19964;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;130;19964;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;100;19964;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;120;19964;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x309,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;130;19964;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;100;19964;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;120;19964;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x309,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;130;19964;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x309,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.b;180;130;19964;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Dilution risk: total purchased receivables";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#180";"Total exposures#Dilution risk: total purchased receivables";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x49,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;010;21518;percentItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - SME subject to SME-supporting factor - without own estimates of LGD or conversion factors (018)";"010";"Total exposures";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x49,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;020;21518;monetaryItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - SME subject to SME-supporting factor - without own estimates of LGD or conversion factors (018)";"010";"Total exposures";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x49,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;030;21518;monetaryItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Original exposure pre conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - SME subject to SME-supporting factor - without own estimates of LGD or conversion factors (018)";"010";"Total exposures";"Original exposure pre conversion factors#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x49,CRM=eba_CP:x22,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;040;21518;monetaryItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - SME subject to SME-supporting factor - without own estimates of LGD or conversion factors (018)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x49,CRM=eba_CP:x3,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;050;21518;monetaryItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - SME subject to SME-supporting factor - without own estimates of LGD or conversion factors (018)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x49,CRM=eba_CP:x38,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;060;21518;monetaryItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - SME subject to SME-supporting factor - without own estimates of LGD or conversion factors (018)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x49,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;070;21518;monetaryItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - SME subject to SME-supporting factor - without own estimates of LGD or conversion factors (018)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x49,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;080;21518;monetaryItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - SME subject to SME-supporting factor - without own estimates of LGD or conversion factors (018)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x49,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;090;21518;monetaryItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - SME subject to SME-supporting factor - without own estimates of LGD or conversion factors (018)";"010";"Total exposures";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x49,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;110;21518;monetaryItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Exposure value";;;;;;;;;;"Corporates - SME subject to SME-supporting factor - without own estimates of LGD or conversion factors (018)";"010";"Total exposures";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x49,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;140;21518;monetaryItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - SME subject to SME-supporting factor - without own estimates of LGD or conversion factors (018)";"010";"Total exposures";"Exposure value#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x49,CRM=eba_CP:x21,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;150;21518;monetaryItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Corporates - SME subject to SME-supporting factor - without own estimates of LGD or conversion factors (018)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x49,CRM=eba_CP:x2,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;160;21518;monetaryItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Corporates - SME subject to SME-supporting factor - without own estimates of LGD or conversion factors (018)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x49,CRM=eba_CP:x24,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;170;21518;monetaryItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Corporates - SME subject to SME-supporting factor - without own estimates of LGD or conversion factors (018)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x49,CRM=eba_CP:x12,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;180;21518;monetaryItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Corporates - SME subject to SME-supporting factor - without own estimates of LGD or conversion factors (018)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x49,CRM=eba_CP:x31,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;190;21518;monetaryItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - SME subject to SME-supporting factor - without own estimates of LGD or conversion factors (018)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x49,CRM=eba_CP:x30,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;200;21518;monetaryItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - SME subject to SME-supporting factor - without own estimates of LGD or conversion factors (018)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x49,CRM=eba_CP:x32,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;210;21518;monetaryItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - SME subject to SME-supporting factor - without own estimates of LGD or conversion factors (018)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x49,CRM=eba_CP:x5,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;220;21518;monetaryItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - SME subject to SME-supporting factor - without own estimates of LGD or conversion factors (018)";"010";"Total exposures";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x49,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;230;21518;percentItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - SME subject to SME-supporting factor - without own estimates of LGD or conversion factors (018)";"010";"Total exposures";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x49,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;240;21518;percentItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Corporates - SME subject to SME-supporting factor - without own estimates of LGD or conversion factors (018)";"010";"Total exposures";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x49,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;250;21518;integerItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - SME subject to SME-supporting factor - without own estimates of LGD or conversion factors (018)";"010";"Total exposures";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x49,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;255;21518;monetaryItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - SME subject to SME-supporting factor - without own estimates of LGD or conversion factors (018)";"010";"Total exposures";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x49,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;260;21518;monetaryItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - SME subject to SME-supporting factor - without own estimates of LGD or conversion factors (018)";"010";"Total exposures";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x49,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;270;21518;monetaryItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - SME subject to SME-supporting factor - without own estimates of LGD or conversion factors (018)";"010";"Total exposures";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x49,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;280;21518;monetaryItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - SME subject to SME-supporting factor - without own estimates of LGD or conversion factors (018)";"010";"Total exposures";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x49,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;290;21518;monetaryItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - SME subject to SME-supporting factor - without own estimates of LGD or conversion factors (018)";"010";"Total exposures";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x49,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;300;21518;integerItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - SME subject to SME-supporting factor - without own estimates of LGD or conversion factors (018)";"010";"Total exposures";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x49,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;010;21519;percentItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - SME subject to SME-supporting factor - with own estimates of LGD or conversion factors (019)";"010";"Total exposures";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x49,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;020;21519;monetaryItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - SME subject to SME-supporting factor - with own estimates of LGD or conversion factors (019)";"010";"Total exposures";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x49,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;030;21519;monetaryItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Original exposure pre conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - SME subject to SME-supporting factor - with own estimates of LGD or conversion factors (019)";"010";"Total exposures";"Original exposure pre conversion factors#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x49,CRM=eba_CP:x22,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;040;21519;monetaryItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - SME subject to SME-supporting factor - with own estimates of LGD or conversion factors (019)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x49,CRM=eba_CP:x3,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;050;21519;monetaryItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - SME subject to SME-supporting factor - with own estimates of LGD or conversion factors (019)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x49,CRM=eba_CP:x38,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;060;21519;monetaryItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - SME subject to SME-supporting factor - with own estimates of LGD or conversion factors (019)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x49,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;070;21519;monetaryItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - SME subject to SME-supporting factor - with own estimates of LGD or conversion factors (019)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x49,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;080;21519;monetaryItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - SME subject to SME-supporting factor - with own estimates of LGD or conversion factors (019)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x49,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;090;21519;monetaryItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - SME subject to SME-supporting factor - with own estimates of LGD or conversion factors (019)";"010";"Total exposures";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x49,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;110;21519;monetaryItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Exposure value";;;;;;;;;;"Corporates - SME subject to SME-supporting factor - with own estimates of LGD or conversion factors (019)";"010";"Total exposures";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x49,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;140;21519;monetaryItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - SME subject to SME-supporting factor - with own estimates of LGD or conversion factors (019)";"010";"Total exposures";"Exposure value#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x49,CRM=eba_CP:x21,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;150;21519;monetaryItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Corporates - SME subject to SME-supporting factor - with own estimates of LGD or conversion factors (019)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x49,CRM=eba_CP:x2,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;160;21519;monetaryItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Corporates - SME subject to SME-supporting factor - with own estimates of LGD or conversion factors (019)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x49,CRM=eba_CP:x24,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;170;21519;monetaryItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Corporates - SME subject to SME-supporting factor - with own estimates of LGD or conversion factors (019)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x49,CRM=eba_CP:x12,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;180;21519;monetaryItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Corporates - SME subject to SME-supporting factor - with own estimates of LGD or conversion factors (019)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x49,CRM=eba_CP:x31,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;190;21519;monetaryItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - SME subject to SME-supporting factor - with own estimates of LGD or conversion factors (019)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x49,CRM=eba_CP:x30,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;200;21519;monetaryItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - SME subject to SME-supporting factor - with own estimates of LGD or conversion factors (019)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x49,CRM=eba_CP:x32,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;210;21519;monetaryItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - SME subject to SME-supporting factor - with own estimates of LGD or conversion factors (019)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x49,CRM=eba_CP:x5,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;220;21519;monetaryItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - SME subject to SME-supporting factor - with own estimates of LGD or conversion factors (019)";"010";"Total exposures";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x49,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;230;21519;percentItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - SME subject to SME-supporting factor - with own estimates of LGD or conversion factors (019)";"010";"Total exposures";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x49,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;240;21519;percentItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Corporates - SME subject to SME-supporting factor - with own estimates of LGD or conversion factors (019)";"010";"Total exposures";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x49,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;250;21519;integerItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - SME subject to SME-supporting factor - with own estimates of LGD or conversion factors (019)";"010";"Total exposures";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x49,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;255;21519;monetaryItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - SME subject to SME-supporting factor - with own estimates of LGD or conversion factors (019)";"010";"Total exposures";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x49,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;260;21519;monetaryItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - SME subject to SME-supporting factor - with own estimates of LGD or conversion factors (019)";"010";"Total exposures";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x49,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;270;21519;monetaryItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - SME subject to SME-supporting factor - with own estimates of LGD or conversion factors (019)";"010";"Total exposures";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x49,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;280;21519;monetaryItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - SME subject to SME-supporting factor - with own estimates of LGD or conversion factors (019)";"010";"Total exposures";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x49,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;290;21519;monetaryItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - SME subject to SME-supporting factor - with own estimates of LGD or conversion factors (019)";"010";"Total exposures";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x49,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;300;21519;integerItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - SME subject to SME-supporting factor - with own estimates of LGD or conversion factors (019)";"010";"Total exposures";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x49,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;010;21520;percentItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Retail - Secured by immovable property SME subject to SME-supporting factor - with own estimates of LGD or conversion factors (020)";"010";"Total exposures";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x49,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;020;21520;monetaryItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property SME subject to SME-supporting factor - with own estimates of LGD or conversion factors (020)";"010";"Total exposures";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x49,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;030;21520;monetaryItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Original exposure pre conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Secured by immovable property SME subject to SME-supporting factor - with own estimates of LGD or conversion factors (020)";"010";"Total exposures";"Original exposure pre conversion factors#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x49,CRM=eba_CP:x22,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;040;21520;monetaryItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Retail - Secured by immovable property SME subject to SME-supporting factor - with own estimates of LGD or conversion factors (020)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x49,CRM=eba_CP:x3,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;050;21520;monetaryItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Retail - Secured by immovable property SME subject to SME-supporting factor - with own estimates of LGD or conversion factors (020)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x49,CRM=eba_CP:x38,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;060;21520;monetaryItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Retail - Secured by immovable property SME subject to SME-supporting factor - with own estimates of LGD or conversion factors (020)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x49,CRM=eba_CP:x10,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;070;21520;monetaryItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Retail - Secured by immovable property SME subject to SME-supporting factor - with own estimates of LGD or conversion factors (020)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x49,CRM=eba_CP:x10,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;080;21520;monetaryItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Retail - Secured by immovable property SME subject to SME-supporting factor - with own estimates of LGD or conversion factors (020)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x49,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;090;21520;monetaryItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property SME subject to SME-supporting factor - with own estimates of LGD or conversion factors (020)";"010";"Total exposures";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x49,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;110;21520;monetaryItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Exposure value";;;;;;;;;;"Retail - Secured by immovable property SME subject to SME-supporting factor - with own estimates of LGD or conversion factors (020)";"010";"Total exposures";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x49,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;140;21520;monetaryItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Secured by immovable property SME subject to SME-supporting factor - with own estimates of LGD or conversion factors (020)";"010";"Total exposures";"Exposure value#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x49,CRM=eba_CP:x21,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;150;21520;monetaryItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Retail - Secured by immovable property SME subject to SME-supporting factor - with own estimates of LGD or conversion factors (020)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x49,CRM=eba_CP:x2,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;160;21520;monetaryItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Retail - Secured by immovable property SME subject to SME-supporting factor - with own estimates of LGD or conversion factors (020)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x49,CRM=eba_CP:x24,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;170;21520;monetaryItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Retail - Secured by immovable property SME subject to SME-supporting factor - with own estimates of LGD or conversion factors (020)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x49,CRM=eba_CP:x12,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;180;21520;monetaryItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Retail - Secured by immovable property SME subject to SME-supporting factor - with own estimates of LGD or conversion factors (020)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x49,CRM=eba_CP:x31,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;190;21520;monetaryItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Retail - Secured by immovable property SME subject to SME-supporting factor - with own estimates of LGD or conversion factors (020)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x49,CRM=eba_CP:x30,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;200;21520;monetaryItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Retail - Secured by immovable property SME subject to SME-supporting factor - with own estimates of LGD or conversion factors (020)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x49,CRM=eba_CP:x32,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;210;21520;monetaryItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Retail - Secured by immovable property SME subject to SME-supporting factor - with own estimates of LGD or conversion factors (020)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x49,CRM=eba_CP:x5,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;220;21520;monetaryItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Retail - Secured by immovable property SME subject to SME-supporting factor - with own estimates of LGD or conversion factors (020)";"010";"Total exposures";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x49,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;230;21520;percentItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Exposure weighted average lgd (%)";;;;;;;;;;"Retail - Secured by immovable property SME subject to SME-supporting factor - with own estimates of LGD or conversion factors (020)";"010";"Total exposures";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x49,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;240;21520;percentItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Retail - Secured by immovable property SME subject to SME-supporting factor - with own estimates of LGD or conversion factors (020)";"010";"Total exposures";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x49,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;250;21520;integerItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Retail - Secured by immovable property SME subject to SME-supporting factor - with own estimates of LGD or conversion factors (020)";"010";"Total exposures";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x49,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;255;21520;monetaryItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property SME subject to SME-supporting factor - with own estimates of LGD or conversion factors (020)";"010";"Total exposures";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x49,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;260;21520;monetaryItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property SME subject to SME-supporting factor - with own estimates of LGD or conversion factors (020)";"010";"Total exposures";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x49,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;270;21520;monetaryItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Secured by immovable property SME subject to SME-supporting factor - with own estimates of LGD or conversion factors (020)";"010";"Total exposures";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x49,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;280;21520;monetaryItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Secured by immovable property SME subject to SME-supporting factor - with own estimates of LGD or conversion factors (020)";"010";"Total exposures";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x49,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;290;21520;monetaryItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Secured by immovable property SME subject to SME-supporting factor - with own estimates of LGD or conversion factors (020)";"010";"Total exposures";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x49,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;300;21520;integerItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Memorandum items:";"Number of obligors";;;;;;;;;"Retail - Secured by immovable property SME subject to SME-supporting factor - with own estimates of LGD or conversion factors (020)";"010";"Total exposures";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x49,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;010;21521;percentItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Retail - Other SME subject to SME-supporting factor - with own estimates of LGD or conversion factors (021)";"010";"Total exposures";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x49,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;020;21521;monetaryItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Other SME subject to SME-supporting factor - with own estimates of LGD or conversion factors (021)";"010";"Total exposures";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x49,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;030;21521;monetaryItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Original exposure pre conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Other SME subject to SME-supporting factor - with own estimates of LGD or conversion factors (021)";"010";"Total exposures";"Original exposure pre conversion factors#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x49,CRM=eba_CP:x22,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;040;21521;monetaryItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Retail - Other SME subject to SME-supporting factor - with own estimates of LGD or conversion factors (021)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x49,CRM=eba_CP:x3,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;050;21521;monetaryItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Retail - Other SME subject to SME-supporting factor - with own estimates of LGD or conversion factors (021)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x49,CRM=eba_CP:x38,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;060;21521;monetaryItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Retail - Other SME subject to SME-supporting factor - with own estimates of LGD or conversion factors (021)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x49,CRM=eba_CP:x10,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;070;21521;monetaryItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Retail - Other SME subject to SME-supporting factor - with own estimates of LGD or conversion factors (021)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x49,CRM=eba_CP:x10,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;080;21521;monetaryItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Retail - Other SME subject to SME-supporting factor - with own estimates of LGD or conversion factors (021)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x49,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;090;21521;monetaryItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Other SME subject to SME-supporting factor - with own estimates of LGD or conversion factors (021)";"010";"Total exposures";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x49,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;110;21521;monetaryItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Exposure value";;;;;;;;;;"Retail - Other SME subject to SME-supporting factor - with own estimates of LGD or conversion factors (021)";"010";"Total exposures";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x49,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;140;21521;monetaryItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Other SME subject to SME-supporting factor - with own estimates of LGD or conversion factors (021)";"010";"Total exposures";"Exposure value#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x49,CRM=eba_CP:x21,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;150;21521;monetaryItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Retail - Other SME subject to SME-supporting factor - with own estimates of LGD or conversion factors (021)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x49,CRM=eba_CP:x2,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;160;21521;monetaryItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Retail - Other SME subject to SME-supporting factor - with own estimates of LGD or conversion factors (021)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x49,CRM=eba_CP:x24,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;170;21521;monetaryItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Retail - Other SME subject to SME-supporting factor - with own estimates of LGD or conversion factors (021)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x49,CRM=eba_CP:x12,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;180;21521;monetaryItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Retail - Other SME subject to SME-supporting factor - with own estimates of LGD or conversion factors (021)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x49,CRM=eba_CP:x31,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;190;21521;monetaryItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Retail - Other SME subject to SME-supporting factor - with own estimates of LGD or conversion factors (021)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x49,CRM=eba_CP:x30,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;200;21521;monetaryItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Retail - Other SME subject to SME-supporting factor - with own estimates of LGD or conversion factors (021)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x49,CRM=eba_CP:x32,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;210;21521;monetaryItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Retail - Other SME subject to SME-supporting factor - with own estimates of LGD or conversion factors (021)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x49,CRM=eba_CP:x5,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;220;21521;monetaryItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Retail - Other SME subject to SME-supporting factor - with own estimates of LGD or conversion factors (021)";"010";"Total exposures";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x49,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;230;21521;percentItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Exposure weighted average lgd (%)";;;;;;;;;;"Retail - Other SME subject to SME-supporting factor - with own estimates of LGD or conversion factors (021)";"010";"Total exposures";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x49,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;240;21521;percentItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Retail - Other SME subject to SME-supporting factor - with own estimates of LGD or conversion factors (021)";"010";"Total exposures";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x49,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;250;21521;integerItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Retail - Other SME subject to SME-supporting factor - with own estimates of LGD or conversion factors (021)";"010";"Total exposures";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x49,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;255;21521;monetaryItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail - Other SME subject to SME-supporting factor - with own estimates of LGD or conversion factors (021)";"010";"Total exposures";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x49,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;260;21521;monetaryItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Other SME subject to SME-supporting factor - with own estimates of LGD or conversion factors (021)";"010";"Total exposures";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x49,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;270;21521;monetaryItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Other SME subject to SME-supporting factor - with own estimates of LGD or conversion factors (021)";"010";"Total exposures";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x49,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;280;21521;monetaryItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Other SME subject to SME-supporting factor - with own estimates of LGD or conversion factors (021)";"010";"Total exposures";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x49,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;290;21521;monetaryItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Other SME subject to SME-supporting factor - with own estimates of LGD or conversion factors (021)";"010";"Total exposures";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x49,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;300;21521;integerItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Memorandum items:";"Number of obligors";;;;;;;;;"Retail - Other SME subject to SME-supporting factor - with own estimates of LGD or conversion factors (021)";"010";"Total exposures";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x49,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;010;21522;percentItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Retail - Secured by immovable property SME subject to SME-supporting factor - without own estimates of LGD or conversion factors (022)";"010";"Total exposures";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x49,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;020;21522;monetaryItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property SME subject to SME-supporting factor - without own estimates of LGD or conversion factors (022)";"010";"Total exposures";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x49,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;030;21522;monetaryItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Original exposure pre conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Secured by immovable property SME subject to SME-supporting factor - without own estimates of LGD or conversion factors (022)";"010";"Total exposures";"Original exposure pre conversion factors#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x49,CRM=eba_CP:x22,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;040;21522;monetaryItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Retail - Secured by immovable property SME subject to SME-supporting factor - without own estimates of LGD or conversion factors (022)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x49,CRM=eba_CP:x3,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;050;21522;monetaryItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Retail - Secured by immovable property SME subject to SME-supporting factor - without own estimates of LGD or conversion factors (022)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x49,CRM=eba_CP:x38,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;060;21522;monetaryItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Retail - Secured by immovable property SME subject to SME-supporting factor - without own estimates of LGD or conversion factors (022)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x49,CRM=eba_CP:x10,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;070;21522;monetaryItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Retail - Secured by immovable property SME subject to SME-supporting factor - without own estimates of LGD or conversion factors (022)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x49,CRM=eba_CP:x10,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;080;21522;monetaryItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Retail - Secured by immovable property SME subject to SME-supporting factor - without own estimates of LGD or conversion factors (022)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x49,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;090;21522;monetaryItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property SME subject to SME-supporting factor - without own estimates of LGD or conversion factors (022)";"010";"Total exposures";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x49,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;110;21522;monetaryItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Exposure value";;;;;;;;;;"Retail - Secured by immovable property SME subject to SME-supporting factor - without own estimates of LGD or conversion factors (022)";"010";"Total exposures";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x49,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;140;21522;monetaryItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Secured by immovable property SME subject to SME-supporting factor - without own estimates of LGD or conversion factors (022)";"010";"Total exposures";"Exposure value#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x49,CRM=eba_CP:x21,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;150;21522;monetaryItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Retail - Secured by immovable property SME subject to SME-supporting factor - without own estimates of LGD or conversion factors (022)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x49,CRM=eba_CP:x2,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;160;21522;monetaryItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Retail - Secured by immovable property SME subject to SME-supporting factor - without own estimates of LGD or conversion factors (022)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x49,CRM=eba_CP:x24,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;170;21522;monetaryItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Retail - Secured by immovable property SME subject to SME-supporting factor - without own estimates of LGD or conversion factors (022)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x49,CRM=eba_CP:x12,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;180;21522;monetaryItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Retail - Secured by immovable property SME subject to SME-supporting factor - without own estimates of LGD or conversion factors (022)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x49,CRM=eba_CP:x31,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;190;21522;monetaryItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Retail - Secured by immovable property SME subject to SME-supporting factor - without own estimates of LGD or conversion factors (022)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x49,CRM=eba_CP:x30,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;200;21522;monetaryItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Retail - Secured by immovable property SME subject to SME-supporting factor - without own estimates of LGD or conversion factors (022)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x49,CRM=eba_CP:x32,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;210;21522;monetaryItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Retail - Secured by immovable property SME subject to SME-supporting factor - without own estimates of LGD or conversion factors (022)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x49,CRM=eba_CP:x5,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;220;21522;monetaryItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Retail - Secured by immovable property SME subject to SME-supporting factor - without own estimates of LGD or conversion factors (022)";"010";"Total exposures";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x49,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;230;21522;percentItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Exposure weighted average lgd (%)";;;;;;;;;;"Retail - Secured by immovable property SME subject to SME-supporting factor - without own estimates of LGD or conversion factors (022)";"010";"Total exposures";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x49,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;240;21522;percentItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Retail - Secured by immovable property SME subject to SME-supporting factor - without own estimates of LGD or conversion factors (022)";"010";"Total exposures";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x49,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;250;21522;integerItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Retail - Secured by immovable property SME subject to SME-supporting factor - without own estimates of LGD or conversion factors (022)";"010";"Total exposures";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x49,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;255;21522;monetaryItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property SME subject to SME-supporting factor - without own estimates of LGD or conversion factors (022)";"010";"Total exposures";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x49,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;260;21522;monetaryItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property SME subject to SME-supporting factor - without own estimates of LGD or conversion factors (022)";"010";"Total exposures";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x49,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;270;21522;monetaryItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Secured by immovable property SME subject to SME-supporting factor - without own estimates of LGD or conversion factors (022)";"010";"Total exposures";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x49,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;280;21522;monetaryItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Secured by immovable property SME subject to SME-supporting factor - without own estimates of LGD or conversion factors (022)";"010";"Total exposures";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x49,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;290;21522;monetaryItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Secured by immovable property SME subject to SME-supporting factor - without own estimates of LGD or conversion factors (022)";"010";"Total exposures";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x49,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;300;21522;integerItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Memorandum items:";"Number of obligors";;;;;;;;;"Retail - Secured by immovable property SME subject to SME-supporting factor - without own estimates of LGD or conversion factors (022)";"010";"Total exposures";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x49,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;010;21523;percentItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Retail - Other SME subject to SME-supporting factor - without own estimates of LGD or conversion factors (023)";"010";"Total exposures";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x49,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;020;21523;monetaryItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Other SME subject to SME-supporting factor - without own estimates of LGD or conversion factors (023)";"010";"Total exposures";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x49,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;030;21523;monetaryItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Original exposure pre conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Other SME subject to SME-supporting factor - without own estimates of LGD or conversion factors (023)";"010";"Total exposures";"Original exposure pre conversion factors#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x49,CRM=eba_CP:x22,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;040;21523;monetaryItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Retail - Other SME subject to SME-supporting factor - without own estimates of LGD or conversion factors (023)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x49,CRM=eba_CP:x3,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;050;21523;monetaryItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Retail - Other SME subject to SME-supporting factor - without own estimates of LGD or conversion factors (023)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x49,CRM=eba_CP:x38,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;060;21523;monetaryItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Retail - Other SME subject to SME-supporting factor - without own estimates of LGD or conversion factors (023)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x49,CRM=eba_CP:x10,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;070;21523;monetaryItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Retail - Other SME subject to SME-supporting factor - without own estimates of LGD or conversion factors (023)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x49,CRM=eba_CP:x10,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;080;21523;monetaryItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Retail - Other SME subject to SME-supporting factor - without own estimates of LGD or conversion factors (023)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x49,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;090;21523;monetaryItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Other SME subject to SME-supporting factor - without own estimates of LGD or conversion factors (023)";"010";"Total exposures";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x49,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;110;21523;monetaryItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Exposure value";;;;;;;;;;"Retail - Other SME subject to SME-supporting factor - without own estimates of LGD or conversion factors (023)";"010";"Total exposures";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x49,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;140;21523;monetaryItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Other SME subject to SME-supporting factor - without own estimates of LGD or conversion factors (023)";"010";"Total exposures";"Exposure value#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x49,CRM=eba_CP:x21,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;150;21523;monetaryItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Retail - Other SME subject to SME-supporting factor - without own estimates of LGD or conversion factors (023)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x49,CRM=eba_CP:x2,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;160;21523;monetaryItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Retail - Other SME subject to SME-supporting factor - without own estimates of LGD or conversion factors (023)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x49,CRM=eba_CP:x24,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;170;21523;monetaryItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Retail - Other SME subject to SME-supporting factor - without own estimates of LGD or conversion factors (023)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x49,CRM=eba_CP:x12,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;180;21523;monetaryItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Retail - Other SME subject to SME-supporting factor - without own estimates of LGD or conversion factors (023)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x49,CRM=eba_CP:x31,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;190;21523;monetaryItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Retail - Other SME subject to SME-supporting factor - without own estimates of LGD or conversion factors (023)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x49,CRM=eba_CP:x30,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;200;21523;monetaryItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Retail - Other SME subject to SME-supporting factor - without own estimates of LGD or conversion factors (023)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x49,CRM=eba_CP:x32,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;210;21523;monetaryItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Retail - Other SME subject to SME-supporting factor - without own estimates of LGD or conversion factors (023)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x49,CRM=eba_CP:x5,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;220;21523;monetaryItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Retail - Other SME subject to SME-supporting factor - without own estimates of LGD or conversion factors (023)";"010";"Total exposures";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x49,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;230;21523;percentItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Exposure weighted average lgd (%)";;;;;;;;;;"Retail - Other SME subject to SME-supporting factor - without own estimates of LGD or conversion factors (023)";"010";"Total exposures";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x49,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;240;21523;percentItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Retail - Other SME subject to SME-supporting factor - without own estimates of LGD or conversion factors (023)";"010";"Total exposures";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x49,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;250;21523;integerItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Retail - Other SME subject to SME-supporting factor - without own estimates of LGD or conversion factors (023)";"010";"Total exposures";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x49,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;255;21523;monetaryItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail - Other SME subject to SME-supporting factor - without own estimates of LGD or conversion factors (023)";"010";"Total exposures";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x49,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;260;21523;monetaryItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Other SME subject to SME-supporting factor - without own estimates of LGD or conversion factors (023)";"010";"Total exposures";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x49,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;270;21523;monetaryItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Other SME subject to SME-supporting factor - without own estimates of LGD or conversion factors (023)";"010";"Total exposures";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x49,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;280;21523;monetaryItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Other SME subject to SME-supporting factor - without own estimates of LGD or conversion factors (023)";"010";"Total exposures";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x49,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;290;21523;monetaryItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Other SME subject to SME-supporting factor - without own estimates of LGD or conversion factors (023)";"010";"Total exposures";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x49,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.c;010;300;21523;integerItemType;C 08.01.c (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor);"Total exposures";"Memorandum items:";"Number of obligors";;;;;;;;;"Retail - Other SME subject to SME-supporting factor - without own estimates of LGD or conversion factors (023)";"010";"Total exposures";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x49,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.d;010;100;21530;monetaryItemType;C 08.01.d (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet (SMEs subject to supporting factor);"Total exposures";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME subject to SME-supporting factor - without own estimates of LGD or conversion factors (018)";"010";"Total exposures";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x49,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.d;010;120;21530;monetaryItemType;C 08.01.d (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet (SMEs subject to supporting factor);"Total exposures";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME subject to SME-supporting factor - without own estimates of LGD or conversion factors (018)";"010";"Total exposures";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x49,EXC=eba_EC:x2,MCY=eba_MC:x309,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.d;010;130;21530;monetaryItemType;C 08.01.d (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet (SMEs subject to supporting factor);"Total exposures";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - SME subject to SME-supporting factor - without own estimates of LGD or conversion factors (018)";"010";"Total exposures";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x49,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.d;010;100;21531;monetaryItemType;C 08.01.d (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet (SMEs subject to supporting factor);"Total exposures";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME subject to SME-supporting factor - with own estimates of LGD or conversion factors (019)";"010";"Total exposures";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x49,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.d;010;120;21531;monetaryItemType;C 08.01.d (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet (SMEs subject to supporting factor);"Total exposures";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME subject to SME-supporting factor - with own estimates of LGD or conversion factors (019)";"010";"Total exposures";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x49,EXC=eba_EC:x2,MCY=eba_MC:x309,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.d;010;130;21531;monetaryItemType;C 08.01.d (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet (SMEs subject to supporting factor);"Total exposures";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - SME subject to SME-supporting factor - with own estimates of LGD or conversion factors (019)";"010";"Total exposures";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x49,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.d;010;100;21532;monetaryItemType;C 08.01.d (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet (SMEs subject to supporting factor);"Total exposures";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property SME subject to SME-supporting factor - with own estimates of LGD or conversion factors (020)";"010";"Total exposures";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x49,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.d;010;120;21532;monetaryItemType;C 08.01.d (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet (SMEs subject to supporting factor);"Total exposures";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property SME subject to SME-supporting factor - with own estimates of LGD or conversion factors (020)";"010";"Total exposures";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x49,EXC=eba_EC:x9,MCY=eba_MC:x309,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.d;010;130;21532;monetaryItemType;C 08.01.d (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet (SMEs subject to supporting factor);"Total exposures";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Secured by immovable property SME subject to SME-supporting factor - with own estimates of LGD or conversion factors (020)";"010";"Total exposures";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x49,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.d;010;100;21533;monetaryItemType;C 08.01.d (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet (SMEs subject to supporting factor);"Total exposures";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Other SME subject to SME-supporting factor - with own estimates of LGD or conversion factors (021)";"010";"Total exposures";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x49,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.d;010;120;21533;monetaryItemType;C 08.01.d (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet (SMEs subject to supporting factor);"Total exposures";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Other SME subject to SME-supporting factor - with own estimates of LGD or conversion factors (021)";"010";"Total exposures";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x49,EXC=eba_EC:x7,MCY=eba_MC:x309,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.d;010;130;21533;monetaryItemType;C 08.01.d (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet (SMEs subject to supporting factor);"Total exposures";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Other SME subject to SME-supporting factor - with own estimates of LGD or conversion factors (021)";"010";"Total exposures";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x49,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.d;010;100;21534;monetaryItemType;C 08.01.d (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet (SMEs subject to supporting factor);"Total exposures";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property SME subject to SME-supporting factor - without own estimates of LGD or conversion factors (022)";"010";"Total exposures";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x49,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.d;010;120;21534;monetaryItemType;C 08.01.d (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet (SMEs subject to supporting factor);"Total exposures";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property SME subject to SME-supporting factor - without own estimates of LGD or conversion factors (022)";"010";"Total exposures";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x49,EXC=eba_EC:x9,MCY=eba_MC:x309,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.d;010;130;21534;monetaryItemType;C 08.01.d (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet (SMEs subject to supporting factor);"Total exposures";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Secured by immovable property SME subject to SME-supporting factor - without own estimates of LGD or conversion factors (022)";"010";"Total exposures";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x49,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.d;010;100;21535;monetaryItemType;C 08.01.d (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet (SMEs subject to supporting factor);"Total exposures";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Other SME subject to SME-supporting factor - without own estimates of LGD or conversion factors (023)";"010";"Total exposures";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x49,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.d;010;120;21535;monetaryItemType;C 08.01.d (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet (SMEs subject to supporting factor);"Total exposures";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Other SME subject to SME-supporting factor - without own estimates of LGD or conversion factors (023)";"010";"Total exposures";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x49,EXC=eba_EC:x7,MCY=eba_MC:x309,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.d;010;130;21535;monetaryItemType;C 08.01.d (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet (SMEs subject to supporting factor);"Total exposures";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Other SME subject to SME-supporting factor - without own estimates of LGD or conversion factors (023)";"010";"Total exposures";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;010;20007;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Internal rating System - PD assigned to the obligor grade or pool";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"999";"Obligor Grade";"Internal rating System - PD assigned to the obligor grade or pool";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;020;20007;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Original exposure conversion factors";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"999";"Obligor Grade";"Original exposure conversion factors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPY=eba_CT:x14,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;030;20007;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Original exposure conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"999";"Obligor Grade";"Original exposure conversion factors#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;040;20007;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;050;20007;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x18,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;060;20007;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;070;20007;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;080;20007;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;090;20007;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"999";"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;100;20007;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"999";"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;110;20007;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"999";"Obligor Grade";"Exposure value";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;120;20007;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"999";"Obligor Grade";"Exposure value#Of which: off balance sheet items";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x309,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;130;20007;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"999";"Obligor Grade";"Exposure value#Of which: arising from counterparty credit risk";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPY=eba_CT:x14,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;140;20007;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"999";"Obligor Grade";"Exposure value#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x21,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;150;20007;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used:";"Guarantees";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used:#Guarantees";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x2,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;160;20007;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used:";"Credit derivatives";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used:#Credit derivatives";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x24,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;170;20007;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of lgd's are used:";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of lgd's are used:";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x12,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;180;20007;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x31,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;190;20007;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x30,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;200;20007;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x32,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;210;20007;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x5,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;220;20007;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"999";"Obligor Grade";"Subject to double default treatment#Unfunded credit protection";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;230;20007;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure weighted average lgd (%)";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"999";"Obligor Grade";"Exposure weighted average lgd (%)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPY=eba_CT:x14,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;240;20007;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"999";"Obligor Grade";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;250;20007;integerItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"999";"Obligor Grade";"Exposure-weighted average maturity value (days)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;255;20007;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"999";"Obligor Grade";"Risk weighted exposure amount pre SME-supporting factor";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;260;20007;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"999";"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPY=eba_CT:x14,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;270;20007;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"999";"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;280;20007;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Memorandum items:";"Expected loss amount";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"999";"Obligor Grade";"Memorandum items:#Expected loss amount";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;290;20007;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"999";"Obligor Grade";"Memorandum items:#(-) value adjustments and provisions";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;300;20007;integerItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Memorandum items:";"Number of obligors";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"999";"Obligor Grade";"Memorandum items:#Number of obligors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;010;20008;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Internal rating System - PD assigned to the obligor grade or pool";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"999";"Obligor Grade";"Internal rating System - PD assigned to the obligor grade or pool";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;020;20008;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Original exposure conversion factors";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"999";"Obligor Grade";"Original exposure conversion factors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPY=eba_CT:x14,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;030;20008;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Original exposure conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"999";"Obligor Grade";"Original exposure conversion factors#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;040;20008;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;050;20008;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x18,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;060;20008;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;070;20008;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;080;20008;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;090;20008;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"999";"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;100;20008;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"999";"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;110;20008;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"999";"Obligor Grade";"Exposure value";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;120;20008;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"999";"Obligor Grade";"Exposure value#Of which: off balance sheet items";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x309,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;130;20008;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"999";"Obligor Grade";"Exposure value#Of which: arising from counterparty credit risk";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPY=eba_CT:x14,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;140;20008;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"999";"Obligor Grade";"Exposure value#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x21,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;150;20008;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used:";"Guarantees";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used:#Guarantees";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x2,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;160;20008;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used:";"Credit derivatives";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used:#Credit derivatives";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x24,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;170;20008;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of lgd's are used:";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of lgd's are used:";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x12,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;180;20008;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x31,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;190;20008;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Total without own estimates of LGD or conversion factors (002)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x30,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;200;20008;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Total without own estimates of LGD or conversion factors (002)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x32,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;210;20008;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Total without own estimates of LGD or conversion factors (002)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x5,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;220;20008;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"999";"Obligor Grade";"Subject to double default treatment#Unfunded credit protection";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;230;20008;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure weighted average lgd (%)";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"999";"Obligor Grade";"Exposure weighted average lgd (%)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPY=eba_CT:x14,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;240;20008;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"999";"Obligor Grade";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;250;20008;integerItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"999";"Obligor Grade";"Exposure-weighted average maturity value (days)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;255;20008;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"999";"Obligor Grade";"Risk weighted exposure amount pre SME-supporting factor";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;260;20008;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"999";"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPY=eba_CT:x14,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;270;20008;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"999";"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;280;20008;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Memorandum items:";"Expected loss amount";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"999";"Obligor Grade";"Memorandum items:#Expected loss amount";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;290;20008;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"999";"Obligor Grade";"Memorandum items:#(-) value adjustments and provisions";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;300;20008;integerItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Memorandum items:";"Number of obligors";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"999";"Obligor Grade";"Memorandum items:#Number of obligors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;010;20009;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Internal rating System - PD assigned to the obligor grade or pool";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"999";"Obligor Grade";"Internal rating System - PD assigned to the obligor grade or pool";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;020;20009;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Original exposure conversion factors";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"999";"Obligor Grade";"Original exposure conversion factors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CPY=eba_CT:x14,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;030;20009;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Original exposure conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"999";"Obligor Grade";"Original exposure conversion factors#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x22,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;040;20009;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x3,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;050;20009;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x18,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;060;20009;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;070;20009;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;080;20009;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;090;20009;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"999";"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;100;20009;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"999";"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;110;20009;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"999";"Obligor Grade";"Exposure value";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;120;20009;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"999";"Obligor Grade";"Exposure value#Of which: off balance sheet items";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x309,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;130;20009;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"999";"Obligor Grade";"Exposure value#Of which: arising from counterparty credit risk";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CPY=eba_CT:x14,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;140;20009;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"999";"Obligor Grade";"Exposure value#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x21,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;150;20009;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used:";"Guarantees";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used:#Guarantees";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;160;20009;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used:";"Credit derivatives";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used:#Credit derivatives";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;170;20009;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of lgd's are used:";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of lgd's are used:";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x12,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;180;20009;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x31,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;190;20009;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x30,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;200;20009;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x32,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;210;20009;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x5,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;220;20009;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"999";"Obligor Grade";"Subject to double default treatment#Unfunded credit protection";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;230;20009;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure weighted average lgd (%)";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"999";"Obligor Grade";"Exposure weighted average lgd (%)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,CPY=eba_CT:x14,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;240;20009;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"999";"Obligor Grade";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;250;20009;integerItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"999";"Obligor Grade";"Exposure-weighted average maturity value (days)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;255;20009;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"999";"Obligor Grade";"Risk weighted exposure amount pre SME-supporting factor";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;260;20009;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"999";"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CPY=eba_CT:x14,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;270;20009;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"999";"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;280;20009;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Memorandum items:";"Expected loss amount";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"999";"Obligor Grade";"Memorandum items:#Expected loss amount";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;290;20009;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"999";"Obligor Grade";"Memorandum items:#(-) value adjustments and provisions";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;300;20009;integerItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Memorandum items:";"Number of obligors";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"999";"Obligor Grade";"Memorandum items:#Number of obligors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;010;20010;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Internal rating System - PD assigned to the obligor grade or pool";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"999";"Obligor Grade";"Internal rating System - PD assigned to the obligor grade or pool";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;020;20010;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Original exposure conversion factors";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"999";"Obligor Grade";"Original exposure conversion factors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CPY=eba_CT:x14,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;030;20010;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Original exposure conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"999";"Obligor Grade";"Original exposure conversion factors#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x22,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;040;20010;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x3,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;050;20010;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x18,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;060;20010;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;070;20010;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;080;20010;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;090;20010;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"999";"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;100;20010;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"999";"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;110;20010;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"999";"Obligor Grade";"Exposure value";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;120;20010;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"999";"Obligor Grade";"Exposure value#Of which: off balance sheet items";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x309,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;130;20010;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"999";"Obligor Grade";"Exposure value#Of which: arising from counterparty credit risk";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CPY=eba_CT:x14,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;140;20010;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"999";"Obligor Grade";"Exposure value#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x21,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;150;20010;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used:";"Guarantees";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used:#Guarantees";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;160;20010;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used:";"Credit derivatives";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used:#Credit derivatives";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;170;20010;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of lgd's are used:";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of lgd's are used:";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x12,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;180;20010;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x31,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;190;20010;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x30,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;200;20010;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x32,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;210;20010;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x5,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;220;20010;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"999";"Obligor Grade";"Subject to double default treatment#Unfunded credit protection";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;230;20010;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure weighted average lgd (%)";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"999";"Obligor Grade";"Exposure weighted average lgd (%)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,CPY=eba_CT:x14,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;240;20010;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"999";"Obligor Grade";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;250;20010;integerItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"999";"Obligor Grade";"Exposure-weighted average maturity value (days)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;255;20010;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"999";"Obligor Grade";"Risk weighted exposure amount pre SME-supporting factor";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;260;20010;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"999";"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CPY=eba_CT:x14,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;270;20010;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"999";"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;280;20010;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Memorandum items:";"Expected loss amount";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"999";"Obligor Grade";"Memorandum items:#Expected loss amount";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;290;20010;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"999";"Obligor Grade";"Memorandum items:#(-) value adjustments and provisions";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;300;20010;integerItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Memorandum items:";"Number of obligors";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"999";"Obligor Grade";"Memorandum items:#Number of obligors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;010;20011;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Internal rating System - PD assigned to the obligor grade or pool";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"999";"Obligor Grade";"Internal rating System - PD assigned to the obligor grade or pool";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;020;20011;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Original exposure conversion factors";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"999";"Obligor Grade";"Original exposure conversion factors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CPY=eba_CT:x14,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;030;20011;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Original exposure conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"999";"Obligor Grade";"Original exposure conversion factors#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x22,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;040;20011;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x3,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;050;20011;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x18,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;060;20011;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x10,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;070;20011;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;080;20011;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;090;20011;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"999";"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;100;20011;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"999";"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;110;20011;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"999";"Obligor Grade";"Exposure value";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;120;20011;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"999";"Obligor Grade";"Exposure value#Of which: off balance sheet items";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x309,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;130;20011;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"999";"Obligor Grade";"Exposure value#Of which: arising from counterparty credit risk";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CPY=eba_CT:x14,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;140;20011;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"999";"Obligor Grade";"Exposure value#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x21,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;150;20011;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used:";"Guarantees";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used:#Guarantees";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x2,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;160;20011;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used:";"Credit derivatives";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used:#Credit derivatives";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x24,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;170;20011;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of lgd's are used:";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of lgd's are used:";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x12,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;180;20011;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x31,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;190;20011;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x30,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;200;20011;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x32,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;210;20011;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x5,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;220;20011;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"999";"Obligor Grade";"Subject to double default treatment#Unfunded credit protection";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;230;20011;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure weighted average lgd (%)";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"999";"Obligor Grade";"Exposure weighted average lgd (%)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,CPY=eba_CT:x14,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;240;20011;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"999";"Obligor Grade";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;250;20011;integerItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"999";"Obligor Grade";"Exposure-weighted average maturity value (days)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;255;20011;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"999";"Obligor Grade";"Risk weighted exposure amount pre SME-supporting factor";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;260;20011;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"999";"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CPY=eba_CT:x14,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;270;20011;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"999";"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;280;20011;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Memorandum items:";"Expected loss amount";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"999";"Obligor Grade";"Memorandum items:#Expected loss amount";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;290;20011;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"999";"Obligor Grade";"Memorandum items:#(-) value adjustments and provisions";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;300;20011;integerItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Memorandum items:";"Number of obligors";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"999";"Obligor Grade";"Memorandum items:#Number of obligors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;010;20012;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Internal rating System - PD assigned to the obligor grade or pool";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"999";"Obligor Grade";"Internal rating System - PD assigned to the obligor grade or pool";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;020;20012;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Original exposure conversion factors";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"999";"Obligor Grade";"Original exposure conversion factors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CPY=eba_CT:x14,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;030;20012;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Original exposure conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"999";"Obligor Grade";"Original exposure conversion factors#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x22,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;040;20012;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x3,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;050;20012;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x18,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;060;20012;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x10,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;070;20012;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;080;20012;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;090;20012;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"999";"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;100;20012;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"999";"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;110;20012;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"999";"Obligor Grade";"Exposure value";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;120;20012;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"999";"Obligor Grade";"Exposure value#Of which: off balance sheet items";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x309,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;130;20012;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"999";"Obligor Grade";"Exposure value#Of which: arising from counterparty credit risk";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CPY=eba_CT:x14,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;140;20012;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"999";"Obligor Grade";"Exposure value#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x21,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;150;20012;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used:";"Guarantees";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used:#Guarantees";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x2,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;160;20012;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used:";"Credit derivatives";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used:#Credit derivatives";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x24,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;170;20012;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of lgd's are used:";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of lgd's are used:";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x12,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;180;20012;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x31,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;190;20012;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x30,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;200;20012;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x32,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;210;20012;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x5,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;220;20012;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"999";"Obligor Grade";"Subject to double default treatment#Unfunded credit protection";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;230;20012;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure weighted average lgd (%)";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"999";"Obligor Grade";"Exposure weighted average lgd (%)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,CPY=eba_CT:x14,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;240;20012;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"999";"Obligor Grade";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;250;20012;integerItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"999";"Obligor Grade";"Exposure-weighted average maturity value (days)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;255;20012;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"999";"Obligor Grade";"Risk weighted exposure amount pre SME-supporting factor";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;260;20012;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"999";"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CPY=eba_CT:x14,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;270;20012;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"999";"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;280;20012;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Memorandum items:";"Expected loss amount";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"999";"Obligor Grade";"Memorandum items:#Expected loss amount";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;290;20012;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"999";"Obligor Grade";"Memorandum items:#(-) value adjustments and provisions";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;300;20012;integerItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Memorandum items:";"Number of obligors";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"999";"Obligor Grade";"Memorandum items:#Number of obligors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;010;20013;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Internal rating System - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"999";"Obligor Grade";"Internal rating System - PD assigned to the obligor grade or pool";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;020;20013;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Original exposure conversion factors";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"999";"Obligor Grade";"Original exposure conversion factors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;030;20013;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Original exposure conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"999";"Obligor Grade";"Original exposure conversion factors#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x22,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;040;20013;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x3,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;050;20013;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x18,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;060;20013;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;070;20013;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;080;20013;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;090;20013;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"999";"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;100;20013;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"999";"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;110;20013;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"999";"Obligor Grade";"Exposure value";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;120;20013;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"999";"Obligor Grade";"Exposure value#Of which: off balance sheet items";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;130;20013;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"999";"Obligor Grade";"Exposure value#Of which: arising from counterparty credit risk";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;140;20013;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"999";"Obligor Grade";"Exposure value#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x21,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;150;20013;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used:";"Guarantees";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used:#Guarantees";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x2,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;160;20013;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used:";"Credit derivatives";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used:#Credit derivatives";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x24,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;170;20013;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of lgd's are used:";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of lgd's are used:";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x12,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;180;20013;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x31,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;190;20013;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x30,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;200;20013;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x32,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;210;20013;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x5,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;220;20013;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"999";"Obligor Grade";"Subject to double default treatment#Unfunded credit protection";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;230;20013;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"999";"Obligor Grade";"Exposure weighted average lgd (%)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;240;20013;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"999";"Obligor Grade";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;250;20013;integerItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"999";"Obligor Grade";"Exposure-weighted average maturity value (days)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;255;20013;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"999";"Obligor Grade";"Risk weighted exposure amount pre SME-supporting factor";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;260;20013;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"999";"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;270;20013;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"999";"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;280;20013;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"999";"Obligor Grade";"Memorandum items:#Expected loss amount";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;290;20013;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"999";"Obligor Grade";"Memorandum items:#(-) value adjustments and provisions";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;300;20013;integerItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"999";"Obligor Grade";"Memorandum items:#Number of obligors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;010;20014;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Internal rating System - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"999";"Obligor Grade";"Internal rating System - PD assigned to the obligor grade or pool";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;020;20014;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Original exposure conversion factors";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"999";"Obligor Grade";"Original exposure conversion factors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;030;20014;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Original exposure conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"999";"Obligor Grade";"Original exposure conversion factors#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x22,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;040;20014;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x3,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;050;20014;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x18,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;060;20014;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;070;20014;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;080;20014;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;090;20014;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"999";"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;100;20014;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"999";"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;110;20014;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"999";"Obligor Grade";"Exposure value";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;120;20014;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"999";"Obligor Grade";"Exposure value#Of which: off balance sheet items";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;130;20014;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"999";"Obligor Grade";"Exposure value#Of which: arising from counterparty credit risk";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;140;20014;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"999";"Obligor Grade";"Exposure value#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x21,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;150;20014;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used:";"Guarantees";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used:#Guarantees";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x2,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;160;20014;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used:";"Credit derivatives";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used:#Credit derivatives";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x24,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;170;20014;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of lgd's are used:";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of lgd's are used:";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x12,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;180;20014;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x31,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;190;20014;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x30,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;200;20014;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x32,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;210;20014;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x5,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;220;20014;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"999";"Obligor Grade";"Subject to double default treatment#Unfunded credit protection";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;230;20014;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"999";"Obligor Grade";"Exposure weighted average lgd (%)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;240;20014;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"999";"Obligor Grade";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;250;20014;integerItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"999";"Obligor Grade";"Exposure-weighted average maturity value (days)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;255;20014;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"999";"Obligor Grade";"Risk weighted exposure amount pre SME-supporting factor";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;260;20014;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"999";"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;270;20014;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"999";"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;280;20014;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"999";"Obligor Grade";"Memorandum items:#Expected loss amount";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;290;20014;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"999";"Obligor Grade";"Memorandum items:#(-) value adjustments and provisions";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;300;20014;integerItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"999";"Obligor Grade";"Memorandum items:#Number of obligors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;010;20015;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Internal rating System - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"999";"Obligor Grade";"Internal rating System - PD assigned to the obligor grade or pool";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;020;20015;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Original exposure conversion factors";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"999";"Obligor Grade";"Original exposure conversion factors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;030;20015;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Original exposure conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"999";"Obligor Grade";"Original exposure conversion factors#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;040;20015;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;050;20015;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x18,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;060;20015;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;070;20015;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;080;20015;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;090;20015;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"999";"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;100;20015;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"999";"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;110;20015;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"999";"Obligor Grade";"Exposure value";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;120;20015;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"999";"Obligor Grade";"Exposure value#Of which: off balance sheet items";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x309,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;130;20015;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"999";"Obligor Grade";"Exposure value#Of which: arising from counterparty credit risk";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;140;20015;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"999";"Obligor Grade";"Exposure value#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;150;20015;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used:";"Guarantees";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used:#Guarantees";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;160;20015;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used:";"Credit derivatives";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used:#Credit derivatives";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;170;20015;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of lgd's are used:";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of lgd's are used:";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;180;20015;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;190;20015;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;200;20015;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;210;20015;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;220;20015;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"999";"Obligor Grade";"Subject to double default treatment#Unfunded credit protection";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;230;20015;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"999";"Obligor Grade";"Exposure weighted average lgd (%)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;240;20015;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"999";"Obligor Grade";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;250;20015;integerItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"999";"Obligor Grade";"Exposure-weighted average maturity value (days)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;255;20015;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"999";"Obligor Grade";"Risk weighted exposure amount pre SME-supporting factor";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;260;20015;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"999";"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;270;20015;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"999";"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;280;20015;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"999";"Obligor Grade";"Memorandum items:#Expected loss amount";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;290;20015;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"999";"Obligor Grade";"Memorandum items:#(-) value adjustments and provisions";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;300;20015;integerItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"999";"Obligor Grade";"Memorandum items:#Number of obligors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;010;20016;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Internal rating System - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"999";"Obligor Grade";"Internal rating System - PD assigned to the obligor grade or pool";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;020;20016;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Original exposure conversion factors";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"999";"Obligor Grade";"Original exposure conversion factors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;030;20016;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Original exposure conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"999";"Obligor Grade";"Original exposure conversion factors#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;040;20016;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;050;20016;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x18,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;060;20016;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;070;20016;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;080;20016;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;090;20016;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"999";"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;100;20016;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"999";"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;110;20016;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"999";"Obligor Grade";"Exposure value";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;120;20016;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"999";"Obligor Grade";"Exposure value#Of which: off balance sheet items";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x309,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;130;20016;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"999";"Obligor Grade";"Exposure value#Of which: arising from counterparty credit risk";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;140;20016;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"999";"Obligor Grade";"Exposure value#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;150;20016;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used:";"Guarantees";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used:#Guarantees";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;160;20016;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used:";"Credit derivatives";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used:#Credit derivatives";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;170;20016;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of lgd's are used:";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of lgd's are used:";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;180;20016;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;190;20016;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;200;20016;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;210;20016;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;220;20016;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"999";"Obligor Grade";"Subject to double default treatment#Unfunded credit protection";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;230;20016;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"999";"Obligor Grade";"Exposure weighted average lgd (%)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;240;20016;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"999";"Obligor Grade";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;250;20016;integerItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"999";"Obligor Grade";"Exposure-weighted average maturity value (days)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;255;20016;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"999";"Obligor Grade";"Risk weighted exposure amount pre SME-supporting factor";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;260;20016;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"999";"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;270;20016;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"999";"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;280;20016;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"999";"Obligor Grade";"Memorandum items:#Expected loss amount";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;290;20016;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"999";"Obligor Grade";"Memorandum items:#(-) value adjustments and provisions";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;300;20016;integerItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"999";"Obligor Grade";"Memorandum items:#Number of obligors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;010;20017;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Internal rating System - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"999";"Obligor Grade";"Internal rating System - PD assigned to the obligor grade or pool";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;020;20017;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Original exposure conversion factors";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"999";"Obligor Grade";"Original exposure conversion factors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;030;20017;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Original exposure conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"999";"Obligor Grade";"Original exposure conversion factors#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;040;20017;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;050;20017;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x18,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;060;20017;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;070;20017;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;080;20017;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;090;20017;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"999";"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;100;20017;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"999";"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;110;20017;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"999";"Obligor Grade";"Exposure value";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;120;20017;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"999";"Obligor Grade";"Exposure value#Of which: off balance sheet items";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;130;20017;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"999";"Obligor Grade";"Exposure value#Of which: arising from counterparty credit risk";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;140;20017;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"999";"Obligor Grade";"Exposure value#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;150;20017;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used:";"Guarantees";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used:#Guarantees";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;160;20017;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used:";"Credit derivatives";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used:#Credit derivatives";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;170;20017;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of lgd's are used:";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of lgd's are used:";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;180;20017;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;190;20017;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;200;20017;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;210;20017;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;220;20017;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"999";"Obligor Grade";"Subject to double default treatment#Unfunded credit protection";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;230;20017;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"999";"Obligor Grade";"Exposure weighted average lgd (%)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;240;20017;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"999";"Obligor Grade";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;250;20017;integerItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"999";"Obligor Grade";"Exposure-weighted average maturity value (days)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;255;20017;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"999";"Obligor Grade";"Risk weighted exposure amount pre SME-supporting factor";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;260;20017;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"999";"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;270;20017;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"999";"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;280;20017;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"999";"Obligor Grade";"Memorandum items:#Expected loss amount";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;290;20017;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"999";"Obligor Grade";"Memorandum items:#(-) value adjustments and provisions";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;300;20017;integerItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"999";"Obligor Grade";"Memorandum items:#Number of obligors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;010;20018;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Internal rating System - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"999";"Obligor Grade";"Internal rating System - PD assigned to the obligor grade or pool";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;020;20018;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Original exposure conversion factors";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"999";"Obligor Grade";"Original exposure conversion factors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;030;20018;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Original exposure conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"999";"Obligor Grade";"Original exposure conversion factors#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;040;20018;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;050;20018;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x18,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;060;20018;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;070;20018;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;080;20018;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;090;20018;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"999";"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;100;20018;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"999";"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;110;20018;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"999";"Obligor Grade";"Exposure value";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;120;20018;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"999";"Obligor Grade";"Exposure value#Of which: off balance sheet items";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;130;20018;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"999";"Obligor Grade";"Exposure value#Of which: arising from counterparty credit risk";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;140;20018;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"999";"Obligor Grade";"Exposure value#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;150;20018;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used:";"Guarantees";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used:#Guarantees";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;160;20018;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used:";"Credit derivatives";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used:#Credit derivatives";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;170;20018;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of lgd's are used:";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of lgd's are used:";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;180;20018;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;190;20018;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;200;20018;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;210;20018;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;220;20018;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"999";"Obligor Grade";"Subject to double default treatment#Unfunded credit protection";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;230;20018;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"999";"Obligor Grade";"Exposure weighted average lgd (%)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;240;20018;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"999";"Obligor Grade";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;250;20018;integerItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"999";"Obligor Grade";"Exposure-weighted average maturity value (days)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;255;20018;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"999";"Obligor Grade";"Risk weighted exposure amount pre SME-supporting factor";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;260;20018;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"999";"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;270;20018;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"999";"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;280;20018;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"999";"Obligor Grade";"Memorandum items:#Expected loss amount";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;290;20018;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"999";"Obligor Grade";"Memorandum items:#(-) value adjustments and provisions";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;300;20018;integerItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"999";"Obligor Grade";"Memorandum items:#Number of obligors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;010;20019;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Internal rating System - PD assigned to the obligor grade or pool";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"999";"Obligor Grade";"Internal rating System - PD assigned to the obligor grade or pool";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;020;20019;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Original exposure conversion factors";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"999";"Obligor Grade";"Original exposure conversion factors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;030;20019;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Original exposure conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"999";"Obligor Grade";"Original exposure conversion factors#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x22,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;040;20019;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x3,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;050;20019;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x18,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;060;20019;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;070;20019;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;080;20019;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;090;20019;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"999";"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;100;20019;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"999";"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;110;20019;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"999";"Obligor Grade";"Exposure value";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;120;20019;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"999";"Obligor Grade";"Exposure value#Of which: off balance sheet items";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x309,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;130;20019;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"999";"Obligor Grade";"Exposure value#Of which: arising from counterparty credit risk";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;140;20019;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"999";"Obligor Grade";"Exposure value#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x21,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;150;20019;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used:";"Guarantees";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used:#Guarantees";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x2,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;160;20019;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used:";"Credit derivatives";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used:#Credit derivatives";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x24,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;170;20019;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of lgd's are used:";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of lgd's are used:";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x12,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;180;20019;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x31,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;190;20019;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x30,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;200;20019;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x32,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;210;20019;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x5,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;220;20019;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"999";"Obligor Grade";"Subject to double default treatment#Unfunded credit protection";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;230;20019;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure weighted average lgd (%)";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"999";"Obligor Grade";"Exposure weighted average lgd (%)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;240;20019;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"999";"Obligor Grade";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;250;20019;integerItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"999";"Obligor Grade";"Exposure-weighted average maturity value (days)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;255;20019;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"999";"Obligor Grade";"Risk weighted exposure amount pre SME-supporting factor";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;260;20019;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"999";"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;270;20019;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"999";"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;280;20019;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"999";"Obligor Grade";"Memorandum items:#Expected loss amount";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;290;20019;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"999";"Obligor Grade";"Memorandum items:#(-) value adjustments and provisions";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;300;20019;integerItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Memorandum items:";"Number of obligors";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"999";"Obligor Grade";"Memorandum items:#Number of obligors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;010;20020;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Internal rating System - PD assigned to the obligor grade or pool";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"999";"Obligor Grade";"Internal rating System - PD assigned to the obligor grade or pool";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;020;20020;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Original exposure conversion factors";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"999";"Obligor Grade";"Original exposure conversion factors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;030;20020;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Original exposure conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"999";"Obligor Grade";"Original exposure conversion factors#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;040;20020;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;050;20020;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x18,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;060;20020;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;070;20020;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;080;20020;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;090;20020;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"999";"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;100;20020;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"999";"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;110;20020;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"999";"Obligor Grade";"Exposure value";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;120;20020;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"999";"Obligor Grade";"Exposure value#Of which: off balance sheet items";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x309,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;130;20020;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"999";"Obligor Grade";"Exposure value#Of which: arising from counterparty credit risk";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;140;20020;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"999";"Obligor Grade";"Exposure value#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;150;20020;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used:";"Guarantees";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used:#Guarantees";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;160;20020;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used:";"Credit derivatives";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used:#Credit derivatives";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;170;20020;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of lgd's are used:";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of lgd's are used:";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;180;20020;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;190;20020;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;200;20020;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;210;20020;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;220;20020;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"999";"Obligor Grade";"Subject to double default treatment#Unfunded credit protection";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;230;20020;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure weighted average lgd (%)";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"999";"Obligor Grade";"Exposure weighted average lgd (%)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;240;20020;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"999";"Obligor Grade";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;250;20020;integerItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"999";"Obligor Grade";"Exposure-weighted average maturity value (days)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;255;20020;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"999";"Obligor Grade";"Risk weighted exposure amount pre SME-supporting factor";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;260;20020;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"999";"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;270;20020;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"999";"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;280;20020;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"999";"Obligor Grade";"Memorandum items:#Expected loss amount";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;290;20020;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"999";"Obligor Grade";"Memorandum items:#(-) value adjustments and provisions";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;300;20020;integerItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Memorandum items:";"Number of obligors";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"999";"Obligor Grade";"Memorandum items:#Number of obligors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;010;20021;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Internal rating System - PD assigned to the obligor grade or pool";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"999";"Obligor Grade";"Internal rating System - PD assigned to the obligor grade or pool";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;020;20021;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Original exposure conversion factors";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"999";"Obligor Grade";"Original exposure conversion factors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;030;20021;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Original exposure conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"999";"Obligor Grade";"Original exposure conversion factors#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;040;20021;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;050;20021;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x18,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;060;20021;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;070;20021;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;080;20021;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;090;20021;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"999";"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x246,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;100;20021;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"999";"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;110;20021;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"999";"Obligor Grade";"Exposure value";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x246,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;120;20021;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"999";"Obligor Grade";"Exposure value#Of which: off balance sheet items";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x309,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;130;20021;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"999";"Obligor Grade";"Exposure value#Of which: arising from counterparty credit risk";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;140;20021;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"999";"Obligor Grade";"Exposure value#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;150;20021;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used:";"Guarantees";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used:#Guarantees";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;160;20021;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used:";"Credit derivatives";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used:#Credit derivatives";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;170;20021;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of lgd's are used:";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of lgd's are used:";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;180;20021;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;190;20021;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;200;20021;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;210;20021;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;220;20021;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"999";"Obligor Grade";"Subject to double default treatment#Unfunded credit protection";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;230;20021;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure weighted average lgd (%)";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"999";"Obligor Grade";"Exposure weighted average lgd (%)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;240;20021;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"999";"Obligor Grade";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;250;20021;integerItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"999";"Obligor Grade";"Exposure-weighted average maturity value (days)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;255;20021;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"999";"Obligor Grade";"Risk weighted exposure amount pre SME-supporting factor";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;260;20021;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"999";"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;270;20021;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"999";"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;280;20021;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"999";"Obligor Grade";"Memorandum items:#Expected loss amount";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;290;20021;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"999";"Obligor Grade";"Memorandum items:#(-) value adjustments and provisions";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;300;20021;integerItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Memorandum items:";"Number of obligors";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"999";"Obligor Grade";"Memorandum items:#Number of obligors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;010;20022;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Internal rating System - PD assigned to the obligor grade or pool";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"999";"Obligor Grade";"Internal rating System - PD assigned to the obligor grade or pool";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;020;20022;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Original exposure conversion factors";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"999";"Obligor Grade";"Original exposure conversion factors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;030;20022;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Original exposure conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"999";"Obligor Grade";"Original exposure conversion factors#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x22,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;040;20022;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x3,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;050;20022;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x18,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;060;20022;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;070;20022;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;080;20022;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;090;20022;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"999";"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;100;20022;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"999";"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;110;20022;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"999";"Obligor Grade";"Exposure value";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;120;20022;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"999";"Obligor Grade";"Exposure value#Of which: off balance sheet items";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x309,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;130;20022;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"999";"Obligor Grade";"Exposure value#Of which: arising from counterparty credit risk";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;140;20022;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"999";"Obligor Grade";"Exposure value#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x21,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;150;20022;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used:";"Guarantees";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used:#Guarantees";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x2,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;160;20022;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used:";"Credit derivatives";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used:#Credit derivatives";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x24,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;170;20022;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of lgd's are used:";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of lgd's are used:";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x12,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;180;20022;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x31,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;190;20022;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x30,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;200;20022;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x32,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;210;20022;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x5,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;220;20022;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"999";"Obligor Grade";"Subject to double default treatment#Unfunded credit protection";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;230;20022;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure weighted average lgd (%)";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"999";"Obligor Grade";"Exposure weighted average lgd (%)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;240;20022;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"999";"Obligor Grade";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;250;20022;integerItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"999";"Obligor Grade";"Exposure-weighted average maturity value (days)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;255;20022;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"999";"Obligor Grade";"Risk weighted exposure amount pre SME-supporting factor";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;260;20022;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"999";"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;270;20022;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"999";"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;280;20022;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"999";"Obligor Grade";"Memorandum items:#Expected loss amount";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;290;20022;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"999";"Obligor Grade";"Memorandum items:#(-) value adjustments and provisions";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;300;20022;integerItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Memorandum items:";"Number of obligors";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"999";"Obligor Grade";"Memorandum items:#Number of obligors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;010;20023;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Internal rating System - PD assigned to the obligor grade or pool";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"999";"Obligor Grade";"Internal rating System - PD assigned to the obligor grade or pool";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;020;20023;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Original exposure conversion factors";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"999";"Obligor Grade";"Original exposure conversion factors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;030;20023;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Original exposure conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"999";"Obligor Grade";"Original exposure conversion factors#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;040;20023;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;050;20023;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x18,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;060;20023;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;070;20023;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;080;20023;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;090;20023;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"999";"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;100;20023;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"999";"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;110;20023;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"999";"Obligor Grade";"Exposure value";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;120;20023;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"999";"Obligor Grade";"Exposure value#Of which: off balance sheet items";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x309,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;130;20023;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"999";"Obligor Grade";"Exposure value#Of which: arising from counterparty credit risk";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;140;20023;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"999";"Obligor Grade";"Exposure value#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;150;20023;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used:";"Guarantees";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used:#Guarantees";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;160;20023;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used:";"Credit derivatives";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used:#Credit derivatives";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;170;20023;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of lgd's are used:";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of lgd's are used:";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;180;20023;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;190;20023;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;200;20023;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;210;20023;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;220;20023;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"999";"Obligor Grade";"Subject to double default treatment#Unfunded credit protection";True;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:AL,CPS=eba_CT:x15,ECB=eba_EC:x21,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;040;020;1754;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Multilateral Development Banks";"Exposures in default";;;;;;;;;;"ALBANIA (1754)";"040";"Multilateral Development Banks";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:AL,CPS=eba_CT:x15,ECB=eba_EC:x21,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;040;040;1754;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Multilateral Development Banks";"Observed new defaults for the period";;;;;;;;;;"ALBANIA (1754)";"040";"Multilateral Development Banks";"Observed new defaults for the period";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:AL,CPS=eba_CT:x13,ECB=eba_EC:x20,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;050;070;1754;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"International Organisations";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"ALBANIA (1754)";"050";"International Organisations";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:AL,CPS=eba_CT:x6,ECB=eba_EC:x19,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;060;020;1754;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Institutions";"Exposures in default";;;;;;;;;;"ALBANIA (1754)";"060";"Institutions";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:AL,CPS=eba_CT:x6,ECB=eba_EC:x19,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;060;040;1754;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Institutions";"Observed new defaults for the period";;;;;;;;;;"ALBANIA (1754)";"060";"Institutions";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:AL,CPS=eba_CT:x6,ECB=eba_EC:x19,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;060;070;1754;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Institutions";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"ALBANIA (1754)";"060";"Institutions";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:AL,CPS=eba_CT:x51,ECB=eba_EC:x17,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;070;020;1754;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Corporates";"Exposures in default";;;;;;;;;;"ALBANIA (1754)";"070";"Corporates";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:AL,CPS=eba_CT:x51,ECB=eba_EC:x17,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;070;040;1754;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Corporates";"Observed new defaults for the period";;;;;;;;;;"ALBANIA (1754)";"070";"Corporates";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:AL,CPS=eba_CT:x51,ECB=eba_EC:x17,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;070;070;1754;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Corporates";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"ALBANIA (1754)";"070";"Corporates";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:AL,CPS=eba_CT:x51,CPZ=eba_CT:x23,ECB=eba_EC:x17,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;075;020;1754;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Exposures in default";;;;;;;;;;"ALBANIA (1754)";"075";"Of which: SME";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:AL,CPS=eba_CT:x51,CPZ=eba_CT:x23,ECB=eba_EC:x17,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;075;040;1754;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Observed new defaults for the period";;;;;;;;;;"ALBANIA (1754)";"075";"Of which: SME";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:AL,CPS=eba_CT:x51,CPZ=eba_CT:x23,ECB=eba_EC:x17,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;075;070;1754;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"ALBANIA (1754)";"075";"Of which: SME";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:AL,CPS=eba_CT:x22,ECB=eba_EC:x26,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;080;020;1754;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Retail";"Exposures in default";;;;;;;;;;"ALBANIA (1754)";"080";"Retail";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:AL,CPS=eba_CT:x22,ECB=eba_EC:x26,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;080;040;1754;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Retail";"Observed new defaults for the period";;;;;;;;;;"ALBANIA (1754)";"080";"Retail";"Observed new defaults for the period";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:AL,ECB=eba_EC:x15,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;090;020;1754;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Secured by mortgages on immovable property";"Exposures in default";;;;;;;;;;"ALBANIA (1754)";"090";"Secured by mortgages on immovable property";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:AL,ECB=eba_EC:x15,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;090;040;1754;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Secured by mortgages on immovable property";"Observed new defaults for the period";;;;;;;;;;"ALBANIA (1754)";"090";"Secured by mortgages on immovable property";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:AL,ECB=eba_EC:x15,MCY=eba_MC:x393,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;090;070;1754;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Secured by mortgages on immovable property";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"ALBANIA (1754)";"090";"Secured by mortgages on immovable property";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:AL,CPZ=eba_CT:x23,ECB=eba_EC:x15,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;095;040;1754;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Observed new defaults for the period";;;;;;;;;;"ALBANIA (1754)";"095";"Of which: SME";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:AL,CPZ=eba_CT:x23,ECB=eba_EC:x15,MCY=eba_MC:x393,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;095;070;1754;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"ALBANIA (1754)";"095";"Of which: SME";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:AL,ECB=eba_EC:x24,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;110;020;1754;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Items associated with particularly high risk";"Exposures in default";;;;;;;;;;"ALBANIA (1754)";"110";"Items associated with particularly high risk";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:AL,ECB=eba_EC:x24,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;110;040;1754;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Items associated with particularly high risk";"Observed new defaults for the period";;;;;;;;;;"ALBANIA (1754)";"110";"Items associated with particularly high risk";"Observed new defaults for the period";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:AL,ECB=eba_EC:x13,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;020;1754;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Exposures in default";;;;;;;;;;"ALBANIA (1754)";"120";"Covered bonds";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:AL,ECB=eba_EC:x13,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;040;1754;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Observed new defaults for the period";;;;;;;;;;"ALBANIA (1754)";"120";"Covered bonds";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:AL,ECB=eba_EC:x13,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;070;1754;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"ALBANIA (1754)";"120";"Covered bonds";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:AL,ECB=eba_EC:x18,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;130;020;1754;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims on institutions and corporate with a short-term credit assessment";"Exposures in default";;;;;;;;;;"ALBANIA (1754)";"130";"Claims on institutions and corporate with a short-term credit assessment";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:AL,ECB=eba_EC:x18,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;130;040;1754;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims on institutions and corporate with a short-term credit assessment";"Observed new defaults for the period";;;;;;;;;;"ALBANIA (1754)";"130";"Claims on institutions and corporate with a short-term credit assessment";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:AL,ECB=eba_EC:x18,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;130;070;1754;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims on institutions and corporate with a short-term credit assessment";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"ALBANIA (1754)";"130";"Claims on institutions and corporate with a short-term credit assessment";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:AL,ECB=eba_EC:x14,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;140;020;1754;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims in the form of CIU";"Exposures in default";;;;;;;;;;"ALBANIA (1754)";"140";"Claims in the form of CIU";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:AL,ECB=eba_EC:x14,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;140;040;1754;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims in the form of CIU";"Observed new defaults for the period";;;;;;;;;;"ALBANIA (1754)";"140";"Claims in the form of CIU";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:AL,ECB=eba_EC:x14,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;140;070;1754;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims in the form of CIU";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"ALBANIA (1754)";"140";"Claims in the form of CIU";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:AL,ECB=eba_EC:x1,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;150;020;1754;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Equity exposures";"Exposures in default";;;;;;;;;;"ALBANIA (1754)";"150";"Equity exposures";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:AL,ECB=eba_EC:x1,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;150;040;1754;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Equity exposures";"Observed new defaults for the period";;;;;;;;;;"ALBANIA (1754)";"150";"Equity exposures";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:AL,ECB=eba_EC:x1,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;150;070;1754;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Equity exposures";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"ALBANIA (1754)";"150";"Equity exposures";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:AL,ECB=eba_EC:x25,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;160;020;1754;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Other exposures";"Exposures in default";;;;;;;;;;"ALBANIA (1754)";"160";"Other exposures";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:AL,ECB=eba_EC:x25,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;160;040;1754;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Other exposures";"Observed new defaults for the period";;;;;;;;;;"ALBANIA (1754)";"160";"Other exposures";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:AL,ECB=eba_EC:x25,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;160;070;1754;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Other exposures";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"ALBANIA (1754)";"160";"Other exposures";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:AL,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;170;020;1754;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Total exposures";"Exposures in default";;;;;;;;;;"ALBANIA (1754)";"170";"Total exposures";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:AL,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;170;040;1754;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Total exposures";"Observed new defaults for the period";;;;;;;;;;"ALBANIA (1754)";"170";"Total exposures";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:AL,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;170;070;1754;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Total exposures";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"ALBANIA (1754)";"170";"Total exposures";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:AT,CPS=eba_CT:x2,ECB=eba_EC:x16,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;010;020;1755;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Central governments or central banks";"Exposures in default";;;;;;;;;;"AUSTRIA (1755)";"010";"Central governments or central banks";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:AT,CPS=eba_CT:x2,ECB=eba_EC:x16,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;010;040;1755;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Central governments or central banks";"Observed new defaults for the period";;;;;;;;;;"AUSTRIA (1755)";"010";"Central governments or central banks";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:AT,CPS=eba_CT:x2,ECB=eba_EC:x16,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;010;070;1755;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Central governments or central banks";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"AUSTRIA (1755)";"010";"Central governments or central banks";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:AT,CPS=eba_CT:x16,ECB=eba_EC:x23,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;020;020;1755;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Regional governments or local authorities";"Exposures in default";;;;;;;;;;"AUSTRIA (1755)";"020";"Regional governments or local authorities";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:AT,CPS=eba_CT:x16,ECB=eba_EC:x23,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;020;040;1755;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Regional governments or local authorities";"Observed new defaults for the period";;;;;;;;;;"AUSTRIA (1755)";"020";"Regional governments or local authorities";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:AT,CPS=eba_CT:x16,ECB=eba_EC:x23,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;020;070;1755;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Regional governments or local authorities";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"AUSTRIA (1755)";"020";"Regional governments or local authorities";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:AT,CPS=eba_CT:x19,ECB=eba_EC:x22,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;030;020;1755;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Public sector entities";"Exposures in default";;;;;;;;;;"AUSTRIA (1755)";"030";"Public sector entities";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:AT,CPS=eba_CT:x19,ECB=eba_EC:x22,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;030;040;1755;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Public sector entities";"Observed new defaults for the period";;;;;;;;;;"AUSTRIA (1755)";"030";"Public sector entities";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:AT,CPS=eba_CT:x19,ECB=eba_EC:x22,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;030;070;1755;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Public sector entities";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"AUSTRIA (1755)";"030";"Public sector entities";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:AT,CPS=eba_CT:x15,ECB=eba_EC:x21,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;040;020;1755;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Multilateral Development Banks";"Exposures in default";;;;;;;;;;"AUSTRIA (1755)";"040";"Multilateral Development Banks";"Exposures in default";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:AT,CPS=eba_CT:x51,ECB=eba_EC:x17,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;070;020;1755;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Corporates";"Exposures in default";;;;;;;;;;"AUSTRIA (1755)";"070";"Corporates";"Exposures in default";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:AT,ECB=eba_EC:x24,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;110;040;1755;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Items associated with particularly high risk";"Observed new defaults for the period";;;;;;;;;;"AUSTRIA (1755)";"110";"Items associated with particularly high risk";"Observed new defaults for the period";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:AT,ECB=eba_EC:x13,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;020;1755;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Exposures in default";;;;;;;;;;"AUSTRIA (1755)";"120";"Covered bonds";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:AT,ECB=eba_EC:x13,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;040;1755;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Observed new defaults for the period";;;;;;;;;;"AUSTRIA (1755)";"120";"Covered bonds";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:AT,ECB=eba_EC:x13,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;070;1755;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"AUSTRIA (1755)";"120";"Covered bonds";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:AT,ECB=eba_EC:x18,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;130;020;1755;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims on institutions and corporate with a short-term credit assessment";"Exposures in default";;;;;;;;;;"AUSTRIA (1755)";"130";"Claims on institutions and corporate with a short-term credit assessment";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:AT,ECB=eba_EC:x18,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;130;040;1755;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims on institutions and corporate with a short-term credit assessment";"Observed new defaults for the period";;;;;;;;;;"AUSTRIA (1755)";"130";"Claims on institutions and corporate with a short-term credit assessment";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:AT,ECB=eba_EC:x18,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;130;070;1755;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims on institutions and corporate with a short-term credit assessment";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"AUSTRIA (1755)";"130";"Claims on institutions and corporate with a short-term credit assessment";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:AT,ECB=eba_EC:x14,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;140;020;1755;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims in the form of CIU";"Exposures in default";;;;;;;;;;"AUSTRIA (1755)";"140";"Claims in the form of CIU";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:AT,ECB=eba_EC:x14,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;140;040;1755;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims in the form of CIU";"Observed new defaults for the period";;;;;;;;;;"AUSTRIA (1755)";"140";"Claims in the form of CIU";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:AT,ECB=eba_EC:x14,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;140;070;1755;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims in the form of CIU";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"AUSTRIA (1755)";"140";"Claims in the form of CIU";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:AT,ECB=eba_EC:x1,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;150;020;1755;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Equity exposures";"Exposures in default";;;;;;;;;;"AUSTRIA (1755)";"150";"Equity exposures";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:AT,ECB=eba_EC:x1,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;150;040;1755;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Equity exposures";"Observed new defaults for the period";;;;;;;;;;"AUSTRIA (1755)";"150";"Equity exposures";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:AT,ECB=eba_EC:x1,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;150;070;1755;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Equity exposures";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"AUSTRIA (1755)";"150";"Equity exposures";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:AT,ECB=eba_EC:x25,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;160;020;1755;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Other exposures";"Exposures in default";;;;;;;;;;"AUSTRIA (1755)";"160";"Other exposures";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:AT,ECB=eba_EC:x25,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;160;040;1755;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Other exposures";"Observed new defaults for the period";;;;;;;;;;"AUSTRIA (1755)";"160";"Other exposures";"Observed new defaults for the period";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:AT,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;170;020;1755;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Total exposures";"Exposures in default";;;;;;;;;;"AUSTRIA (1755)";"170";"Total exposures";"Exposures in default";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:BE,CPS=eba_CT:x2,ECB=eba_EC:x16,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;010;020;1756;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Central governments or central banks";"Exposures in default";;;;;;;;;;"BELGIUM (1756)";"010";"Central governments or central banks";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:BE,CPS=eba_CT:x2,ECB=eba_EC:x16,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;010;040;1756;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Central governments or central banks";"Observed new defaults for the period";;;;;;;;;;"BELGIUM (1756)";"010";"Central governments or central banks";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:BE,CPS=eba_CT:x2,ECB=eba_EC:x16,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;010;070;1756;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Central governments or central banks";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"BELGIUM (1756)";"010";"Central governments or central banks";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:BE,CPS=eba_CT:x16,ECB=eba_EC:x23,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;020;020;1756;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Regional governments or local authorities";"Exposures in default";;;;;;;;;;"BELGIUM (1756)";"020";"Regional governments or local authorities";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:BE,CPS=eba_CT:x16,ECB=eba_EC:x23,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;020;040;1756;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Regional governments or local authorities";"Observed new defaults for the period";;;;;;;;;;"BELGIUM (1756)";"020";"Regional governments or local authorities";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:BE,CPS=eba_CT:x16,ECB=eba_EC:x23,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;020;070;1756;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Regional governments or local authorities";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"BELGIUM (1756)";"020";"Regional governments or local authorities";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:BE,CPS=eba_CT:x19,ECB=eba_EC:x22,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;030;020;1756;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Public sector entities";"Exposures in default";;;;;;;;;;"BELGIUM (1756)";"030";"Public sector entities";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:BE,CPS=eba_CT:x19,ECB=eba_EC:x22,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;030;040;1756;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Public sector entities";"Observed new defaults for the period";;;;;;;;;;"BELGIUM (1756)";"030";"Public sector entities";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:BE,CPS=eba_CT:x19,ECB=eba_EC:x22,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;030;070;1756;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Public sector entities";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"BELGIUM (1756)";"030";"Public sector entities";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:BE,CPS=eba_CT:x15,ECB=eba_EC:x21,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;040;020;1756;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Multilateral Development Banks";"Exposures in default";;;;;;;;;;"BELGIUM (1756)";"040";"Multilateral Development Banks";"Exposures in default";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:BE,CPS=eba_CT:x6,ECB=eba_EC:x19,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;060;020;1756;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Institutions";"Exposures in default";;;;;;;;;;"BELGIUM (1756)";"060";"Institutions";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:BE,CPS=eba_CT:x6,ECB=eba_EC:x19,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;060;040;1756;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Institutions";"Observed new defaults for the period";;;;;;;;;;"BELGIUM (1756)";"060";"Institutions";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:BE,CPS=eba_CT:x6,ECB=eba_EC:x19,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;060;070;1756;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Institutions";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"BELGIUM (1756)";"060";"Institutions";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:BE,CPS=eba_CT:x51,ECB=eba_EC:x17,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;070;020;1756;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Corporates";"Exposures in default";;;;;;;;;;"BELGIUM (1756)";"070";"Corporates";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:BE,CPS=eba_CT:x51,ECB=eba_EC:x17,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;070;040;1756;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Corporates";"Observed new defaults for the period";;;;;;;;;;"BELGIUM (1756)";"070";"Corporates";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:BE,CPS=eba_CT:x51,ECB=eba_EC:x17,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;070;070;1756;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Corporates";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"BELGIUM (1756)";"070";"Corporates";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:BE,CPS=eba_CT:x51,CPZ=eba_CT:x23,ECB=eba_EC:x17,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;075;040;1756;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Observed new defaults for the period";;;;;;;;;;"BELGIUM (1756)";"075";"Of which: SME";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:BE,CPS=eba_CT:x51,CPZ=eba_CT:x23,ECB=eba_EC:x17,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;075;070;1756;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"BELGIUM (1756)";"075";"Of which: SME";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:BE,CPS=eba_CT:x22,ECB=eba_EC:x26,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;080;020;1756;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Retail";"Exposures in default";;;;;;;;;;"BELGIUM (1756)";"080";"Retail";"Exposures in default";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:BE,ECB=eba_EC:x15,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;090;020;1756;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Secured by mortgages on immovable property";"Exposures in default";;;;;;;;;;"BELGIUM (1756)";"090";"Secured by mortgages on immovable property";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:BE,ECB=eba_EC:x15,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;090;040;1756;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Secured by mortgages on immovable property";"Observed new defaults for the period";;;;;;;;;;"BELGIUM (1756)";"090";"Secured by mortgages on immovable property";"Observed new defaults for the period";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:BE,ECB=eba_EC:x24,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;110;020;1756;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Items associated with particularly high risk";"Exposures in default";;;;;;;;;;"BELGIUM (1756)";"110";"Items associated with particularly high risk";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:BE,ECB=eba_EC:x24,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;110;040;1756;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Items associated with particularly high risk";"Observed new defaults for the period";;;;;;;;;;"BELGIUM (1756)";"110";"Items associated with particularly high risk";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:BE,ECB=eba_EC:x24,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;110;070;1756;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Items associated with particularly high risk";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"BELGIUM (1756)";"110";"Items associated with particularly high risk";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:BE,ECB=eba_EC:x13,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;020;1756;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Exposures in default";;;;;;;;;;"BELGIUM (1756)";"120";"Covered bonds";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:BE,ECB=eba_EC:x13,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;040;1756;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Observed new defaults for the period";;;;;;;;;;"BELGIUM (1756)";"120";"Covered bonds";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:BE,ECB=eba_EC:x13,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;070;1756;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"BELGIUM (1756)";"120";"Covered bonds";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:BE,ECB=eba_EC:x18,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;130;020;1756;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims on institutions and corporate with a short-term credit assessment";"Exposures in default";;;;;;;;;;"BELGIUM (1756)";"130";"Claims on institutions and corporate with a short-term credit assessment";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:BE,ECB=eba_EC:x18,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;130;040;1756;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims on institutions and corporate with a short-term credit assessment";"Observed new defaults for the period";;;;;;;;;;"BELGIUM (1756)";"130";"Claims on institutions and corporate with a short-term credit assessment";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:BE,ECB=eba_EC:x18,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;130;070;1756;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims on institutions and corporate with a short-term credit assessment";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"BELGIUM (1756)";"130";"Claims on institutions and corporate with a short-term credit assessment";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:BE,ECB=eba_EC:x14,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;140;020;1756;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims in the form of CIU";"Exposures in default";;;;;;;;;;"BELGIUM (1756)";"140";"Claims in the form of CIU";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:BE,ECB=eba_EC:x14,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;140;040;1756;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims in the form of CIU";"Observed new defaults for the period";;;;;;;;;;"BELGIUM (1756)";"140";"Claims in the form of CIU";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:BE,ECB=eba_EC:x14,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;140;070;1756;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims in the form of CIU";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"BELGIUM (1756)";"140";"Claims in the form of CIU";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:BE,ECB=eba_EC:x1,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;150;020;1756;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Equity exposures";"Exposures in default";;;;;;;;;;"BELGIUM (1756)";"150";"Equity exposures";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:BE,ECB=eba_EC:x1,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;150;040;1756;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Equity exposures";"Observed new defaults for the period";;;;;;;;;;"BELGIUM (1756)";"150";"Equity exposures";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:BE,ECB=eba_EC:x1,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;150;070;1756;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Equity exposures";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"BELGIUM (1756)";"150";"Equity exposures";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:BE,ECB=eba_EC:x25,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;160;020;1756;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Other exposures";"Exposures in default";;;;;;;;;;"BELGIUM (1756)";"160";"Other exposures";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:BE,ECB=eba_EC:x25,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;160;040;1756;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Other exposures";"Observed new defaults for the period";;;;;;;;;;"BELGIUM (1756)";"160";"Other exposures";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:BE,ECB=eba_EC:x25,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;160;070;1756;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Other exposures";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"BELGIUM (1756)";"160";"Other exposures";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:BE,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;170;020;1756;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Total exposures";"Exposures in default";;;;;;;;;;"BELGIUM (1756)";"170";"Total exposures";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:BE,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;170;040;1756;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Total exposures";"Observed new defaults for the period";;;;;;;;;;"BELGIUM (1756)";"170";"Total exposures";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:BE,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;170;070;1756;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Total exposures";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"BELGIUM (1756)";"170";"Total exposures";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:BG,CPS=eba_CT:x2,ECB=eba_EC:x16,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;010;020;1757;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Central governments or central banks";"Exposures in default";;;;;;;;;;"BULGARIA (1757)";"010";"Central governments or central banks";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:BG,CPS=eba_CT:x2,ECB=eba_EC:x16,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;010;040;1757;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Central governments or central banks";"Observed new defaults for the period";;;;;;;;;;"BULGARIA (1757)";"010";"Central governments or central banks";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:BG,CPS=eba_CT:x2,ECB=eba_EC:x16,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;010;070;1757;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Central governments or central banks";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"BULGARIA (1757)";"010";"Central governments or central banks";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:BG,CPS=eba_CT:x16,ECB=eba_EC:x23,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;020;020;1757;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Regional governments or local authorities";"Exposures in default";;;;;;;;;;"BULGARIA (1757)";"020";"Regional governments or local authorities";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:BG,CPS=eba_CT:x16,ECB=eba_EC:x23,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;020;040;1757;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Regional governments or local authorities";"Observed new defaults for the period";;;;;;;;;;"BULGARIA (1757)";"020";"Regional governments or local authorities";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:BG,CPS=eba_CT:x16,ECB=eba_EC:x23,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;020;070;1757;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Regional governments or local authorities";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"BULGARIA (1757)";"020";"Regional governments or local authorities";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:BG,CPS=eba_CT:x19,ECB=eba_EC:x22,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;030;020;1757;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Public sector entities";"Exposures in default";;;;;;;;;;"BULGARIA (1757)";"030";"Public sector entities";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:BG,CPS=eba_CT:x19,ECB=eba_EC:x22,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;030;040;1757;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Public sector entities";"Observed new defaults for the period";;;;;;;;;;"BULGARIA (1757)";"030";"Public sector entities";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:BG,CPS=eba_CT:x19,ECB=eba_EC:x22,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;030;070;1757;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Public sector entities";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"BULGARIA (1757)";"030";"Public sector entities";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:BG,CPS=eba_CT:x15,ECB=eba_EC:x21,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;040;020;1757;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Multilateral Development Banks";"Exposures in default";;;;;;;;;;"BULGARIA (1757)";"040";"Multilateral Development Banks";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:BG,CPS=eba_CT:x15,ECB=eba_EC:x21,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;040;040;1757;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Multilateral Development Banks";"Observed new defaults for the period";;;;;;;;;;"BULGARIA (1757)";"040";"Multilateral Development Banks";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:BG,CPS=eba_CT:x15,ECB=eba_EC:x21,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;040;070;1757;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Multilateral Development Banks";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"BULGARIA (1757)";"040";"Multilateral Development Banks";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:BG,CPS=eba_CT:x13,ECB=eba_EC:x20,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;050;020;1757;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"International Organisations";"Exposures in default";;;;;;;;;;"BULGARIA (1757)";"050";"International Organisations";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:BG,CPS=eba_CT:x13,ECB=eba_EC:x20,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;050;040;1757;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"International Organisations";"Observed new defaults for the period";;;;;;;;;;"BULGARIA (1757)";"050";"International Organisations";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:BG,CPS=eba_CT:x13,ECB=eba_EC:x20,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;050;070;1757;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"International Organisations";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"BULGARIA (1757)";"050";"International Organisations";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:BG,CPS=eba_CT:x6,ECB=eba_EC:x19,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;060;020;1757;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Institutions";"Exposures in default";;;;;;;;;;"BULGARIA (1757)";"060";"Institutions";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:BG,CPS=eba_CT:x6,ECB=eba_EC:x19,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;060;040;1757;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Institutions";"Observed new defaults for the period";;;;;;;;;;"BULGARIA (1757)";"060";"Institutions";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:BG,CPS=eba_CT:x6,ECB=eba_EC:x19,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;060;070;1757;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Institutions";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"BULGARIA (1757)";"060";"Institutions";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:BG,CPS=eba_CT:x51,ECB=eba_EC:x17,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;070;020;1757;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Corporates";"Exposures in default";;;;;;;;;;"BULGARIA (1757)";"070";"Corporates";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:BG,CPS=eba_CT:x51,ECB=eba_EC:x17,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;070;040;1757;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Corporates";"Observed new defaults for the period";;;;;;;;;;"BULGARIA (1757)";"070";"Corporates";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:BG,CPS=eba_CT:x51,ECB=eba_EC:x17,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;070;070;1757;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Corporates";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"BULGARIA (1757)";"070";"Corporates";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:BG,CPS=eba_CT:x51,CPZ=eba_CT:x23,ECB=eba_EC:x17,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;075;020;1757;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Exposures in default";;;;;;;;;;"BULGARIA (1757)";"075";"Of which: SME";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:BG,CPS=eba_CT:x51,CPZ=eba_CT:x23,ECB=eba_EC:x17,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;075;040;1757;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Observed new defaults for the period";;;;;;;;;;"BULGARIA (1757)";"075";"Of which: SME";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:BG,CPS=eba_CT:x51,CPZ=eba_CT:x23,ECB=eba_EC:x17,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;075;070;1757;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"BULGARIA (1757)";"075";"Of which: SME";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:BG,CPS=eba_CT:x22,ECB=eba_EC:x26,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;080;020;1757;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Retail";"Exposures in default";;;;;;;;;;"BULGARIA (1757)";"080";"Retail";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:BG,CPS=eba_CT:x22,ECB=eba_EC:x26,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;080;040;1757;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Retail";"Observed new defaults for the period";;;;;;;;;;"BULGARIA (1757)";"080";"Retail";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:BG,CPS=eba_CT:x22,ECB=eba_EC:x26,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;080;070;1757;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Retail";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"BULGARIA (1757)";"080";"Retail";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:BG,CPS=eba_CT:x22,CPZ=eba_CT:x23,ECB=eba_EC:x26,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;085;040;1757;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Observed new defaults for the period";;;;;;;;;;"BULGARIA (1757)";"085";"Of which: SME";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:BG,CPS=eba_CT:x22,CPZ=eba_CT:x23,ECB=eba_EC:x26,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;085;070;1757;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"BULGARIA (1757)";"085";"Of which: SME";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:BG,ECB=eba_EC:x15,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;090;020;1757;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Secured by mortgages on immovable property";"Exposures in default";;;;;;;;;;"BULGARIA (1757)";"090";"Secured by mortgages on immovable property";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:BG,ECB=eba_EC:x15,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;090;040;1757;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Secured by mortgages on immovable property";"Observed new defaults for the period";;;;;;;;;;"BULGARIA (1757)";"090";"Secured by mortgages on immovable property";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:BG,ECB=eba_EC:x15,MCY=eba_MC:x393,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;090;070;1757;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Secured by mortgages on immovable property";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"BULGARIA (1757)";"090";"Secured by mortgages on immovable property";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:BG,CPZ=eba_CT:x23,ECB=eba_EC:x15,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;095;020;1757;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Exposures in default";;;;;;;;;;"BULGARIA (1757)";"095";"Of which: SME";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:BG,CPZ=eba_CT:x23,ECB=eba_EC:x15,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;095;040;1757;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Observed new defaults for the period";;;;;;;;;;"BULGARIA (1757)";"095";"Of which: SME";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:BG,CPZ=eba_CT:x23,ECB=eba_EC:x15,MCY=eba_MC:x393,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;095;070;1757;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"BULGARIA (1757)";"095";"Of which: SME";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:BG,ECB=eba_EC:x24,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;110;020;1757;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Items associated with particularly high risk";"Exposures in default";;;;;;;;;;"BULGARIA (1757)";"110";"Items associated with particularly high risk";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:BG,ECB=eba_EC:x24,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;110;040;1757;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Items associated with particularly high risk";"Observed new defaults for the period";;;;;;;;;;"BULGARIA (1757)";"110";"Items associated with particularly high risk";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:BG,ECB=eba_EC:x24,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;110;070;1757;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Items associated with particularly high risk";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"BULGARIA (1757)";"110";"Items associated with particularly high risk";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:BG,ECB=eba_EC:x13,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;020;1757;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Exposures in default";;;;;;;;;;"BULGARIA (1757)";"120";"Covered bonds";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:BG,ECB=eba_EC:x13,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;040;1757;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Observed new defaults for the period";;;;;;;;;;"BULGARIA (1757)";"120";"Covered bonds";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:BG,ECB=eba_EC:x13,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;070;1757;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"BULGARIA (1757)";"120";"Covered bonds";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:BG,ECB=eba_EC:x18,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;130;020;1757;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims on institutions and corporate with a short-term credit assessment";"Exposures in default";;;;;;;;;;"BULGARIA (1757)";"130";"Claims on institutions and corporate with a short-term credit assessment";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:BG,ECB=eba_EC:x18,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;130;040;1757;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims on institutions and corporate with a short-term credit assessment";"Observed new defaults for the period";;;;;;;;;;"BULGARIA (1757)";"130";"Claims on institutions and corporate with a short-term credit assessment";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:BG,ECB=eba_EC:x18,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;130;070;1757;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims on institutions and corporate with a short-term credit assessment";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"BULGARIA (1757)";"130";"Claims on institutions and corporate with a short-term credit assessment";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:BG,ECB=eba_EC:x14,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;140;020;1757;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims in the form of CIU";"Exposures in default";;;;;;;;;;"BULGARIA (1757)";"140";"Claims in the form of CIU";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:BG,ECB=eba_EC:x14,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;140;040;1757;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims in the form of CIU";"Observed new defaults for the period";;;;;;;;;;"BULGARIA (1757)";"140";"Claims in the form of CIU";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:BG,ECB=eba_EC:x14,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;140;070;1757;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims in the form of CIU";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"BULGARIA (1757)";"140";"Claims in the form of CIU";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:BG,ECB=eba_EC:x1,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;150;020;1757;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Equity exposures";"Exposures in default";;;;;;;;;;"BULGARIA (1757)";"150";"Equity exposures";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:BG,ECB=eba_EC:x1,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;150;040;1757;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Equity exposures";"Observed new defaults for the period";;;;;;;;;;"BULGARIA (1757)";"150";"Equity exposures";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:BG,ECB=eba_EC:x1,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;150;070;1757;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Equity exposures";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"BULGARIA (1757)";"150";"Equity exposures";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:BG,ECB=eba_EC:x25,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;160;020;1757;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Other exposures";"Exposures in default";;;;;;;;;;"BULGARIA (1757)";"160";"Other exposures";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:BG,ECB=eba_EC:x25,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;160;040;1757;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Other exposures";"Observed new defaults for the period";;;;;;;;;;"BULGARIA (1757)";"160";"Other exposures";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:BG,ECB=eba_EC:x25,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;160;070;1757;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Other exposures";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"BULGARIA (1757)";"160";"Other exposures";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:BG,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;170;020;1757;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Total exposures";"Exposures in default";;;;;;;;;;"BULGARIA (1757)";"170";"Total exposures";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:BG,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;170;040;1757;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Total exposures";"Observed new defaults for the period";;;;;;;;;;"BULGARIA (1757)";"170";"Total exposures";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:BG,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;170;070;1757;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Total exposures";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"BULGARIA (1757)";"170";"Total exposures";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:CY,CPS=eba_CT:x2,ECB=eba_EC:x16,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;010;020;1759;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Central governments or central banks";"Exposures in default";;;;;;;;;;"CYPRUS (1759)";"010";"Central governments or central banks";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:CY,CPS=eba_CT:x2,ECB=eba_EC:x16,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;010;040;1759;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Central governments or central banks";"Observed new defaults for the period";;;;;;;;;;"CYPRUS (1759)";"010";"Central governments or central banks";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:CY,CPS=eba_CT:x2,ECB=eba_EC:x16,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;010;070;1759;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Central governments or central banks";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"CYPRUS (1759)";"010";"Central governments or central banks";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:CY,CPS=eba_CT:x16,ECB=eba_EC:x23,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;020;020;1759;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Regional governments or local authorities";"Exposures in default";;;;;;;;;;"CYPRUS (1759)";"020";"Regional governments or local authorities";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:CY,CPS=eba_CT:x16,ECB=eba_EC:x23,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;020;040;1759;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Regional governments or local authorities";"Observed new defaults for the period";;;;;;;;;;"CYPRUS (1759)";"020";"Regional governments or local authorities";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:CY,CPS=eba_CT:x16,ECB=eba_EC:x23,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;020;070;1759;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Regional governments or local authorities";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"CYPRUS (1759)";"020";"Regional governments or local authorities";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:CY,CPS=eba_CT:x19,ECB=eba_EC:x22,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;030;020;1759;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Public sector entities";"Exposures in default";;;;;;;;;;"CYPRUS (1759)";"030";"Public sector entities";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:CY,CPS=eba_CT:x19,ECB=eba_EC:x22,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;030;040;1759;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Public sector entities";"Observed new defaults for the period";;;;;;;;;;"CYPRUS (1759)";"030";"Public sector entities";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:CY,CPS=eba_CT:x19,ECB=eba_EC:x22,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;030;070;1759;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Public sector entities";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"CYPRUS (1759)";"030";"Public sector entities";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:CY,CPS=eba_CT:x15,ECB=eba_EC:x21,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;040;020;1759;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Multilateral Development Banks";"Exposures in default";;;;;;;;;;"CYPRUS (1759)";"040";"Multilateral Development Banks";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:CY,CPS=eba_CT:x15,ECB=eba_EC:x21,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;040;040;1759;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Multilateral Development Banks";"Observed new defaults for the period";;;;;;;;;;"CYPRUS (1759)";"040";"Multilateral Development Banks";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:CY,CPS=eba_CT:x15,ECB=eba_EC:x21,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;040;070;1759;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Multilateral Development Banks";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"CYPRUS (1759)";"040";"Multilateral Development Banks";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:CY,CPS=eba_CT:x6,ECB=eba_EC:x19,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;060;020;1759;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Institutions";"Exposures in default";;;;;;;;;;"CYPRUS (1759)";"060";"Institutions";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:CY,CPS=eba_CT:x6,ECB=eba_EC:x19,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;060;040;1759;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Institutions";"Observed new defaults for the period";;;;;;;;;;"CYPRUS (1759)";"060";"Institutions";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:CY,CPS=eba_CT:x6,ECB=eba_EC:x19,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;060;070;1759;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Institutions";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"CYPRUS (1759)";"060";"Institutions";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:CY,CPS=eba_CT:x51,ECB=eba_EC:x17,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;070;020;1759;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Corporates";"Exposures in default";;;;;;;;;;"CYPRUS (1759)";"070";"Corporates";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:CY,CPS=eba_CT:x51,ECB=eba_EC:x17,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;070;040;1759;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Corporates";"Observed new defaults for the period";;;;;;;;;;"CYPRUS (1759)";"070";"Corporates";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:CY,CPS=eba_CT:x51,ECB=eba_EC:x17,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;070;070;1759;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Corporates";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"CYPRUS (1759)";"070";"Corporates";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:CY,CPS=eba_CT:x51,CPZ=eba_CT:x23,ECB=eba_EC:x17,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;075;020;1759;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Exposures in default";;;;;;;;;;"CYPRUS (1759)";"075";"Of which: SME";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:CY,CPS=eba_CT:x51,CPZ=eba_CT:x23,ECB=eba_EC:x17,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;075;040;1759;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Observed new defaults for the period";;;;;;;;;;"CYPRUS (1759)";"075";"Of which: SME";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:CY,CPS=eba_CT:x51,CPZ=eba_CT:x23,ECB=eba_EC:x17,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;075;070;1759;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"CYPRUS (1759)";"075";"Of which: SME";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:CY,CPS=eba_CT:x22,ECB=eba_EC:x26,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;080;020;1759;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Retail";"Exposures in default";;;;;;;;;;"CYPRUS (1759)";"080";"Retail";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:CY,CPS=eba_CT:x22,ECB=eba_EC:x26,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;080;040;1759;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Retail";"Observed new defaults for the period";;;;;;;;;;"CYPRUS (1759)";"080";"Retail";"Observed new defaults for the period";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:CY,ECB=eba_EC:x15,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;090;040;1759;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Secured by mortgages on immovable property";"Observed new defaults for the period";;;;;;;;;;"CYPRUS (1759)";"090";"Secured by mortgages on immovable property";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:CY,ECB=eba_EC:x15,MCY=eba_MC:x393,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;090;070;1759;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Secured by mortgages on immovable property";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"CYPRUS (1759)";"090";"Secured by mortgages on immovable property";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:CY,CPZ=eba_CT:x23,ECB=eba_EC:x15,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;095;040;1759;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Observed new defaults for the period";;;;;;;;;;"CYPRUS (1759)";"095";"Of which: SME";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:CY,CPZ=eba_CT:x23,ECB=eba_EC:x15,MCY=eba_MC:x393,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;095;070;1759;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"CYPRUS (1759)";"095";"Of which: SME";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:CY,ECB=eba_EC:x24,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;110;040;1759;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Items associated with particularly high risk";"Observed new defaults for the period";;;;;;;;;;"CYPRUS (1759)";"110";"Items associated with particularly high risk";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:CY,ECB=eba_EC:x24,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;110;070;1759;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Items associated with particularly high risk";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"CYPRUS (1759)";"110";"Items associated with particularly high risk";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:CY,ECB=eba_EC:x13,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;020;1759;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Exposures in default";;;;;;;;;;"CYPRUS (1759)";"120";"Covered bonds";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:CY,ECB=eba_EC:x13,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;040;1759;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Observed new defaults for the period";;;;;;;;;;"CYPRUS (1759)";"120";"Covered bonds";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:CY,ECB=eba_EC:x13,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;070;1759;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"CYPRUS (1759)";"120";"Covered bonds";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:CY,ECB=eba_EC:x18,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;130;020;1759;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims on institutions and corporate with a short-term credit assessment";"Exposures in default";;;;;;;;;;"CYPRUS (1759)";"130";"Claims on institutions and corporate with a short-term credit assessment";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:CY,ECB=eba_EC:x18,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;130;040;1759;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims on institutions and corporate with a short-term credit assessment";"Observed new defaults for the period";;;;;;;;;;"CYPRUS (1759)";"130";"Claims on institutions and corporate with a short-term credit assessment";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:CY,ECB=eba_EC:x18,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;130;070;1759;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims on institutions and corporate with a short-term credit assessment";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"CYPRUS (1759)";"130";"Claims on institutions and corporate with a short-term credit assessment";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:CY,ECB=eba_EC:x14,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;140;020;1759;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims in the form of CIU";"Exposures in default";;;;;;;;;;"CYPRUS (1759)";"140";"Claims in the form of CIU";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:CY,ECB=eba_EC:x14,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;140;040;1759;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims in the form of CIU";"Observed new defaults for the period";;;;;;;;;;"CYPRUS (1759)";"140";"Claims in the form of CIU";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:CY,ECB=eba_EC:x14,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;140;070;1759;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims in the form of CIU";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"CYPRUS (1759)";"140";"Claims in the form of CIU";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:CY,ECB=eba_EC:x1,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;150;020;1759;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Equity exposures";"Exposures in default";;;;;;;;;;"CYPRUS (1759)";"150";"Equity exposures";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:CY,ECB=eba_EC:x1,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;150;040;1759;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Equity exposures";"Observed new defaults for the period";;;;;;;;;;"CYPRUS (1759)";"150";"Equity exposures";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:CY,ECB=eba_EC:x1,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;150;070;1759;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Equity exposures";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"CYPRUS (1759)";"150";"Equity exposures";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:CY,ECB=eba_EC:x25,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;160;020;1759;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Other exposures";"Exposures in default";;;;;;;;;;"CYPRUS (1759)";"160";"Other exposures";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:CY,ECB=eba_EC:x25,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;160;040;1759;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Other exposures";"Observed new defaults for the period";;;;;;;;;;"CYPRUS (1759)";"160";"Other exposures";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:CY,ECB=eba_EC:x25,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;160;070;1759;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Other exposures";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"CYPRUS (1759)";"160";"Other exposures";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:CY,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;170;020;1759;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Total exposures";"Exposures in default";;;;;;;;;;"CYPRUS (1759)";"170";"Total exposures";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:CY,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;170;040;1759;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Total exposures";"Observed new defaults for the period";;;;;;;;;;"CYPRUS (1759)";"170";"Total exposures";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:CY,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;170;070;1759;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Total exposures";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"CYPRUS (1759)";"170";"Total exposures";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:CZ,CPS=eba_CT:x2,ECB=eba_EC:x16,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;010;020;1760;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Central governments or central banks";"Exposures in default";;;;;;;;;;"CZECH REPUBLIC (1760)";"010";"Central governments or central banks";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:CZ,CPS=eba_CT:x2,ECB=eba_EC:x16,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;010;040;1760;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Central governments or central banks";"Observed new defaults for the period";;;;;;;;;;"CZECH REPUBLIC (1760)";"010";"Central governments or central banks";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:CZ,CPS=eba_CT:x2,ECB=eba_EC:x16,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;010;070;1760;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Central governments or central banks";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"CZECH REPUBLIC (1760)";"010";"Central governments or central banks";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:CZ,CPS=eba_CT:x16,ECB=eba_EC:x23,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;020;020;1760;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Regional governments or local authorities";"Exposures in default";;;;;;;;;;"CZECH REPUBLIC (1760)";"020";"Regional governments or local authorities";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:CZ,CPS=eba_CT:x16,ECB=eba_EC:x23,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;020;040;1760;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Regional governments or local authorities";"Observed new defaults for the period";;;;;;;;;;"CZECH REPUBLIC (1760)";"020";"Regional governments or local authorities";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:CZ,CPS=eba_CT:x16,ECB=eba_EC:x23,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;020;070;1760;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Regional governments or local authorities";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"CZECH REPUBLIC (1760)";"020";"Regional governments or local authorities";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:CZ,CPS=eba_CT:x19,ECB=eba_EC:x22,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;030;020;1760;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Public sector entities";"Exposures in default";;;;;;;;;;"CZECH REPUBLIC (1760)";"030";"Public sector entities";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:CZ,CPS=eba_CT:x19,ECB=eba_EC:x22,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;030;040;1760;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Public sector entities";"Observed new defaults for the period";;;;;;;;;;"CZECH REPUBLIC (1760)";"030";"Public sector entities";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:CZ,CPS=eba_CT:x19,ECB=eba_EC:x22,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;030;070;1760;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Public sector entities";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"CZECH REPUBLIC (1760)";"030";"Public sector entities";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:CZ,CPS=eba_CT:x15,ECB=eba_EC:x21,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;040;020;1760;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Multilateral Development Banks";"Exposures in default";;;;;;;;;;"CZECH REPUBLIC (1760)";"040";"Multilateral Development Banks";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:CZ,CPS=eba_CT:x15,ECB=eba_EC:x21,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;040;040;1760;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Multilateral Development Banks";"Observed new defaults for the period";;;;;;;;;;"CZECH REPUBLIC (1760)";"040";"Multilateral Development Banks";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:CZ,CPS=eba_CT:x15,ECB=eba_EC:x21,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;040;070;1760;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Multilateral Development Banks";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"CZECH REPUBLIC (1760)";"040";"Multilateral Development Banks";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:CZ,CPS=eba_CT:x13,ECB=eba_EC:x20,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;050;020;1760;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"International Organisations";"Exposures in default";;;;;;;;;;"CZECH REPUBLIC (1760)";"050";"International Organisations";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:CZ,CPS=eba_CT:x13,ECB=eba_EC:x20,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;050;040;1760;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"International Organisations";"Observed new defaults for the period";;;;;;;;;;"CZECH REPUBLIC (1760)";"050";"International Organisations";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:CZ,CPS=eba_CT:x13,ECB=eba_EC:x20,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;050;070;1760;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"International Organisations";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"CZECH REPUBLIC (1760)";"050";"International Organisations";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:CZ,CPS=eba_CT:x6,ECB=eba_EC:x19,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;060;020;1760;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Institutions";"Exposures in default";;;;;;;;;;"CZECH REPUBLIC (1760)";"060";"Institutions";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:CZ,CPS=eba_CT:x6,ECB=eba_EC:x19,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;060;040;1760;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Institutions";"Observed new defaults for the period";;;;;;;;;;"CZECH REPUBLIC (1760)";"060";"Institutions";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:CZ,CPS=eba_CT:x6,ECB=eba_EC:x19,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;060;070;1760;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Institutions";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"CZECH REPUBLIC (1760)";"060";"Institutions";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:CZ,CPS=eba_CT:x51,ECB=eba_EC:x17,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;070;020;1760;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Corporates";"Exposures in default";;;;;;;;;;"CZECH REPUBLIC (1760)";"070";"Corporates";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:CZ,CPS=eba_CT:x51,ECB=eba_EC:x17,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;070;040;1760;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Corporates";"Observed new defaults for the period";;;;;;;;;;"CZECH REPUBLIC (1760)";"070";"Corporates";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:CZ,CPS=eba_CT:x51,ECB=eba_EC:x17,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;070;070;1760;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Corporates";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"CZECH REPUBLIC (1760)";"070";"Corporates";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:CZ,CPS=eba_CT:x51,CPZ=eba_CT:x23,ECB=eba_EC:x17,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;075;020;1760;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Exposures in default";;;;;;;;;;"CZECH REPUBLIC (1760)";"075";"Of which: SME";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:CZ,CPS=eba_CT:x51,CPZ=eba_CT:x23,ECB=eba_EC:x17,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;075;040;1760;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Observed new defaults for the period";;;;;;;;;;"CZECH REPUBLIC (1760)";"075";"Of which: SME";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:CZ,CPS=eba_CT:x51,CPZ=eba_CT:x23,ECB=eba_EC:x17,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;075;070;1760;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"CZECH REPUBLIC (1760)";"075";"Of which: SME";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:CZ,CPS=eba_CT:x22,ECB=eba_EC:x26,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;080;020;1760;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Retail";"Exposures in default";;;;;;;;;;"CZECH REPUBLIC (1760)";"080";"Retail";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:CZ,CPS=eba_CT:x22,ECB=eba_EC:x26,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;080;040;1760;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Retail";"Observed new defaults for the period";;;;;;;;;;"CZECH REPUBLIC (1760)";"080";"Retail";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:CZ,CPS=eba_CT:x22,ECB=eba_EC:x26,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;080;070;1760;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Retail";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"CZECH REPUBLIC (1760)";"080";"Retail";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:CZ,CPS=eba_CT:x22,CPZ=eba_CT:x23,ECB=eba_EC:x26,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;085;020;1760;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Exposures in default";;;;;;;;;;"CZECH REPUBLIC (1760)";"085";"Of which: SME";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:CZ,CPS=eba_CT:x22,CPZ=eba_CT:x23,ECB=eba_EC:x26,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;085;040;1760;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Observed new defaults for the period";;;;;;;;;;"CZECH REPUBLIC (1760)";"085";"Of which: SME";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:CZ,CPS=eba_CT:x22,CPZ=eba_CT:x23,ECB=eba_EC:x26,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;085;070;1760;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"CZECH REPUBLIC (1760)";"085";"Of which: SME";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:CZ,ECB=eba_EC:x15,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;090;020;1760;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Secured by mortgages on immovable property";"Exposures in default";;;;;;;;;;"CZECH REPUBLIC (1760)";"090";"Secured by mortgages on immovable property";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:CZ,ECB=eba_EC:x15,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;090;040;1760;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Secured by mortgages on immovable property";"Observed new defaults for the period";;;;;;;;;;"CZECH REPUBLIC (1760)";"090";"Secured by mortgages on immovable property";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:CZ,ECB=eba_EC:x15,MCY=eba_MC:x393,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;090;070;1760;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Secured by mortgages on immovable property";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"CZECH REPUBLIC (1760)";"090";"Secured by mortgages on immovable property";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:CZ,CPZ=eba_CT:x23,ECB=eba_EC:x15,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;095;020;1760;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Exposures in default";;;;;;;;;;"CZECH REPUBLIC (1760)";"095";"Of which: SME";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:CZ,CPZ=eba_CT:x23,ECB=eba_EC:x15,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;095;040;1760;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Observed new defaults for the period";;;;;;;;;;"CZECH REPUBLIC (1760)";"095";"Of which: SME";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:CZ,CPZ=eba_CT:x23,ECB=eba_EC:x15,MCY=eba_MC:x393,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;095;070;1760;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"CZECH REPUBLIC (1760)";"095";"Of which: SME";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:CZ,ECB=eba_EC:x24,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;110;020;1760;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Items associated with particularly high risk";"Exposures in default";;;;;;;;;;"CZECH REPUBLIC (1760)";"110";"Items associated with particularly high risk";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:CZ,ECB=eba_EC:x24,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;110;040;1760;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Items associated with particularly high risk";"Observed new defaults for the period";;;;;;;;;;"CZECH REPUBLIC (1760)";"110";"Items associated with particularly high risk";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:CZ,ECB=eba_EC:x24,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;110;070;1760;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Items associated with particularly high risk";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"CZECH REPUBLIC (1760)";"110";"Items associated with particularly high risk";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:CZ,ECB=eba_EC:x13,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;020;1760;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Exposures in default";;;;;;;;;;"CZECH REPUBLIC (1760)";"120";"Covered bonds";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:CZ,ECB=eba_EC:x13,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;040;1760;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Observed new defaults for the period";;;;;;;;;;"CZECH REPUBLIC (1760)";"120";"Covered bonds";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:CZ,ECB=eba_EC:x13,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;070;1760;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"CZECH REPUBLIC (1760)";"120";"Covered bonds";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:CZ,ECB=eba_EC:x18,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;130;020;1760;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims on institutions and corporate with a short-term credit assessment";"Exposures in default";;;;;;;;;;"CZECH REPUBLIC (1760)";"130";"Claims on institutions and corporate with a short-term credit assessment";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:CZ,ECB=eba_EC:x18,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;130;040;1760;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims on institutions and corporate with a short-term credit assessment";"Observed new defaults for the period";;;;;;;;;;"CZECH REPUBLIC (1760)";"130";"Claims on institutions and corporate with a short-term credit assessment";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:CZ,ECB=eba_EC:x18,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;130;070;1760;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims on institutions and corporate with a short-term credit assessment";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"CZECH REPUBLIC (1760)";"130";"Claims on institutions and corporate with a short-term credit assessment";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:CZ,ECB=eba_EC:x14,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;140;020;1760;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims in the form of CIU";"Exposures in default";;;;;;;;;;"CZECH REPUBLIC (1760)";"140";"Claims in the form of CIU";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:CZ,ECB=eba_EC:x14,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;140;040;1760;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims in the form of CIU";"Observed new defaults for the period";;;;;;;;;;"CZECH REPUBLIC (1760)";"140";"Claims in the form of CIU";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:CZ,ECB=eba_EC:x14,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;140;070;1760;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims in the form of CIU";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"CZECH REPUBLIC (1760)";"140";"Claims in the form of CIU";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:CZ,ECB=eba_EC:x1,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;150;020;1760;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Equity exposures";"Exposures in default";;;;;;;;;;"CZECH REPUBLIC (1760)";"150";"Equity exposures";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:CZ,ECB=eba_EC:x1,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;150;040;1760;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Equity exposures";"Observed new defaults for the period";;;;;;;;;;"CZECH REPUBLIC (1760)";"150";"Equity exposures";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:CZ,ECB=eba_EC:x1,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;150;070;1760;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Equity exposures";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"CZECH REPUBLIC (1760)";"150";"Equity exposures";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:CZ,ECB=eba_EC:x25,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;160;020;1760;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Other exposures";"Exposures in default";;;;;;;;;;"CZECH REPUBLIC (1760)";"160";"Other exposures";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:CZ,ECB=eba_EC:x25,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;160;040;1760;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Other exposures";"Observed new defaults for the period";;;;;;;;;;"CZECH REPUBLIC (1760)";"160";"Other exposures";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:CZ,ECB=eba_EC:x25,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;160;070;1760;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Other exposures";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"CZECH REPUBLIC (1760)";"160";"Other exposures";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:CZ,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;170;020;1760;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Total exposures";"Exposures in default";;;;;;;;;;"CZECH REPUBLIC (1760)";"170";"Total exposures";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:CZ,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;170;040;1760;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Total exposures";"Observed new defaults for the period";;;;;;;;;;"CZECH REPUBLIC (1760)";"170";"Total exposures";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:CZ,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;170;070;1760;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Total exposures";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"CZECH REPUBLIC (1760)";"170";"Total exposures";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:DK,CPS=eba_CT:x2,ECB=eba_EC:x16,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;010;020;1761;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Central governments or central banks";"Exposures in default";;;;;;;;;;"DENMARK (1761)";"010";"Central governments or central banks";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:DK,CPS=eba_CT:x2,ECB=eba_EC:x16,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;010;040;1761;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Central governments or central banks";"Observed new defaults for the period";;;;;;;;;;"DENMARK (1761)";"010";"Central governments or central banks";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:DK,CPS=eba_CT:x2,ECB=eba_EC:x16,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;010;070;1761;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Central governments or central banks";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"DENMARK (1761)";"010";"Central governments or central banks";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:DK,CPS=eba_CT:x16,ECB=eba_EC:x23,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;020;020;1761;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Regional governments or local authorities";"Exposures in default";;;;;;;;;;"DENMARK (1761)";"020";"Regional governments or local authorities";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:DK,CPS=eba_CT:x16,ECB=eba_EC:x23,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;020;040;1761;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Regional governments or local authorities";"Observed new defaults for the period";;;;;;;;;;"DENMARK (1761)";"020";"Regional governments or local authorities";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:DK,CPS=eba_CT:x16,ECB=eba_EC:x23,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;020;070;1761;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Regional governments or local authorities";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"DENMARK (1761)";"020";"Regional governments or local authorities";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:DK,CPS=eba_CT:x19,ECB=eba_EC:x22,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;030;020;1761;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Public sector entities";"Exposures in default";;;;;;;;;;"DENMARK (1761)";"030";"Public sector entities";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:DK,CPS=eba_CT:x19,ECB=eba_EC:x22,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;030;040;1761;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Public sector entities";"Observed new defaults for the period";;;;;;;;;;"DENMARK (1761)";"030";"Public sector entities";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:DK,CPS=eba_CT:x19,ECB=eba_EC:x22,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;030;070;1761;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Public sector entities";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"DENMARK (1761)";"030";"Public sector entities";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:DK,CPS=eba_CT:x15,ECB=eba_EC:x21,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;040;020;1761;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Multilateral Development Banks";"Exposures in default";;;;;;;;;;"DENMARK (1761)";"040";"Multilateral Development Banks";"Exposures in default";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:DK,CPS=eba_CT:x22,ECB=eba_EC:x26,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;080;040;1761;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Retail";"Observed new defaults for the period";;;;;;;;;;"DENMARK (1761)";"080";"Retail";"Observed new defaults for the period";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:DK,ECB=eba_EC:x24,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;110;040;1761;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Items associated with particularly high risk";"Observed new defaults for the period";;;;;;;;;;"DENMARK (1761)";"110";"Items associated with particularly high risk";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:DK,ECB=eba_EC:x24,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;110;070;1761;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Items associated with particularly high risk";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"DENMARK (1761)";"110";"Items associated with particularly high risk";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:DK,ECB=eba_EC:x13,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;020;1761;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Exposures in default";;;;;;;;;;"DENMARK (1761)";"120";"Covered bonds";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:DK,ECB=eba_EC:x13,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;040;1761;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Observed new defaults for the period";;;;;;;;;;"DENMARK (1761)";"120";"Covered bonds";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:DK,ECB=eba_EC:x13,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;070;1761;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"DENMARK (1761)";"120";"Covered bonds";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:DK,ECB=eba_EC:x18,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;130;020;1761;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims on institutions and corporate with a short-term credit assessment";"Exposures in default";;;;;;;;;;"DENMARK (1761)";"130";"Claims on institutions and corporate with a short-term credit assessment";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:DK,ECB=eba_EC:x18,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;130;040;1761;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims on institutions and corporate with a short-term credit assessment";"Observed new defaults for the period";;;;;;;;;;"DENMARK (1761)";"130";"Claims on institutions and corporate with a short-term credit assessment";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:DK,ECB=eba_EC:x18,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;130;070;1761;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims on institutions and corporate with a short-term credit assessment";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"DENMARK (1761)";"130";"Claims on institutions and corporate with a short-term credit assessment";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:DK,ECB=eba_EC:x14,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;140;020;1761;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims in the form of CIU";"Exposures in default";;;;;;;;;;"DENMARK (1761)";"140";"Claims in the form of CIU";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:DK,ECB=eba_EC:x14,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;140;040;1761;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims in the form of CIU";"Observed new defaults for the period";;;;;;;;;;"DENMARK (1761)";"140";"Claims in the form of CIU";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:DK,ECB=eba_EC:x14,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;140;070;1761;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims in the form of CIU";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"DENMARK (1761)";"140";"Claims in the form of CIU";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:DK,ECB=eba_EC:x1,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;150;020;1761;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Equity exposures";"Exposures in default";;;;;;;;;;"DENMARK (1761)";"150";"Equity exposures";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:DK,ECB=eba_EC:x1,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;150;040;1761;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Equity exposures";"Observed new defaults for the period";;;;;;;;;;"DENMARK (1761)";"150";"Equity exposures";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:DK,ECB=eba_EC:x1,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;150;070;1761;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Equity exposures";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"DENMARK (1761)";"150";"Equity exposures";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:DK,ECB=eba_EC:x25,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;160;020;1761;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Other exposures";"Exposures in default";;;;;;;;;;"DENMARK (1761)";"160";"Other exposures";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:DK,ECB=eba_EC:x25,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;160;040;1761;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Other exposures";"Observed new defaults for the period";;;;;;;;;;"DENMARK (1761)";"160";"Other exposures";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:DK,ECB=eba_EC:x25,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;160;070;1761;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Other exposures";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"DENMARK (1761)";"160";"Other exposures";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:DK,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;170;020;1761;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Total exposures";"Exposures in default";;;;;;;;;;"DENMARK (1761)";"170";"Total exposures";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:DK,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;170;040;1761;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Total exposures";"Observed new defaults for the period";;;;;;;;;;"DENMARK (1761)";"170";"Total exposures";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:DK,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;170;070;1761;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Total exposures";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"DENMARK (1761)";"170";"Total exposures";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:EE,CPS=eba_CT:x2,ECB=eba_EC:x16,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;010;020;1763;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Central governments or central banks";"Exposures in default";;;;;;;;;;"ESTONIA (1763)";"010";"Central governments or central banks";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:EE,CPS=eba_CT:x2,ECB=eba_EC:x16,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;010;040;1763;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Central governments or central banks";"Observed new defaults for the period";;;;;;;;;;"ESTONIA (1763)";"010";"Central governments or central banks";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:EE,CPS=eba_CT:x2,ECB=eba_EC:x16,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;010;070;1763;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Central governments or central banks";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"ESTONIA (1763)";"010";"Central governments or central banks";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:EE,CPS=eba_CT:x16,ECB=eba_EC:x23,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;020;020;1763;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Regional governments or local authorities";"Exposures in default";;;;;;;;;;"ESTONIA (1763)";"020";"Regional governments or local authorities";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:EE,CPS=eba_CT:x16,ECB=eba_EC:x23,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;020;040;1763;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Regional governments or local authorities";"Observed new defaults for the period";;;;;;;;;;"ESTONIA (1763)";"020";"Regional governments or local authorities";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:EE,CPS=eba_CT:x16,ECB=eba_EC:x23,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;020;070;1763;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Regional governments or local authorities";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"ESTONIA (1763)";"020";"Regional governments or local authorities";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:EE,CPS=eba_CT:x19,ECB=eba_EC:x22,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;030;020;1763;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Public sector entities";"Exposures in default";;;;;;;;;;"ESTONIA (1763)";"030";"Public sector entities";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:EE,CPS=eba_CT:x19,ECB=eba_EC:x22,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;030;040;1763;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Public sector entities";"Observed new defaults for the period";;;;;;;;;;"ESTONIA (1763)";"030";"Public sector entities";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:EE,CPS=eba_CT:x19,ECB=eba_EC:x22,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;030;070;1763;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Public sector entities";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"ESTONIA (1763)";"030";"Public sector entities";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:EE,CPS=eba_CT:x15,ECB=eba_EC:x21,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;040;020;1763;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Multilateral Development Banks";"Exposures in default";;;;;;;;;;"ESTONIA (1763)";"040";"Multilateral Development Banks";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:EE,CPS=eba_CT:x15,ECB=eba_EC:x21,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;040;040;1763;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Multilateral Development Banks";"Observed new defaults for the period";;;;;;;;;;"ESTONIA (1763)";"040";"Multilateral Development Banks";"Observed new defaults for the period";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:EE,CPS=eba_CT:x51,ECB=eba_EC:x17,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;070;020;1763;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Corporates";"Exposures in default";;;;;;;;;;"ESTONIA (1763)";"070";"Corporates";"Exposures in default";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:EE,ECB=eba_EC:x24,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;110;040;1763;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Items associated with particularly high risk";"Observed new defaults for the period";;;;;;;;;;"ESTONIA (1763)";"110";"Items associated with particularly high risk";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:EE,ECB=eba_EC:x24,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;110;070;1763;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Items associated with particularly high risk";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"ESTONIA (1763)";"110";"Items associated with particularly high risk";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:EE,ECB=eba_EC:x13,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;020;1763;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Exposures in default";;;;;;;;;;"ESTONIA (1763)";"120";"Covered bonds";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:EE,ECB=eba_EC:x13,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;040;1763;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Observed new defaults for the period";;;;;;;;;;"ESTONIA (1763)";"120";"Covered bonds";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:EE,ECB=eba_EC:x13,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;070;1763;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"ESTONIA (1763)";"120";"Covered bonds";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:EE,ECB=eba_EC:x18,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;130;020;1763;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims on institutions and corporate with a short-term credit assessment";"Exposures in default";;;;;;;;;;"ESTONIA (1763)";"130";"Claims on institutions and corporate with a short-term credit assessment";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:EE,ECB=eba_EC:x18,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;130;040;1763;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims on institutions and corporate with a short-term credit assessment";"Observed new defaults for the period";;;;;;;;;;"ESTONIA (1763)";"130";"Claims on institutions and corporate with a short-term credit assessment";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:EE,ECB=eba_EC:x18,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;130;070;1763;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims on institutions and corporate with a short-term credit assessment";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"ESTONIA (1763)";"130";"Claims on institutions and corporate with a short-term credit assessment";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:EE,ECB=eba_EC:x14,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;140;020;1763;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims in the form of CIU";"Exposures in default";;;;;;;;;;"ESTONIA (1763)";"140";"Claims in the form of CIU";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:EE,ECB=eba_EC:x14,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;140;040;1763;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims in the form of CIU";"Observed new defaults for the period";;;;;;;;;;"ESTONIA (1763)";"140";"Claims in the form of CIU";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:EE,ECB=eba_EC:x14,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;140;070;1763;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims in the form of CIU";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"ESTONIA (1763)";"140";"Claims in the form of CIU";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:EE,ECB=eba_EC:x1,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;150;020;1763;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Equity exposures";"Exposures in default";;;;;;;;;;"ESTONIA (1763)";"150";"Equity exposures";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:EE,ECB=eba_EC:x1,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;150;040;1763;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Equity exposures";"Observed new defaults for the period";;;;;;;;;;"ESTONIA (1763)";"150";"Equity exposures";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:EE,ECB=eba_EC:x1,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;150;070;1763;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Equity exposures";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"ESTONIA (1763)";"150";"Equity exposures";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:EE,ECB=eba_EC:x25,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;160;020;1763;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Other exposures";"Exposures in default";;;;;;;;;;"ESTONIA (1763)";"160";"Other exposures";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:EE,ECB=eba_EC:x25,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;160;040;1763;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Other exposures";"Observed new defaults for the period";;;;;;;;;;"ESTONIA (1763)";"160";"Other exposures";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:EE,ECB=eba_EC:x25,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;160;070;1763;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Other exposures";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"ESTONIA (1763)";"160";"Other exposures";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:EE,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;170;020;1763;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Total exposures";"Exposures in default";;;;;;;;;;"ESTONIA (1763)";"170";"Total exposures";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:EE,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;170;040;1763;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Total exposures";"Observed new defaults for the period";;;;;;;;;;"ESTONIA (1763)";"170";"Total exposures";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:EE,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;170;070;1763;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Total exposures";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"ESTONIA (1763)";"170";"Total exposures";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:FI,CPS=eba_CT:x2,ECB=eba_EC:x16,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;010;020;1764;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Central governments or central banks";"Exposures in default";;;;;;;;;;"FINLAND (1764)";"010";"Central governments or central banks";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:FI,CPS=eba_CT:x2,ECB=eba_EC:x16,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;010;040;1764;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Central governments or central banks";"Observed new defaults for the period";;;;;;;;;;"FINLAND (1764)";"010";"Central governments or central banks";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:FI,CPS=eba_CT:x2,ECB=eba_EC:x16,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;010;070;1764;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Central governments or central banks";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"FINLAND (1764)";"010";"Central governments or central banks";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:FI,CPS=eba_CT:x16,ECB=eba_EC:x23,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;020;020;1764;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Regional governments or local authorities";"Exposures in default";;;;;;;;;;"FINLAND (1764)";"020";"Regional governments or local authorities";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:FI,CPS=eba_CT:x16,ECB=eba_EC:x23,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;020;040;1764;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Regional governments or local authorities";"Observed new defaults for the period";;;;;;;;;;"FINLAND (1764)";"020";"Regional governments or local authorities";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:FI,CPS=eba_CT:x16,ECB=eba_EC:x23,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;020;070;1764;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Regional governments or local authorities";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"FINLAND (1764)";"020";"Regional governments or local authorities";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:FI,CPS=eba_CT:x19,ECB=eba_EC:x22,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;030;020;1764;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Public sector entities";"Exposures in default";;;;;;;;;;"FINLAND (1764)";"030";"Public sector entities";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:FI,CPS=eba_CT:x19,ECB=eba_EC:x22,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;030;040;1764;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Public sector entities";"Observed new defaults for the period";;;;;;;;;;"FINLAND (1764)";"030";"Public sector entities";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:FI,CPS=eba_CT:x19,ECB=eba_EC:x22,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;030;070;1764;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Public sector entities";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"FINLAND (1764)";"030";"Public sector entities";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:FI,CPS=eba_CT:x15,ECB=eba_EC:x21,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;040;020;1764;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Multilateral Development Banks";"Exposures in default";;;;;;;;;;"FINLAND (1764)";"040";"Multilateral Development Banks";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:FI,CPS=eba_CT:x15,ECB=eba_EC:x21,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;040;040;1764;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Multilateral Development Banks";"Observed new defaults for the period";;;;;;;;;;"FINLAND (1764)";"040";"Multilateral Development Banks";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:FI,CPS=eba_CT:x15,ECB=eba_EC:x21,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;040;070;1764;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Multilateral Development Banks";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"FINLAND (1764)";"040";"Multilateral Development Banks";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:FI,CPS=eba_CT:x13,ECB=eba_EC:x20,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;050;020;1764;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"International Organisations";"Exposures in default";;;;;;;;;;"FINLAND (1764)";"050";"International Organisations";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:FI,CPS=eba_CT:x13,ECB=eba_EC:x20,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;050;040;1764;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"International Organisations";"Observed new defaults for the period";;;;;;;;;;"FINLAND (1764)";"050";"International Organisations";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:FI,CPS=eba_CT:x13,ECB=eba_EC:x20,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;050;070;1764;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"International Organisations";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"FINLAND (1764)";"050";"International Organisations";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:FI,CPS=eba_CT:x6,ECB=eba_EC:x19,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;060;020;1764;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Institutions";"Exposures in default";;;;;;;;;;"FINLAND (1764)";"060";"Institutions";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:FI,CPS=eba_CT:x6,ECB=eba_EC:x19,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;060;040;1764;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Institutions";"Observed new defaults for the period";;;;;;;;;;"FINLAND (1764)";"060";"Institutions";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:FI,CPS=eba_CT:x6,ECB=eba_EC:x19,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;060;070;1764;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Institutions";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"FINLAND (1764)";"060";"Institutions";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:FI,CPS=eba_CT:x51,ECB=eba_EC:x17,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;070;020;1764;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Corporates";"Exposures in default";;;;;;;;;;"FINLAND (1764)";"070";"Corporates";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:FI,CPS=eba_CT:x51,ECB=eba_EC:x17,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;070;040;1764;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Corporates";"Observed new defaults for the period";;;;;;;;;;"FINLAND (1764)";"070";"Corporates";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:FI,CPS=eba_CT:x51,ECB=eba_EC:x17,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;070;070;1764;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Corporates";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"FINLAND (1764)";"070";"Corporates";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:FI,CPS=eba_CT:x51,CPZ=eba_CT:x23,ECB=eba_EC:x17,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;075;020;1764;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Exposures in default";;;;;;;;;;"FINLAND (1764)";"075";"Of which: SME";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:FI,CPS=eba_CT:x51,CPZ=eba_CT:x23,ECB=eba_EC:x17,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;075;040;1764;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Observed new defaults for the period";;;;;;;;;;"FINLAND (1764)";"075";"Of which: SME";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:FI,CPS=eba_CT:x51,CPZ=eba_CT:x23,ECB=eba_EC:x17,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;075;070;1764;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"FINLAND (1764)";"075";"Of which: SME";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:FI,CPS=eba_CT:x22,ECB=eba_EC:x26,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;080;020;1764;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Retail";"Exposures in default";;;;;;;;;;"FINLAND (1764)";"080";"Retail";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:FI,CPS=eba_CT:x22,ECB=eba_EC:x26,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;080;040;1764;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Retail";"Observed new defaults for the period";;;;;;;;;;"FINLAND (1764)";"080";"Retail";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:FI,CPS=eba_CT:x22,ECB=eba_EC:x26,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;080;070;1764;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Retail";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"FINLAND (1764)";"080";"Retail";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:FI,CPS=eba_CT:x22,CPZ=eba_CT:x23,ECB=eba_EC:x26,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;085;040;1764;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Observed new defaults for the period";;;;;;;;;;"FINLAND (1764)";"085";"Of which: SME";"Observed new defaults for the period";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:FI,ECB=eba_EC:x15,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;090;020;1764;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Secured by mortgages on immovable property";"Exposures in default";;;;;;;;;;"FINLAND (1764)";"090";"Secured by mortgages on immovable property";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:FI,ECB=eba_EC:x15,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;090;040;1764;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Secured by mortgages on immovable property";"Observed new defaults for the period";;;;;;;;;;"FINLAND (1764)";"090";"Secured by mortgages on immovable property";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:FI,ECB=eba_EC:x15,MCY=eba_MC:x393,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;090;070;1764;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Secured by mortgages on immovable property";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"FINLAND (1764)";"090";"Secured by mortgages on immovable property";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:FI,CPZ=eba_CT:x23,ECB=eba_EC:x15,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;095;020;1764;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Exposures in default";;;;;;;;;;"FINLAND (1764)";"095";"Of which: SME";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:FI,CPZ=eba_CT:x23,ECB=eba_EC:x15,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;095;040;1764;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Observed new defaults for the period";;;;;;;;;;"FINLAND (1764)";"095";"Of which: SME";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:FI,CPZ=eba_CT:x23,ECB=eba_EC:x15,MCY=eba_MC:x393,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;095;070;1764;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"FINLAND (1764)";"095";"Of which: SME";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:FI,ECB=eba_EC:x24,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;110;020;1764;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Items associated with particularly high risk";"Exposures in default";;;;;;;;;;"FINLAND (1764)";"110";"Items associated with particularly high risk";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:FI,ECB=eba_EC:x24,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;110;040;1764;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Items associated with particularly high risk";"Observed new defaults for the period";;;;;;;;;;"FINLAND (1764)";"110";"Items associated with particularly high risk";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:FI,ECB=eba_EC:x24,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;110;070;1764;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Items associated with particularly high risk";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"FINLAND (1764)";"110";"Items associated with particularly high risk";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:FI,ECB=eba_EC:x13,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;020;1764;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Exposures in default";;;;;;;;;;"FINLAND (1764)";"120";"Covered bonds";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:FI,ECB=eba_EC:x13,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;040;1764;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Observed new defaults for the period";;;;;;;;;;"FINLAND (1764)";"120";"Covered bonds";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:FI,ECB=eba_EC:x13,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;070;1764;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"FINLAND (1764)";"120";"Covered bonds";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:FI,ECB=eba_EC:x18,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;130;020;1764;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims on institutions and corporate with a short-term credit assessment";"Exposures in default";;;;;;;;;;"FINLAND (1764)";"130";"Claims on institutions and corporate with a short-term credit assessment";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:FI,ECB=eba_EC:x18,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;130;040;1764;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims on institutions and corporate with a short-term credit assessment";"Observed new defaults for the period";;;;;;;;;;"FINLAND (1764)";"130";"Claims on institutions and corporate with a short-term credit assessment";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:FI,ECB=eba_EC:x18,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;130;070;1764;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims on institutions and corporate with a short-term credit assessment";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"FINLAND (1764)";"130";"Claims on institutions and corporate with a short-term credit assessment";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:FI,ECB=eba_EC:x14,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;140;020;1764;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims in the form of CIU";"Exposures in default";;;;;;;;;;"FINLAND (1764)";"140";"Claims in the form of CIU";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:FI,ECB=eba_EC:x14,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;140;040;1764;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims in the form of CIU";"Observed new defaults for the period";;;;;;;;;;"FINLAND (1764)";"140";"Claims in the form of CIU";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:FI,ECB=eba_EC:x14,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;140;070;1764;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims in the form of CIU";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"FINLAND (1764)";"140";"Claims in the form of CIU";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:FI,ECB=eba_EC:x1,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;150;020;1764;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Equity exposures";"Exposures in default";;;;;;;;;;"FINLAND (1764)";"150";"Equity exposures";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:FI,ECB=eba_EC:x1,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;150;040;1764;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Equity exposures";"Observed new defaults for the period";;;;;;;;;;"FINLAND (1764)";"150";"Equity exposures";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:FI,ECB=eba_EC:x1,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;150;070;1764;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Equity exposures";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"FINLAND (1764)";"150";"Equity exposures";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:FI,ECB=eba_EC:x25,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;160;020;1764;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Other exposures";"Exposures in default";;;;;;;;;;"FINLAND (1764)";"160";"Other exposures";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:FI,ECB=eba_EC:x25,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;160;040;1764;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Other exposures";"Observed new defaults for the period";;;;;;;;;;"FINLAND (1764)";"160";"Other exposures";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:FI,ECB=eba_EC:x25,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;160;070;1764;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Other exposures";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"FINLAND (1764)";"160";"Other exposures";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:FI,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;170;020;1764;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Total exposures";"Exposures in default";;;;;;;;;;"FINLAND (1764)";"170";"Total exposures";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:FI,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;170;040;1764;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Total exposures";"Observed new defaults for the period";;;;;;;;;;"FINLAND (1764)";"170";"Total exposures";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:FI,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;170;070;1764;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Total exposures";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"FINLAND (1764)";"170";"Total exposures";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:FR,CPS=eba_CT:x2,ECB=eba_EC:x16,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;010;020;1765;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Central governments or central banks";"Exposures in default";;;;;;;;;;"FRANCE (1765)";"010";"Central governments or central banks";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:FR,CPS=eba_CT:x2,ECB=eba_EC:x16,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;010;040;1765;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Central governments or central banks";"Observed new defaults for the period";;;;;;;;;;"FRANCE (1765)";"010";"Central governments or central banks";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:FR,CPS=eba_CT:x2,ECB=eba_EC:x16,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;010;070;1765;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Central governments or central banks";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"FRANCE (1765)";"010";"Central governments or central banks";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:FR,CPS=eba_CT:x16,ECB=eba_EC:x23,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;020;020;1765;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Regional governments or local authorities";"Exposures in default";;;;;;;;;;"FRANCE (1765)";"020";"Regional governments or local authorities";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:FR,CPS=eba_CT:x16,ECB=eba_EC:x23,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;020;040;1765;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Regional governments or local authorities";"Observed new defaults for the period";;;;;;;;;;"FRANCE (1765)";"020";"Regional governments or local authorities";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:FR,CPS=eba_CT:x16,ECB=eba_EC:x23,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;020;070;1765;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Regional governments or local authorities";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"FRANCE (1765)";"020";"Regional governments or local authorities";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:FR,CPS=eba_CT:x19,ECB=eba_EC:x22,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;030;020;1765;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Public sector entities";"Exposures in default";;;;;;;;;;"FRANCE (1765)";"030";"Public sector entities";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:FR,CPS=eba_CT:x19,ECB=eba_EC:x22,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;030;040;1765;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Public sector entities";"Observed new defaults for the period";;;;;;;;;;"FRANCE (1765)";"030";"Public sector entities";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:FR,CPS=eba_CT:x19,ECB=eba_EC:x22,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;030;070;1765;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Public sector entities";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"FRANCE (1765)";"030";"Public sector entities";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:FR,CPS=eba_CT:x15,ECB=eba_EC:x21,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;040;020;1765;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Multilateral Development Banks";"Exposures in default";;;;;;;;;;"FRANCE (1765)";"040";"Multilateral Development Banks";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:FR,CPS=eba_CT:x15,ECB=eba_EC:x21,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;040;040;1765;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Multilateral Development Banks";"Observed new defaults for the period";;;;;;;;;;"FRANCE (1765)";"040";"Multilateral Development Banks";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:FR,CPS=eba_CT:x15,ECB=eba_EC:x21,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;040;070;1765;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Multilateral Development Banks";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"FRANCE (1765)";"040";"Multilateral Development Banks";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:FR,CPS=eba_CT:x13,ECB=eba_EC:x20,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;050;020;1765;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"International Organisations";"Exposures in default";;;;;;;;;;"FRANCE (1765)";"050";"International Organisations";"Exposures in default";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:FR,ECB=eba_EC:x13,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;040;1765;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Observed new defaults for the period";;;;;;;;;;"FRANCE (1765)";"120";"Covered bonds";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:FR,ECB=eba_EC:x13,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;070;1765;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"FRANCE (1765)";"120";"Covered bonds";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:FR,ECB=eba_EC:x18,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;130;020;1765;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims on institutions and corporate with a short-term credit assessment";"Exposures in default";;;;;;;;;;"FRANCE (1765)";"130";"Claims on institutions and corporate with a short-term credit assessment";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:FR,ECB=eba_EC:x18,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;130;040;1765;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims on institutions and corporate with a short-term credit assessment";"Observed new defaults for the period";;;;;;;;;;"FRANCE (1765)";"130";"Claims on institutions and corporate with a short-term credit assessment";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:FR,ECB=eba_EC:x18,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;130;070;1765;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims on institutions and corporate with a short-term credit assessment";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"FRANCE (1765)";"130";"Claims on institutions and corporate with a short-term credit assessment";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:FR,ECB=eba_EC:x14,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;140;020;1765;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims in the form of CIU";"Exposures in default";;;;;;;;;;"FRANCE (1765)";"140";"Claims in the form of CIU";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:FR,ECB=eba_EC:x14,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;140;040;1765;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims in the form of CIU";"Observed new defaults for the period";;;;;;;;;;"FRANCE (1765)";"140";"Claims in the form of CIU";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:FR,ECB=eba_EC:x14,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;140;070;1765;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims in the form of CIU";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"FRANCE (1765)";"140";"Claims in the form of CIU";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:FR,ECB=eba_EC:x1,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;150;020;1765;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Equity exposures";"Exposures in default";;;;;;;;;;"FRANCE (1765)";"150";"Equity exposures";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:FR,ECB=eba_EC:x1,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;150;040;1765;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Equity exposures";"Observed new defaults for the period";;;;;;;;;;"FRANCE (1765)";"150";"Equity exposures";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:FR,ECB=eba_EC:x1,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;150;070;1765;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Equity exposures";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"FRANCE (1765)";"150";"Equity exposures";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:FR,ECB=eba_EC:x25,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;160;020;1765;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Other exposures";"Exposures in default";;;;;;;;;;"FRANCE (1765)";"160";"Other exposures";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:FR,ECB=eba_EC:x25,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;160;040;1765;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Other exposures";"Observed new defaults for the period";;;;;;;;;;"FRANCE (1765)";"160";"Other exposures";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:FR,ECB=eba_EC:x25,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;160;070;1765;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Other exposures";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"FRANCE (1765)";"160";"Other exposures";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:FR,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;170;020;1765;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Total exposures";"Exposures in default";;;;;;;;;;"FRANCE (1765)";"170";"Total exposures";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:FR,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;170;040;1765;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Total exposures";"Observed new defaults for the period";;;;;;;;;;"FRANCE (1765)";"170";"Total exposures";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:FR,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;170;070;1765;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Total exposures";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"FRANCE (1765)";"170";"Total exposures";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:DE,CPS=eba_CT:x2,ECB=eba_EC:x16,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;010;020;1766;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Central governments or central banks";"Exposures in default";;;;;;;;;;"GERMANY (1766)";"010";"Central governments or central banks";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:DE,CPS=eba_CT:x2,ECB=eba_EC:x16,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;010;040;1766;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Central governments or central banks";"Observed new defaults for the period";;;;;;;;;;"GERMANY (1766)";"010";"Central governments or central banks";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:DE,CPS=eba_CT:x2,ECB=eba_EC:x16,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;010;070;1766;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Central governments or central banks";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"GERMANY (1766)";"010";"Central governments or central banks";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:DE,CPS=eba_CT:x16,ECB=eba_EC:x23,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;020;020;1766;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Regional governments or local authorities";"Exposures in default";;;;;;;;;;"GERMANY (1766)";"020";"Regional governments or local authorities";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:DE,CPS=eba_CT:x16,ECB=eba_EC:x23,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;020;040;1766;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Regional governments or local authorities";"Observed new defaults for the period";;;;;;;;;;"GERMANY (1766)";"020";"Regional governments or local authorities";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:DE,CPS=eba_CT:x16,ECB=eba_EC:x23,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;020;070;1766;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Regional governments or local authorities";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"GERMANY (1766)";"020";"Regional governments or local authorities";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:DE,CPS=eba_CT:x19,ECB=eba_EC:x22,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;030;020;1766;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Public sector entities";"Exposures in default";;;;;;;;;;"GERMANY (1766)";"030";"Public sector entities";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:DE,CPS=eba_CT:x19,ECB=eba_EC:x22,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;030;040;1766;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Public sector entities";"Observed new defaults for the period";;;;;;;;;;"GERMANY (1766)";"030";"Public sector entities";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:DE,CPS=eba_CT:x19,ECB=eba_EC:x22,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;030;070;1766;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Public sector entities";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"GERMANY (1766)";"030";"Public sector entities";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:DE,CPS=eba_CT:x15,ECB=eba_EC:x21,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;040;020;1766;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Multilateral Development Banks";"Exposures in default";;;;;;;;;;"GERMANY (1766)";"040";"Multilateral Development Banks";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:DE,CPS=eba_CT:x15,ECB=eba_EC:x21,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;040;040;1766;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Multilateral Development Banks";"Observed new defaults for the period";;;;;;;;;;"GERMANY (1766)";"040";"Multilateral Development Banks";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:DE,CPS=eba_CT:x15,ECB=eba_EC:x21,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;040;070;1766;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Multilateral Development Banks";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"GERMANY (1766)";"040";"Multilateral Development Banks";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:DE,CPS=eba_CT:x13,ECB=eba_EC:x20,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;050;040;1766;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"International Organisations";"Observed new defaults for the period";;;;;;;;;;"GERMANY (1766)";"050";"International Organisations";"Observed new defaults for the period";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:DE,ECB=eba_EC:x24,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;110;040;1766;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Items associated with particularly high risk";"Observed new defaults for the period";;;;;;;;;;"GERMANY (1766)";"110";"Items associated with particularly high risk";"Observed new defaults for the period";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:DE,ECB=eba_EC:x13,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;020;1766;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Exposures in default";;;;;;;;;;"GERMANY (1766)";"120";"Covered bonds";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:DE,ECB=eba_EC:x13,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;040;1766;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Observed new defaults for the period";;;;;;;;;;"GERMANY (1766)";"120";"Covered bonds";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:DE,ECB=eba_EC:x13,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;070;1766;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"GERMANY (1766)";"120";"Covered bonds";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:DE,ECB=eba_EC:x18,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;130;020;1766;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims on institutions and corporate with a short-term credit assessment";"Exposures in default";;;;;;;;;;"GERMANY (1766)";"130";"Claims on institutions and corporate with a short-term credit assessment";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:DE,ECB=eba_EC:x18,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;130;040;1766;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims on institutions and corporate with a short-term credit assessment";"Observed new defaults for the period";;;;;;;;;;"GERMANY (1766)";"130";"Claims on institutions and corporate with a short-term credit assessment";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:DE,ECB=eba_EC:x18,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;130;070;1766;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims on institutions and corporate with a short-term credit assessment";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"GERMANY (1766)";"130";"Claims on institutions and corporate with a short-term credit assessment";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:DE,ECB=eba_EC:x14,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;140;020;1766;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims in the form of CIU";"Exposures in default";;;;;;;;;;"GERMANY (1766)";"140";"Claims in the form of CIU";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:DE,ECB=eba_EC:x14,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;140;040;1766;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims in the form of CIU";"Observed new defaults for the period";;;;;;;;;;"GERMANY (1766)";"140";"Claims in the form of CIU";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:DE,ECB=eba_EC:x14,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;140;070;1766;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims in the form of CIU";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"GERMANY (1766)";"140";"Claims in the form of CIU";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:DE,ECB=eba_EC:x1,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;150;020;1766;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Equity exposures";"Exposures in default";;;;;;;;;;"GERMANY (1766)";"150";"Equity exposures";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:DE,ECB=eba_EC:x1,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;150;040;1766;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Equity exposures";"Observed new defaults for the period";;;;;;;;;;"GERMANY (1766)";"150";"Equity exposures";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:DE,ECB=eba_EC:x1,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;150;070;1766;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Equity exposures";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"GERMANY (1766)";"150";"Equity exposures";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:DE,ECB=eba_EC:x25,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;160;020;1766;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Other exposures";"Exposures in default";;;;;;;;;;"GERMANY (1766)";"160";"Other exposures";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:DE,ECB=eba_EC:x25,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;160;040;1766;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Other exposures";"Observed new defaults for the period";;;;;;;;;;"GERMANY (1766)";"160";"Other exposures";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:DE,ECB=eba_EC:x25,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;160;070;1766;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Other exposures";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"GERMANY (1766)";"160";"Other exposures";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:DE,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;170;020;1766;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Total exposures";"Exposures in default";;;;;;;;;;"GERMANY (1766)";"170";"Total exposures";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:DE,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;170;040;1766;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Total exposures";"Observed new defaults for the period";;;;;;;;;;"GERMANY (1766)";"170";"Total exposures";"Observed new defaults for the period";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:GR,CPS=eba_CT:x2,ECB=eba_EC:x16,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;010;020;1767;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Central governments or central banks";"Exposures in default";;;;;;;;;;"GREECE (1767)";"010";"Central governments or central banks";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:GR,CPS=eba_CT:x2,ECB=eba_EC:x16,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;010;040;1767;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Central governments or central banks";"Observed new defaults for the period";;;;;;;;;;"GREECE (1767)";"010";"Central governments or central banks";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:GR,CPS=eba_CT:x2,ECB=eba_EC:x16,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;010;070;1767;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Central governments or central banks";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"GREECE (1767)";"010";"Central governments or central banks";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:GR,CPS=eba_CT:x16,ECB=eba_EC:x23,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;020;020;1767;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Regional governments or local authorities";"Exposures in default";;;;;;;;;;"GREECE (1767)";"020";"Regional governments or local authorities";"Exposures in default";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:GR,CPS=eba_CT:x16,ECB=eba_EC:x23,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;020;070;1767;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Regional governments or local authorities";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"GREECE (1767)";"020";"Regional governments or local authorities";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:GR,CPS=eba_CT:x19,ECB=eba_EC:x22,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;030;020;1767;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Public sector entities";"Exposures in default";;;;;;;;;;"GREECE (1767)";"030";"Public sector entities";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:GR,CPS=eba_CT:x19,ECB=eba_EC:x22,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;030;040;1767;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Public sector entities";"Observed new defaults for the period";;;;;;;;;;"GREECE (1767)";"030";"Public sector entities";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:GR,CPS=eba_CT:x19,ECB=eba_EC:x22,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;030;070;1767;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Public sector entities";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"GREECE (1767)";"030";"Public sector entities";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:GR,CPS=eba_CT:x15,ECB=eba_EC:x21,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;040;020;1767;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Multilateral Development Banks";"Exposures in default";;;;;;;;;;"GREECE (1767)";"040";"Multilateral Development Banks";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:GR,CPS=eba_CT:x15,ECB=eba_EC:x21,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;040;040;1767;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Multilateral Development Banks";"Observed new defaults for the period";;;;;;;;;;"GREECE (1767)";"040";"Multilateral Development Banks";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:GR,CPS=eba_CT:x15,ECB=eba_EC:x21,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;040;070;1767;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Multilateral Development Banks";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"GREECE (1767)";"040";"Multilateral Development Banks";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:GR,CPS=eba_CT:x13,ECB=eba_EC:x20,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;050;020;1767;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"International Organisations";"Exposures in default";;;;;;;;;;"GREECE (1767)";"050";"International Organisations";"Exposures in default";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:GR,CPS=eba_CT:x13,ECB=eba_EC:x20,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;050;070;1767;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"International Organisations";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"GREECE (1767)";"050";"International Organisations";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:GR,CPS=eba_CT:x6,ECB=eba_EC:x19,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;060;070;1767;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Institutions";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"GREECE (1767)";"060";"Institutions";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:GR,CPS=eba_CT:x51,ECB=eba_EC:x17,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;070;020;1767;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Corporates";"Exposures in default";;;;;;;;;;"GREECE (1767)";"070";"Corporates";"Exposures in default";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:GR,CPS=eba_CT:x22,ECB=eba_EC:x26,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;080;020;1767;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Retail";"Exposures in default";;;;;;;;;;"GREECE (1767)";"080";"Retail";"Exposures in default";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:GR,CPS=eba_CT:x22,CPZ=eba_CT:x23,ECB=eba_EC:x26,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;085;040;1767;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Observed new defaults for the period";;;;;;;;;;"GREECE (1767)";"085";"Of which: SME";"Observed new defaults for the period";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:GR,ECB=eba_EC:x15,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;090;020;1767;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Secured by mortgages on immovable property";"Exposures in default";;;;;;;;;;"GREECE (1767)";"090";"Secured by mortgages on immovable property";"Exposures in default";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:GR,CPZ=eba_CT:x23,ECB=eba_EC:x15,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;095;020;1767;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Exposures in default";;;;;;;;;;"GREECE (1767)";"095";"Of which: SME";"Exposures in default";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:GR,ECB=eba_EC:x24,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;110;040;1767;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Items associated with particularly high risk";"Observed new defaults for the period";;;;;;;;;;"GREECE (1767)";"110";"Items associated with particularly high risk";"Observed new defaults for the period";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:GR,ECB=eba_EC:x13,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;020;1767;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Exposures in default";;;;;;;;;;"GREECE (1767)";"120";"Covered bonds";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:GR,ECB=eba_EC:x13,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;040;1767;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Observed new defaults for the period";;;;;;;;;;"GREECE (1767)";"120";"Covered bonds";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:GR,ECB=eba_EC:x13,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;070;1767;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"GREECE (1767)";"120";"Covered bonds";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:GR,ECB=eba_EC:x18,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;130;020;1767;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims on institutions and corporate with a short-term credit assessment";"Exposures in default";;;;;;;;;;"GREECE (1767)";"130";"Claims on institutions and corporate with a short-term credit assessment";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:GR,ECB=eba_EC:x18,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;130;040;1767;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims on institutions and corporate with a short-term credit assessment";"Observed new defaults for the period";;;;;;;;;;"GREECE (1767)";"130";"Claims on institutions and corporate with a short-term credit assessment";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:GR,ECB=eba_EC:x18,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;130;070;1767;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims on institutions and corporate with a short-term credit assessment";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"GREECE (1767)";"130";"Claims on institutions and corporate with a short-term credit assessment";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:GR,ECB=eba_EC:x14,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;140;020;1767;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims in the form of CIU";"Exposures in default";;;;;;;;;;"GREECE (1767)";"140";"Claims in the form of CIU";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:GR,ECB=eba_EC:x14,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;140;040;1767;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims in the form of CIU";"Observed new defaults for the period";;;;;;;;;;"GREECE (1767)";"140";"Claims in the form of CIU";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:GR,ECB=eba_EC:x14,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;140;070;1767;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims in the form of CIU";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"GREECE (1767)";"140";"Claims in the form of CIU";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:GR,ECB=eba_EC:x1,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;150;020;1767;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Equity exposures";"Exposures in default";;;;;;;;;;"GREECE (1767)";"150";"Equity exposures";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:GR,ECB=eba_EC:x1,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;150;040;1767;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Equity exposures";"Observed new defaults for the period";;;;;;;;;;"GREECE (1767)";"150";"Equity exposures";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:GR,ECB=eba_EC:x1,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;150;070;1767;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Equity exposures";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"GREECE (1767)";"150";"Equity exposures";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:GR,ECB=eba_EC:x25,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;160;020;1767;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Other exposures";"Exposures in default";;;;;;;;;;"GREECE (1767)";"160";"Other exposures";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:GR,ECB=eba_EC:x25,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;160;040;1767;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Other exposures";"Observed new defaults for the period";;;;;;;;;;"GREECE (1767)";"160";"Other exposures";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:GR,ECB=eba_EC:x25,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;160;070;1767;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Other exposures";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"GREECE (1767)";"160";"Other exposures";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:GR,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;170;020;1767;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Total exposures";"Exposures in default";;;;;;;;;;"GREECE (1767)";"170";"Total exposures";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:GR,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;170;040;1767;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Total exposures";"Observed new defaults for the period";;;;;;;;;;"GREECE (1767)";"170";"Total exposures";"Observed new defaults for the period";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:HU,CPS=eba_CT:x2,ECB=eba_EC:x16,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;010;020;1768;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Central governments or central banks";"Exposures in default";;;;;;;;;;"HUNGARY (1768)";"010";"Central governments or central banks";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:HU,CPS=eba_CT:x2,ECB=eba_EC:x16,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;010;040;1768;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Central governments or central banks";"Observed new defaults for the period";;;;;;;;;;"HUNGARY (1768)";"010";"Central governments or central banks";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:HU,CPS=eba_CT:x2,ECB=eba_EC:x16,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;010;070;1768;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Central governments or central banks";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"HUNGARY (1768)";"010";"Central governments or central banks";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:HU,CPS=eba_CT:x16,ECB=eba_EC:x23,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;020;020;1768;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Regional governments or local authorities";"Exposures in default";;;;;;;;;;"HUNGARY (1768)";"020";"Regional governments or local authorities";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:HU,CPS=eba_CT:x16,ECB=eba_EC:x23,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;020;040;1768;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Regional governments or local authorities";"Observed new defaults for the period";;;;;;;;;;"HUNGARY (1768)";"020";"Regional governments or local authorities";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:HU,CPS=eba_CT:x16,ECB=eba_EC:x23,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;020;070;1768;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Regional governments or local authorities";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"HUNGARY (1768)";"020";"Regional governments or local authorities";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:HU,CPS=eba_CT:x19,ECB=eba_EC:x22,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;030;020;1768;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Public sector entities";"Exposures in default";;;;;;;;;;"HUNGARY (1768)";"030";"Public sector entities";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:HU,CPS=eba_CT:x19,ECB=eba_EC:x22,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;030;040;1768;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Public sector entities";"Observed new defaults for the period";;;;;;;;;;"HUNGARY (1768)";"030";"Public sector entities";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:HU,CPS=eba_CT:x19,ECB=eba_EC:x22,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;030;070;1768;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Public sector entities";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"HUNGARY (1768)";"030";"Public sector entities";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:HU,CPS=eba_CT:x15,ECB=eba_EC:x21,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;040;020;1768;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Multilateral Development Banks";"Exposures in default";;;;;;;;;;"HUNGARY (1768)";"040";"Multilateral Development Banks";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:HU,CPS=eba_CT:x15,ECB=eba_EC:x21,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;040;040;1768;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Multilateral Development Banks";"Observed new defaults for the period";;;;;;;;;;"HUNGARY (1768)";"040";"Multilateral Development Banks";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:HU,CPS=eba_CT:x15,ECB=eba_EC:x21,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;040;070;1768;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Multilateral Development Banks";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"HUNGARY (1768)";"040";"Multilateral Development Banks";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:HU,CPS=eba_CT:x13,ECB=eba_EC:x20,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;050;020;1768;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"International Organisations";"Exposures in default";;;;;;;;;;"HUNGARY (1768)";"050";"International Organisations";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:HU,CPS=eba_CT:x13,ECB=eba_EC:x20,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;050;040;1768;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"International Organisations";"Observed new defaults for the period";;;;;;;;;;"HUNGARY (1768)";"050";"International Organisations";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:HU,CPS=eba_CT:x13,ECB=eba_EC:x20,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;050;070;1768;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"International Organisations";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"HUNGARY (1768)";"050";"International Organisations";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:HU,CPS=eba_CT:x6,ECB=eba_EC:x19,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;060;020;1768;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Institutions";"Exposures in default";;;;;;;;;;"HUNGARY (1768)";"060";"Institutions";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:HU,CPS=eba_CT:x6,ECB=eba_EC:x19,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;060;040;1768;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Institutions";"Observed new defaults for the period";;;;;;;;;;"HUNGARY (1768)";"060";"Institutions";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:HU,CPS=eba_CT:x6,ECB=eba_EC:x19,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;060;070;1768;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Institutions";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"HUNGARY (1768)";"060";"Institutions";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:HU,CPS=eba_CT:x51,ECB=eba_EC:x17,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;070;020;1768;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Corporates";"Exposures in default";;;;;;;;;;"HUNGARY (1768)";"070";"Corporates";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:HU,CPS=eba_CT:x51,ECB=eba_EC:x17,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;070;040;1768;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Corporates";"Observed new defaults for the period";;;;;;;;;;"HUNGARY (1768)";"070";"Corporates";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:HU,CPS=eba_CT:x51,ECB=eba_EC:x17,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;070;070;1768;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Corporates";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"HUNGARY (1768)";"070";"Corporates";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:HU,CPS=eba_CT:x51,CPZ=eba_CT:x23,ECB=eba_EC:x17,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;075;020;1768;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Exposures in default";;;;;;;;;;"HUNGARY (1768)";"075";"Of which: SME";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:HU,CPS=eba_CT:x51,CPZ=eba_CT:x23,ECB=eba_EC:x17,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;075;040;1768;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Observed new defaults for the period";;;;;;;;;;"HUNGARY (1768)";"075";"Of which: SME";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:HU,CPS=eba_CT:x51,CPZ=eba_CT:x23,ECB=eba_EC:x17,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;075;070;1768;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"HUNGARY (1768)";"075";"Of which: SME";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:HU,CPS=eba_CT:x22,ECB=eba_EC:x26,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;080;020;1768;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Retail";"Exposures in default";;;;;;;;;;"HUNGARY (1768)";"080";"Retail";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:HU,CPS=eba_CT:x22,ECB=eba_EC:x26,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;080;040;1768;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Retail";"Observed new defaults for the period";;;;;;;;;;"HUNGARY (1768)";"080";"Retail";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:HU,CPS=eba_CT:x22,ECB=eba_EC:x26,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;080;070;1768;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Retail";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"HUNGARY (1768)";"080";"Retail";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:HU,CPS=eba_CT:x22,CPZ=eba_CT:x23,ECB=eba_EC:x26,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;085;020;1768;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Exposures in default";;;;;;;;;;"HUNGARY (1768)";"085";"Of which: SME";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:HU,CPS=eba_CT:x22,CPZ=eba_CT:x23,ECB=eba_EC:x26,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;085;040;1768;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Observed new defaults for the period";;;;;;;;;;"HUNGARY (1768)";"085";"Of which: SME";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:HU,CPS=eba_CT:x22,CPZ=eba_CT:x23,ECB=eba_EC:x26,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;085;070;1768;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"HUNGARY (1768)";"085";"Of which: SME";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:HU,ECB=eba_EC:x15,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;090;020;1768;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Secured by mortgages on immovable property";"Exposures in default";;;;;;;;;;"HUNGARY (1768)";"090";"Secured by mortgages on immovable property";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:HU,ECB=eba_EC:x15,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;090;040;1768;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Secured by mortgages on immovable property";"Observed new defaults for the period";;;;;;;;;;"HUNGARY (1768)";"090";"Secured by mortgages on immovable property";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:HU,ECB=eba_EC:x15,MCY=eba_MC:x393,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;090;070;1768;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Secured by mortgages on immovable property";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"HUNGARY (1768)";"090";"Secured by mortgages on immovable property";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:HU,CPZ=eba_CT:x23,ECB=eba_EC:x15,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;095;020;1768;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Exposures in default";;;;;;;;;;"HUNGARY (1768)";"095";"Of which: SME";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:HU,CPZ=eba_CT:x23,ECB=eba_EC:x15,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;095;040;1768;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Observed new defaults for the period";;;;;;;;;;"HUNGARY (1768)";"095";"Of which: SME";"Observed new defaults for the period";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:HU,ECB=eba_EC:x24,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;110;020;1768;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Items associated with particularly high risk";"Exposures in default";;;;;;;;;;"HUNGARY (1768)";"110";"Items associated with particularly high risk";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:HU,ECB=eba_EC:x24,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;110;040;1768;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Items associated with particularly high risk";"Observed new defaults for the period";;;;;;;;;;"HUNGARY (1768)";"110";"Items associated with particularly high risk";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:HU,ECB=eba_EC:x24,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;110;070;1768;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Items associated with particularly high risk";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"HUNGARY (1768)";"110";"Items associated with particularly high risk";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:HU,ECB=eba_EC:x13,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;020;1768;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Exposures in default";;;;;;;;;;"HUNGARY (1768)";"120";"Covered bonds";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:HU,ECB=eba_EC:x13,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;040;1768;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Observed new defaults for the period";;;;;;;;;;"HUNGARY (1768)";"120";"Covered bonds";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:HU,ECB=eba_EC:x13,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;070;1768;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"HUNGARY (1768)";"120";"Covered bonds";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:HU,ECB=eba_EC:x18,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;130;020;1768;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims on institutions and corporate with a short-term credit assessment";"Exposures in default";;;;;;;;;;"HUNGARY (1768)";"130";"Claims on institutions and corporate with a short-term credit assessment";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:HU,ECB=eba_EC:x18,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;130;040;1768;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims on institutions and corporate with a short-term credit assessment";"Observed new defaults for the period";;;;;;;;;;"HUNGARY (1768)";"130";"Claims on institutions and corporate with a short-term credit assessment";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:HU,ECB=eba_EC:x18,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;130;070;1768;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims on institutions and corporate with a short-term credit assessment";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"HUNGARY (1768)";"130";"Claims on institutions and corporate with a short-term credit assessment";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:HU,ECB=eba_EC:x14,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;140;020;1768;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims in the form of CIU";"Exposures in default";;;;;;;;;;"HUNGARY (1768)";"140";"Claims in the form of CIU";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:HU,ECB=eba_EC:x14,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;140;040;1768;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims in the form of CIU";"Observed new defaults for the period";;;;;;;;;;"HUNGARY (1768)";"140";"Claims in the form of CIU";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:HU,ECB=eba_EC:x14,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;140;070;1768;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims in the form of CIU";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"HUNGARY (1768)";"140";"Claims in the form of CIU";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:HU,ECB=eba_EC:x1,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;150;020;1768;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Equity exposures";"Exposures in default";;;;;;;;;;"HUNGARY (1768)";"150";"Equity exposures";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:HU,ECB=eba_EC:x1,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;150;040;1768;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Equity exposures";"Observed new defaults for the period";;;;;;;;;;"HUNGARY (1768)";"150";"Equity exposures";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:HU,ECB=eba_EC:x1,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;150;070;1768;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Equity exposures";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"HUNGARY (1768)";"150";"Equity exposures";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:HU,ECB=eba_EC:x25,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;160;020;1768;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Other exposures";"Exposures in default";;;;;;;;;;"HUNGARY (1768)";"160";"Other exposures";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:HU,ECB=eba_EC:x25,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;160;040;1768;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Other exposures";"Observed new defaults for the period";;;;;;;;;;"HUNGARY (1768)";"160";"Other exposures";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:HU,ECB=eba_EC:x25,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;160;070;1768;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Other exposures";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"HUNGARY (1768)";"160";"Other exposures";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:HU,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;170;020;1768;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Total exposures";"Exposures in default";;;;;;;;;;"HUNGARY (1768)";"170";"Total exposures";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:HU,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;170;040;1768;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Total exposures";"Observed new defaults for the period";;;;;;;;;;"HUNGARY (1768)";"170";"Total exposures";"Observed new defaults for the period";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:IE,CPS=eba_CT:x2,ECB=eba_EC:x16,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;010;020;1769;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Central governments or central banks";"Exposures in default";;;;;;;;;;"IRELAND (1769)";"010";"Central governments or central banks";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:IE,CPS=eba_CT:x2,ECB=eba_EC:x16,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;010;040;1769;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Central governments or central banks";"Observed new defaults for the period";;;;;;;;;;"IRELAND (1769)";"010";"Central governments or central banks";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:IE,CPS=eba_CT:x2,ECB=eba_EC:x16,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;010;070;1769;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Central governments or central banks";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"IRELAND (1769)";"010";"Central governments or central banks";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:IE,CPS=eba_CT:x16,ECB=eba_EC:x23,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;020;020;1769;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Regional governments or local authorities";"Exposures in default";;;;;;;;;;"IRELAND (1769)";"020";"Regional governments or local authorities";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:IE,CPS=eba_CT:x16,ECB=eba_EC:x23,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;020;040;1769;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Regional governments or local authorities";"Observed new defaults for the period";;;;;;;;;;"IRELAND (1769)";"020";"Regional governments or local authorities";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:IE,CPS=eba_CT:x16,ECB=eba_EC:x23,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;020;070;1769;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Regional governments or local authorities";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"IRELAND (1769)";"020";"Regional governments or local authorities";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:IE,CPS=eba_CT:x19,ECB=eba_EC:x22,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;030;020;1769;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Public sector entities";"Exposures in default";;;;;;;;;;"IRELAND (1769)";"030";"Public sector entities";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:IE,CPS=eba_CT:x19,ECB=eba_EC:x22,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;030;040;1769;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Public sector entities";"Observed new defaults for the period";;;;;;;;;;"IRELAND (1769)";"030";"Public sector entities";"Observed new defaults for the period";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:IE,CPS=eba_CT:x15,ECB=eba_EC:x21,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;040;020;1769;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Multilateral Development Banks";"Exposures in default";;;;;;;;;;"IRELAND (1769)";"040";"Multilateral Development Banks";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:IE,CPS=eba_CT:x15,ECB=eba_EC:x21,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;040;040;1769;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Multilateral Development Banks";"Observed new defaults for the period";;;;;;;;;;"IRELAND (1769)";"040";"Multilateral Development Banks";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:IE,CPS=eba_CT:x15,ECB=eba_EC:x21,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;040;070;1769;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Multilateral Development Banks";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"IRELAND (1769)";"040";"Multilateral Development Banks";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:IE,CPS=eba_CT:x13,ECB=eba_EC:x20,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;050;020;1769;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"International Organisations";"Exposures in default";;;;;;;;;;"IRELAND (1769)";"050";"International Organisations";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:IE,CPS=eba_CT:x13,ECB=eba_EC:x20,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;050;040;1769;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"International Organisations";"Observed new defaults for the period";;;;;;;;;;"IRELAND (1769)";"050";"International Organisations";"Observed new defaults for the period";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:IE,CPS=eba_CT:x6,ECB=eba_EC:x19,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;060;020;1769;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Institutions";"Exposures in default";;;;;;;;;;"IRELAND (1769)";"060";"Institutions";"Exposures in default";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:IE,CPS=eba_CT:x22,ECB=eba_EC:x26,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;080;040;1769;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Retail";"Observed new defaults for the period";;;;;;;;;;"IRELAND (1769)";"080";"Retail";"Observed new defaults for the period";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:IE,ECB=eba_EC:x13,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;020;1769;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Exposures in default";;;;;;;;;;"IRELAND (1769)";"120";"Covered bonds";"Exposures in default";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:IE,ECB=eba_EC:x13,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;070;1769;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"IRELAND (1769)";"120";"Covered bonds";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:IE,ECB=eba_EC:x14,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;140;020;1769;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims in the form of CIU";"Exposures in default";;;;;;;;;;"IRELAND (1769)";"140";"Claims in the form of CIU";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:IE,ECB=eba_EC:x14,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;140;040;1769;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims in the form of CIU";"Observed new defaults for the period";;;;;;;;;;"IRELAND (1769)";"140";"Claims in the form of CIU";"Observed new defaults for the period";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:IE,ECB=eba_EC:x25,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;160;020;1769;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Other exposures";"Exposures in default";;;;;;;;;;"IRELAND (1769)";"160";"Other exposures";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:IE,ECB=eba_EC:x25,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;160;040;1769;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Other exposures";"Observed new defaults for the period";;;;;;;;;;"IRELAND (1769)";"160";"Other exposures";"Observed new defaults for the period";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:IE,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;170;040;1769;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Total exposures";"Observed new defaults for the period";;;;;;;;;;"IRELAND (1769)";"170";"Total exposures";"Observed new defaults for the period";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:IT,CPS=eba_CT:x2,ECB=eba_EC:x16,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;010;020;1770;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Central governments or central banks";"Exposures in default";;;;;;;;;;"ITALY (1770)";"010";"Central governments or central banks";"Exposures in default";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:IT,CPS=eba_CT:x16,ECB=eba_EC:x23,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;020;020;1770;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Regional governments or local authorities";"Exposures in default";;;;;;;;;;"ITALY (1770)";"020";"Regional governments or local authorities";"Exposures in default";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:IT,CPS=eba_CT:x19,ECB=eba_EC:x22,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;030;020;1770;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Public sector entities";"Exposures in default";;;;;;;;;;"ITALY (1770)";"030";"Public sector entities";"Exposures in default";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:IT,CPS=eba_CT:x15,ECB=eba_EC:x21,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;040;020;1770;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Multilateral Development Banks";"Exposures in default";;;;;;;;;;"ITALY (1770)";"040";"Multilateral Development Banks";"Exposures in default";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:IT,CPS=eba_CT:x13,ECB=eba_EC:x20,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;050;020;1770;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"International Organisations";"Exposures in default";;;;;;;;;;"ITALY (1770)";"050";"International Organisations";"Exposures in default";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:IT,CPS=eba_CT:x6,ECB=eba_EC:x19,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;060;020;1770;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Institutions";"Exposures in default";;;;;;;;;;"ITALY (1770)";"060";"Institutions";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:IT,CPS=eba_CT:x6,ECB=eba_EC:x19,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;060;040;1770;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Institutions";"Observed new defaults for the period";;;;;;;;;;"ITALY (1770)";"060";"Institutions";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:IT,CPS=eba_CT:x6,ECB=eba_EC:x19,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;060;070;1770;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Institutions";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"ITALY (1770)";"060";"Institutions";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:IT,CPS=eba_CT:x51,ECB=eba_EC:x17,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;070;020;1770;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Corporates";"Exposures in default";;;;;;;;;;"ITALY (1770)";"070";"Corporates";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:IT,CPS=eba_CT:x51,ECB=eba_EC:x17,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;070;040;1770;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Corporates";"Observed new defaults for the period";;;;;;;;;;"ITALY (1770)";"070";"Corporates";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:IT,CPS=eba_CT:x51,ECB=eba_EC:x17,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;070;070;1770;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Corporates";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"ITALY (1770)";"070";"Corporates";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:IT,CPS=eba_CT:x51,CPZ=eba_CT:x23,ECB=eba_EC:x17,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;075;040;1770;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Observed new defaults for the period";;;;;;;;;;"ITALY (1770)";"075";"Of which: SME";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:IT,CPS=eba_CT:x51,CPZ=eba_CT:x23,ECB=eba_EC:x17,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;075;070;1770;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"ITALY (1770)";"075";"Of which: SME";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:IT,CPS=eba_CT:x22,ECB=eba_EC:x26,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;080;020;1770;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Retail";"Exposures in default";;;;;;;;;;"ITALY (1770)";"080";"Retail";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:IT,CPS=eba_CT:x22,ECB=eba_EC:x26,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;080;040;1770;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Retail";"Observed new defaults for the period";;;;;;;;;;"ITALY (1770)";"080";"Retail";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:IT,CPS=eba_CT:x22,ECB=eba_EC:x26,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;080;070;1770;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Retail";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"ITALY (1770)";"080";"Retail";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:IT,CPS=eba_CT:x22,CPZ=eba_CT:x23,ECB=eba_EC:x26,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;085;020;1770;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Exposures in default";;;;;;;;;;"ITALY (1770)";"085";"Of which: SME";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:IT,CPS=eba_CT:x22,CPZ=eba_CT:x23,ECB=eba_EC:x26,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;085;040;1770;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Observed new defaults for the period";;;;;;;;;;"ITALY (1770)";"085";"Of which: SME";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:IT,CPS=eba_CT:x22,CPZ=eba_CT:x23,ECB=eba_EC:x26,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;085;070;1770;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"ITALY (1770)";"085";"Of which: SME";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:IT,ECB=eba_EC:x15,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;090;020;1770;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Secured by mortgages on immovable property";"Exposures in default";;;;;;;;;;"ITALY (1770)";"090";"Secured by mortgages on immovable property";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:IT,ECB=eba_EC:x15,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;090;040;1770;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Secured by mortgages on immovable property";"Observed new defaults for the period";;;;;;;;;;"ITALY (1770)";"090";"Secured by mortgages on immovable property";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:IT,ECB=eba_EC:x15,MCY=eba_MC:x393,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;090;070;1770;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Secured by mortgages on immovable property";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"ITALY (1770)";"090";"Secured by mortgages on immovable property";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:IT,CPZ=eba_CT:x23,ECB=eba_EC:x15,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;095;020;1770;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Exposures in default";;;;;;;;;;"ITALY (1770)";"095";"Of which: SME";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:IT,CPZ=eba_CT:x23,ECB=eba_EC:x15,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;095;040;1770;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Observed new defaults for the period";;;;;;;;;;"ITALY (1770)";"095";"Of which: SME";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:IT,CPZ=eba_CT:x23,ECB=eba_EC:x15,MCY=eba_MC:x393,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;095;070;1770;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"ITALY (1770)";"095";"Of which: SME";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:IT,ECB=eba_EC:x24,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;110;020;1770;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Items associated with particularly high risk";"Exposures in default";;;;;;;;;;"ITALY (1770)";"110";"Items associated with particularly high risk";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:IT,ECB=eba_EC:x24,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;110;040;1770;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Items associated with particularly high risk";"Observed new defaults for the period";;;;;;;;;;"ITALY (1770)";"110";"Items associated with particularly high risk";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:IT,ECB=eba_EC:x24,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;110;070;1770;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Items associated with particularly high risk";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"ITALY (1770)";"110";"Items associated with particularly high risk";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:IT,ECB=eba_EC:x13,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;020;1770;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Exposures in default";;;;;;;;;;"ITALY (1770)";"120";"Covered bonds";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:IT,ECB=eba_EC:x13,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;040;1770;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Observed new defaults for the period";;;;;;;;;;"ITALY (1770)";"120";"Covered bonds";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:IT,ECB=eba_EC:x13,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;070;1770;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"ITALY (1770)";"120";"Covered bonds";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:IT,ECB=eba_EC:x18,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;130;020;1770;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims on institutions and corporate with a short-term credit assessment";"Exposures in default";;;;;;;;;;"ITALY (1770)";"130";"Claims on institutions and corporate with a short-term credit assessment";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:IT,ECB=eba_EC:x18,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;130;040;1770;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims on institutions and corporate with a short-term credit assessment";"Observed new defaults for the period";;;;;;;;;;"ITALY (1770)";"130";"Claims on institutions and corporate with a short-term credit assessment";"Observed new defaults for the period";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:IT,ECB=eba_EC:x14,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;140;020;1770;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims in the form of CIU";"Exposures in default";;;;;;;;;;"ITALY (1770)";"140";"Claims in the form of CIU";"Exposures in default";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:JP,ECB=eba_EC:x25,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;160;040;1771;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Other exposures";"Observed new defaults for the period";;;;;;;;;;"JAPAN (1771)";"160";"Other exposures";"Observed new defaults for the period";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:LV,CPS=eba_CT:x13,ECB=eba_EC:x20,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;050;020;1772;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"International Organisations";"Exposures in default";;;;;;;;;;"LATVIA (1772)";"050";"International Organisations";"Exposures in default";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:LV,CPS=eba_CT:x6,ECB=eba_EC:x19,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;060;070;1772;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Institutions";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"LATVIA (1772)";"060";"Institutions";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:LV,CPS=eba_CT:x51,ECB=eba_EC:x17,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;070;020;1772;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Corporates";"Exposures in default";;;;;;;;;;"LATVIA (1772)";"070";"Corporates";"Exposures in default";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:LV,CPS=eba_CT:x51,ECB=eba_EC:x17,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;070;070;1772;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Corporates";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"LATVIA (1772)";"070";"Corporates";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:LV,CPS=eba_CT:x51,CPZ=eba_CT:x23,ECB=eba_EC:x17,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;075;040;1772;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Observed new defaults for the period";;;;;;;;;;"LATVIA (1772)";"075";"Of which: SME";"Observed new defaults for the period";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:LV,CPS=eba_CT:x22,ECB=eba_EC:x26,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;080;020;1772;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Retail";"Exposures in default";;;;;;;;;;"LATVIA (1772)";"080";"Retail";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:LV,CPS=eba_CT:x22,ECB=eba_EC:x26,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;080;040;1772;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Retail";"Observed new defaults for the period";;;;;;;;;;"LATVIA (1772)";"080";"Retail";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:LV,CPS=eba_CT:x22,ECB=eba_EC:x26,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;080;070;1772;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Retail";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"LATVIA (1772)";"080";"Retail";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:LV,CPS=eba_CT:x22,CPZ=eba_CT:x23,ECB=eba_EC:x26,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;085;020;1772;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Exposures in default";;;;;;;;;;"LATVIA (1772)";"085";"Of which: SME";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:LV,CPS=eba_CT:x22,CPZ=eba_CT:x23,ECB=eba_EC:x26,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;085;040;1772;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Observed new defaults for the period";;;;;;;;;;"LATVIA (1772)";"085";"Of which: SME";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:LV,CPS=eba_CT:x22,CPZ=eba_CT:x23,ECB=eba_EC:x26,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;085;070;1772;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"LATVIA (1772)";"085";"Of which: SME";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:LV,ECB=eba_EC:x15,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;090;020;1772;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Secured by mortgages on immovable property";"Exposures in default";;;;;;;;;;"LATVIA (1772)";"090";"Secured by mortgages on immovable property";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:LV,ECB=eba_EC:x15,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;090;040;1772;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Secured by mortgages on immovable property";"Observed new defaults for the period";;;;;;;;;;"LATVIA (1772)";"090";"Secured by mortgages on immovable property";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:LV,ECB=eba_EC:x15,MCY=eba_MC:x393,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;090;070;1772;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Secured by mortgages on immovable property";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"LATVIA (1772)";"090";"Secured by mortgages on immovable property";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:LV,CPZ=eba_CT:x23,ECB=eba_EC:x15,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;095;020;1772;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Exposures in default";;;;;;;;;;"LATVIA (1772)";"095";"Of which: SME";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:LV,CPZ=eba_CT:x23,ECB=eba_EC:x15,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;095;040;1772;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Observed new defaults for the period";;;;;;;;;;"LATVIA (1772)";"095";"Of which: SME";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:LV,CPZ=eba_CT:x23,ECB=eba_EC:x15,MCY=eba_MC:x393,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;095;070;1772;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"LATVIA (1772)";"095";"Of which: SME";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:LV,ECB=eba_EC:x24,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;110;020;1772;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Items associated with particularly high risk";"Exposures in default";;;;;;;;;;"LATVIA (1772)";"110";"Items associated with particularly high risk";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:LV,ECB=eba_EC:x24,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;110;040;1772;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Items associated with particularly high risk";"Observed new defaults for the period";;;;;;;;;;"LATVIA (1772)";"110";"Items associated with particularly high risk";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:LV,ECB=eba_EC:x24,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;110;070;1772;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Items associated with particularly high risk";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"LATVIA (1772)";"110";"Items associated with particularly high risk";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:LV,ECB=eba_EC:x13,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;020;1772;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Exposures in default";;;;;;;;;;"LATVIA (1772)";"120";"Covered bonds";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:LV,ECB=eba_EC:x13,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;040;1772;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Observed new defaults for the period";;;;;;;;;;"LATVIA (1772)";"120";"Covered bonds";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:LV,ECB=eba_EC:x13,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;070;1772;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"LATVIA (1772)";"120";"Covered bonds";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:LV,ECB=eba_EC:x18,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;130;020;1772;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims on institutions and corporate with a short-term credit assessment";"Exposures in default";;;;;;;;;;"LATVIA (1772)";"130";"Claims on institutions and corporate with a short-term credit assessment";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:LV,ECB=eba_EC:x18,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;130;040;1772;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims on institutions and corporate with a short-term credit assessment";"Observed new defaults for the period";;;;;;;;;;"LATVIA (1772)";"130";"Claims on institutions and corporate with a short-term credit assessment";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:LV,ECB=eba_EC:x18,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;130;070;1772;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims on institutions and corporate with a short-term credit assessment";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"LATVIA (1772)";"130";"Claims on institutions and corporate with a short-term credit assessment";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:LV,ECB=eba_EC:x14,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;140;020;1772;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims in the form of CIU";"Exposures in default";;;;;;;;;;"LATVIA (1772)";"140";"Claims in the form of CIU";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:LV,ECB=eba_EC:x14,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;140;040;1772;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims in the form of CIU";"Observed new defaults for the period";;;;;;;;;;"LATVIA (1772)";"140";"Claims in the form of CIU";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:LV,ECB=eba_EC:x14,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;140;070;1772;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims in the form of CIU";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"LATVIA (1772)";"140";"Claims in the form of CIU";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:LV,ECB=eba_EC:x1,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;150;020;1772;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Equity exposures";"Exposures in default";;;;;;;;;;"LATVIA (1772)";"150";"Equity exposures";"Exposures in default";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:LT,CPS=eba_CT:x2,ECB=eba_EC:x16,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;010;020;1773;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Central governments or central banks";"Exposures in default";;;;;;;;;;"LITHUANIA (1773)";"010";"Central governments or central banks";"Exposures in default";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:LT,CPS=eba_CT:x16,ECB=eba_EC:x23,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;020;020;1773;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Regional governments or local authorities";"Exposures in default";;;;;;;;;;"LITHUANIA (1773)";"020";"Regional governments or local authorities";"Exposures in default";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:LT,CPS=eba_CT:x19,ECB=eba_EC:x22,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;030;020;1773;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Public sector entities";"Exposures in default";;;;;;;;;;"LITHUANIA (1773)";"030";"Public sector entities";"Exposures in default";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:LT,CPS=eba_CT:x15,ECB=eba_EC:x21,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;040;020;1773;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Multilateral Development Banks";"Exposures in default";;;;;;;;;;"LITHUANIA (1773)";"040";"Multilateral Development Banks";"Exposures in default";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:LT,CPS=eba_CT:x15,ECB=eba_EC:x21,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;040;070;1773;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Multilateral Development Banks";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"LITHUANIA (1773)";"040";"Multilateral Development Banks";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:LT,CPS=eba_CT:x13,ECB=eba_EC:x20,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;050;020;1773;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"International Organisations";"Exposures in default";;;;;;;;;;"LITHUANIA (1773)";"050";"International Organisations";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:LT,CPS=eba_CT:x13,ECB=eba_EC:x20,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;050;040;1773;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"International Organisations";"Observed new defaults for the period";;;;;;;;;;"LITHUANIA (1773)";"050";"International Organisations";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:LT,CPS=eba_CT:x13,ECB=eba_EC:x20,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;050;070;1773;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"International Organisations";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"LITHUANIA (1773)";"050";"International Organisations";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:LT,CPS=eba_CT:x6,ECB=eba_EC:x19,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;060;020;1773;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Institutions";"Exposures in default";;;;;;;;;;"LITHUANIA (1773)";"060";"Institutions";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:LT,CPS=eba_CT:x6,ECB=eba_EC:x19,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;060;040;1773;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Institutions";"Observed new defaults for the period";;;;;;;;;;"LITHUANIA (1773)";"060";"Institutions";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:LT,CPS=eba_CT:x6,ECB=eba_EC:x19,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;060;070;1773;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Institutions";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"LITHUANIA (1773)";"060";"Institutions";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:LT,CPS=eba_CT:x51,ECB=eba_EC:x17,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;070;020;1773;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Corporates";"Exposures in default";;;;;;;;;;"LITHUANIA (1773)";"070";"Corporates";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:LT,CPS=eba_CT:x51,ECB=eba_EC:x17,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;070;040;1773;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Corporates";"Observed new defaults for the period";;;;;;;;;;"LITHUANIA (1773)";"070";"Corporates";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:LT,CPS=eba_CT:x51,ECB=eba_EC:x17,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;070;070;1773;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Corporates";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"LITHUANIA (1773)";"070";"Corporates";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:LT,CPS=eba_CT:x51,CPZ=eba_CT:x23,ECB=eba_EC:x17,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;075;020;1773;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Exposures in default";;;;;;;;;;"LITHUANIA (1773)";"075";"Of which: SME";"Exposures in default";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:LT,CPS=eba_CT:x51,CPZ=eba_CT:x23,ECB=eba_EC:x17,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;075;070;1773;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"LITHUANIA (1773)";"075";"Of which: SME";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:LT,CPS=eba_CT:x22,ECB=eba_EC:x26,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;080;020;1773;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Retail";"Exposures in default";;;;;;;;;;"LITHUANIA (1773)";"080";"Retail";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:LT,CPS=eba_CT:x22,ECB=eba_EC:x26,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;080;040;1773;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Retail";"Observed new defaults for the period";;;;;;;;;;"LITHUANIA (1773)";"080";"Retail";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:LT,CPS=eba_CT:x22,ECB=eba_EC:x26,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;080;070;1773;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Retail";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"LITHUANIA (1773)";"080";"Retail";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:LT,CPS=eba_CT:x22,CPZ=eba_CT:x23,ECB=eba_EC:x26,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;085;020;1773;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Exposures in default";;;;;;;;;;"LITHUANIA (1773)";"085";"Of which: SME";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:LT,CPS=eba_CT:x22,CPZ=eba_CT:x23,ECB=eba_EC:x26,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;085;040;1773;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Observed new defaults for the period";;;;;;;;;;"LITHUANIA (1773)";"085";"Of which: SME";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:LT,CPS=eba_CT:x22,CPZ=eba_CT:x23,ECB=eba_EC:x26,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;085;070;1773;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"LITHUANIA (1773)";"085";"Of which: SME";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:LT,ECB=eba_EC:x15,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;090;020;1773;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Secured by mortgages on immovable property";"Exposures in default";;;;;;;;;;"LITHUANIA (1773)";"090";"Secured by mortgages on immovable property";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:LT,ECB=eba_EC:x15,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;090;040;1773;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Secured by mortgages on immovable property";"Observed new defaults for the period";;;;;;;;;;"LITHUANIA (1773)";"090";"Secured by mortgages on immovable property";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:LT,ECB=eba_EC:x15,MCY=eba_MC:x393,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;090;070;1773;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Secured by mortgages on immovable property";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"LITHUANIA (1773)";"090";"Secured by mortgages on immovable property";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:LT,CPZ=eba_CT:x23,ECB=eba_EC:x15,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;095;020;1773;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Exposures in default";;;;;;;;;;"LITHUANIA (1773)";"095";"Of which: SME";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:LT,CPZ=eba_CT:x23,ECB=eba_EC:x15,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;095;040;1773;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Observed new defaults for the period";;;;;;;;;;"LITHUANIA (1773)";"095";"Of which: SME";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:LT,CPZ=eba_CT:x23,ECB=eba_EC:x15,MCY=eba_MC:x393,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;095;070;1773;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"LITHUANIA (1773)";"095";"Of which: SME";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:LT,ECB=eba_EC:x24,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;110;020;1773;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Items associated with particularly high risk";"Exposures in default";;;;;;;;;;"LITHUANIA (1773)";"110";"Items associated with particularly high risk";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:LT,ECB=eba_EC:x24,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;110;040;1773;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Items associated with particularly high risk";"Observed new defaults for the period";;;;;;;;;;"LITHUANIA (1773)";"110";"Items associated with particularly high risk";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:LT,ECB=eba_EC:x24,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;110;070;1773;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Items associated with particularly high risk";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"LITHUANIA (1773)";"110";"Items associated with particularly high risk";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:LT,ECB=eba_EC:x13,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;020;1773;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Exposures in default";;;;;;;;;;"LITHUANIA (1773)";"120";"Covered bonds";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:LT,ECB=eba_EC:x13,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;040;1773;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Observed new defaults for the period";;;;;;;;;;"LITHUANIA (1773)";"120";"Covered bonds";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:LT,ECB=eba_EC:x13,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;070;1773;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"LITHUANIA (1773)";"120";"Covered bonds";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:LT,ECB=eba_EC:x18,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;130;020;1773;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims on institutions and corporate with a short-term credit assessment";"Exposures in default";;;;;;;;;;"LITHUANIA (1773)";"130";"Claims on institutions and corporate with a short-term credit assessment";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:LT,ECB=eba_EC:x18,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;130;040;1773;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims on institutions and corporate with a short-term credit assessment";"Observed new defaults for the period";;;;;;;;;;"LITHUANIA (1773)";"130";"Claims on institutions and corporate with a short-term credit assessment";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:LT,ECB=eba_EC:x18,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;130;070;1773;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims on institutions and corporate with a short-term credit assessment";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"LITHUANIA (1773)";"130";"Claims on institutions and corporate with a short-term credit assessment";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:LT,ECB=eba_EC:x14,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;140;020;1773;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims in the form of CIU";"Exposures in default";;;;;;;;;;"LITHUANIA (1773)";"140";"Claims in the form of CIU";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:LT,ECB=eba_EC:x14,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;140;040;1773;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims in the form of CIU";"Observed new defaults for the period";;;;;;;;;;"LITHUANIA (1773)";"140";"Claims in the form of CIU";"Observed new defaults for the period";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:LU,CPS=eba_CT:x6,ECB=eba_EC:x19,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;060;040;1774;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Institutions";"Observed new defaults for the period";;;;;;;;;;"LUXEMBOURG (1774)";"060";"Institutions";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:LU,CPS=eba_CT:x6,ECB=eba_EC:x19,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;060;070;1774;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Institutions";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"LUXEMBOURG (1774)";"060";"Institutions";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:LU,CPS=eba_CT:x51,ECB=eba_EC:x17,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;070;020;1774;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Corporates";"Exposures in default";;;;;;;;;;"LUXEMBOURG (1774)";"070";"Corporates";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:LU,CPS=eba_CT:x51,ECB=eba_EC:x17,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;070;040;1774;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Corporates";"Observed new defaults for the period";;;;;;;;;;"LUXEMBOURG (1774)";"070";"Corporates";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:LU,CPS=eba_CT:x51,ECB=eba_EC:x17,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;070;070;1774;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Corporates";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"LUXEMBOURG (1774)";"070";"Corporates";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:LU,CPS=eba_CT:x51,CPZ=eba_CT:x23,ECB=eba_EC:x17,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;075;020;1774;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Exposures in default";;;;;;;;;;"LUXEMBOURG (1774)";"075";"Of which: SME";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:LU,CPS=eba_CT:x51,CPZ=eba_CT:x23,ECB=eba_EC:x17,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;075;040;1774;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Observed new defaults for the period";;;;;;;;;;"LUXEMBOURG (1774)";"075";"Of which: SME";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:LU,CPS=eba_CT:x51,CPZ=eba_CT:x23,ECB=eba_EC:x17,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;075;070;1774;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"LUXEMBOURG (1774)";"075";"Of which: SME";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:LU,CPS=eba_CT:x22,ECB=eba_EC:x26,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;080;020;1774;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Retail";"Exposures in default";;;;;;;;;;"LUXEMBOURG (1774)";"080";"Retail";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:LU,CPS=eba_CT:x22,ECB=eba_EC:x26,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;080;040;1774;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Retail";"Observed new defaults for the period";;;;;;;;;;"LUXEMBOURG (1774)";"080";"Retail";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:LU,CPS=eba_CT:x22,ECB=eba_EC:x26,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;080;070;1774;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Retail";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"LUXEMBOURG (1774)";"080";"Retail";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:LU,CPS=eba_CT:x22,CPZ=eba_CT:x23,ECB=eba_EC:x26,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;085;020;1774;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Exposures in default";;;;;;;;;;"LUXEMBOURG (1774)";"085";"Of which: SME";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:LU,CPS=eba_CT:x22,CPZ=eba_CT:x23,ECB=eba_EC:x26,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;085;040;1774;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Observed new defaults for the period";;;;;;;;;;"LUXEMBOURG (1774)";"085";"Of which: SME";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:LU,CPS=eba_CT:x22,CPZ=eba_CT:x23,ECB=eba_EC:x26,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;085;070;1774;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"LUXEMBOURG (1774)";"085";"Of which: SME";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:LU,ECB=eba_EC:x15,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;090;020;1774;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Secured by mortgages on immovable property";"Exposures in default";;;;;;;;;;"LUXEMBOURG (1774)";"090";"Secured by mortgages on immovable property";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:LU,ECB=eba_EC:x15,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;090;040;1774;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Secured by mortgages on immovable property";"Observed new defaults for the period";;;;;;;;;;"LUXEMBOURG (1774)";"090";"Secured by mortgages on immovable property";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:LU,ECB=eba_EC:x15,MCY=eba_MC:x393,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;090;070;1774;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Secured by mortgages on immovable property";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"LUXEMBOURG (1774)";"090";"Secured by mortgages on immovable property";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:LU,CPZ=eba_CT:x23,ECB=eba_EC:x15,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;095;020;1774;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Exposures in default";;;;;;;;;;"LUXEMBOURG (1774)";"095";"Of which: SME";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:LU,CPZ=eba_CT:x23,ECB=eba_EC:x15,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;095;040;1774;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Observed new defaults for the period";;;;;;;;;;"LUXEMBOURG (1774)";"095";"Of which: SME";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:LU,CPZ=eba_CT:x23,ECB=eba_EC:x15,MCY=eba_MC:x393,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;095;070;1774;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"LUXEMBOURG (1774)";"095";"Of which: SME";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:LU,ECB=eba_EC:x24,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;110;020;1774;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Items associated with particularly high risk";"Exposures in default";;;;;;;;;;"LUXEMBOURG (1774)";"110";"Items associated with particularly high risk";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:LU,ECB=eba_EC:x24,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;110;040;1774;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Items associated with particularly high risk";"Observed new defaults for the period";;;;;;;;;;"LUXEMBOURG (1774)";"110";"Items associated with particularly high risk";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:LU,ECB=eba_EC:x24,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;110;070;1774;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Items associated with particularly high risk";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"LUXEMBOURG (1774)";"110";"Items associated with particularly high risk";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:LU,ECB=eba_EC:x13,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;020;1774;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Exposures in default";;;;;;;;;;"LUXEMBOURG (1774)";"120";"Covered bonds";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:LU,ECB=eba_EC:x13,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;040;1774;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Observed new defaults for the period";;;;;;;;;;"LUXEMBOURG (1774)";"120";"Covered bonds";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:LU,ECB=eba_EC:x13,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;070;1774;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"LUXEMBOURG (1774)";"120";"Covered bonds";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:LU,ECB=eba_EC:x18,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;130;020;1774;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims on institutions and corporate with a short-term credit assessment";"Exposures in default";;;;;;;;;;"LUXEMBOURG (1774)";"130";"Claims on institutions and corporate with a short-term credit assessment";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:LU,ECB=eba_EC:x18,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;130;040;1774;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims on institutions and corporate with a short-term credit assessment";"Observed new defaults for the period";;;;;;;;;;"LUXEMBOURG (1774)";"130";"Claims on institutions and corporate with a short-term credit assessment";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:LU,ECB=eba_EC:x18,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;130;070;1774;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims on institutions and corporate with a short-term credit assessment";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"LUXEMBOURG (1774)";"130";"Claims on institutions and corporate with a short-term credit assessment";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:LU,ECB=eba_EC:x14,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;140;020;1774;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims in the form of CIU";"Exposures in default";;;;;;;;;;"LUXEMBOURG (1774)";"140";"Claims in the form of CIU";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:LU,ECB=eba_EC:x14,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;140;040;1774;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims in the form of CIU";"Observed new defaults for the period";;;;;;;;;;"LUXEMBOURG (1774)";"140";"Claims in the form of CIU";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:LU,ECB=eba_EC:x14,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;140;070;1774;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims in the form of CIU";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"LUXEMBOURG (1774)";"140";"Claims in the form of CIU";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:LU,ECB=eba_EC:x25,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;160;040;1774;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Other exposures";"Observed new defaults for the period";;;;;;;;;;"LUXEMBOURG (1774)";"160";"Other exposures";"Observed new defaults for the period";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:MT,CPS=eba_CT:x2,ECB=eba_EC:x16,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;010;020;1776;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Central governments or central banks";"Exposures in default";;;;;;;;;;"MALTA (1776)";"010";"Central governments or central banks";"Exposures in default";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:MT,CPS=eba_CT:x16,ECB=eba_EC:x23,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;020;020;1776;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Regional governments or local authorities";"Exposures in default";;;;;;;;;;"MALTA (1776)";"020";"Regional governments or local authorities";"Exposures in default";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:MT,CPS=eba_CT:x19,ECB=eba_EC:x22,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;030;020;1776;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Public sector entities";"Exposures in default";;;;;;;;;;"MALTA (1776)";"030";"Public sector entities";"Exposures in default";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:MT,CPS=eba_CT:x15,ECB=eba_EC:x21,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;040;020;1776;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Multilateral Development Banks";"Exposures in default";;;;;;;;;;"MALTA (1776)";"040";"Multilateral Development Banks";"Exposures in default";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:MT,CPS=eba_CT:x13,ECB=eba_EC:x20,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;050;020;1776;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"International Organisations";"Exposures in default";;;;;;;;;;"MALTA (1776)";"050";"International Organisations";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:MT,CPS=eba_CT:x13,ECB=eba_EC:x20,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;050;040;1776;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"International Organisations";"Observed new defaults for the period";;;;;;;;;;"MALTA (1776)";"050";"International Organisations";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:MT,CPS=eba_CT:x13,ECB=eba_EC:x20,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;050;070;1776;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"International Organisations";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"MALTA (1776)";"050";"International Organisations";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:MT,CPS=eba_CT:x6,ECB=eba_EC:x19,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;060;020;1776;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Institutions";"Exposures in default";;;;;;;;;;"MALTA (1776)";"060";"Institutions";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:MT,CPS=eba_CT:x6,ECB=eba_EC:x19,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;060;040;1776;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Institutions";"Observed new defaults for the period";;;;;;;;;;"MALTA (1776)";"060";"Institutions";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:MT,CPS=eba_CT:x6,ECB=eba_EC:x19,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;060;070;1776;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Institutions";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"MALTA (1776)";"060";"Institutions";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:MT,CPS=eba_CT:x51,ECB=eba_EC:x17,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;070;020;1776;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Corporates";"Exposures in default";;;;;;;;;;"MALTA (1776)";"070";"Corporates";"Exposures in default";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:MT,CPS=eba_CT:x51,ECB=eba_EC:x17,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;070;070;1776;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Corporates";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"MALTA (1776)";"070";"Corporates";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:MT,CPS=eba_CT:x51,CPZ=eba_CT:x23,ECB=eba_EC:x17,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;075;070;1776;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"MALTA (1776)";"075";"Of which: SME";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:MT,CPS=eba_CT:x22,ECB=eba_EC:x26,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;080;020;1776;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Retail";"Exposures in default";;;;;;;;;;"MALTA (1776)";"080";"Retail";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:MT,CPS=eba_CT:x22,ECB=eba_EC:x26,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;080;040;1776;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Retail";"Observed new defaults for the period";;;;;;;;;;"MALTA (1776)";"080";"Retail";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:MT,CPS=eba_CT:x22,ECB=eba_EC:x26,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;080;070;1776;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Retail";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"MALTA (1776)";"080";"Retail";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:MT,CPS=eba_CT:x22,CPZ=eba_CT:x23,ECB=eba_EC:x26,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;085;020;1776;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Exposures in default";;;;;;;;;;"MALTA (1776)";"085";"Of which: SME";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:MT,CPS=eba_CT:x22,CPZ=eba_CT:x23,ECB=eba_EC:x26,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;085;040;1776;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Observed new defaults for the period";;;;;;;;;;"MALTA (1776)";"085";"Of which: SME";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:MT,CPS=eba_CT:x22,CPZ=eba_CT:x23,ECB=eba_EC:x26,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;085;070;1776;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"MALTA (1776)";"085";"Of which: SME";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:MT,ECB=eba_EC:x15,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;090;020;1776;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Secured by mortgages on immovable property";"Exposures in default";;;;;;;;;;"MALTA (1776)";"090";"Secured by mortgages on immovable property";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:MT,ECB=eba_EC:x15,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;090;040;1776;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Secured by mortgages on immovable property";"Observed new defaults for the period";;;;;;;;;;"MALTA (1776)";"090";"Secured by mortgages on immovable property";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:MT,ECB=eba_EC:x15,MCY=eba_MC:x393,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;090;070;1776;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Secured by mortgages on immovable property";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"MALTA (1776)";"090";"Secured by mortgages on immovable property";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:MT,CPZ=eba_CT:x23,ECB=eba_EC:x15,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;095;020;1776;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Exposures in default";;;;;;;;;;"MALTA (1776)";"095";"Of which: SME";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:MT,CPZ=eba_CT:x23,ECB=eba_EC:x15,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;095;040;1776;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Observed new defaults for the period";;;;;;;;;;"MALTA (1776)";"095";"Of which: SME";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:MT,CPZ=eba_CT:x23,ECB=eba_EC:x15,MCY=eba_MC:x393,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;095;070;1776;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"MALTA (1776)";"095";"Of which: SME";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:MT,ECB=eba_EC:x24,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;110;020;1776;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Items associated with particularly high risk";"Exposures in default";;;;;;;;;;"MALTA (1776)";"110";"Items associated with particularly high risk";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:MT,ECB=eba_EC:x24,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;110;040;1776;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Items associated with particularly high risk";"Observed new defaults for the period";;;;;;;;;;"MALTA (1776)";"110";"Items associated with particularly high risk";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:MT,ECB=eba_EC:x24,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;110;070;1776;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Items associated with particularly high risk";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"MALTA (1776)";"110";"Items associated with particularly high risk";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:MT,ECB=eba_EC:x13,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;020;1776;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Exposures in default";;;;;;;;;;"MALTA (1776)";"120";"Covered bonds";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:MT,ECB=eba_EC:x13,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;040;1776;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Observed new defaults for the period";;;;;;;;;;"MALTA (1776)";"120";"Covered bonds";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:MT,ECB=eba_EC:x13,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;070;1776;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"MALTA (1776)";"120";"Covered bonds";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:MT,ECB=eba_EC:x18,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;130;020;1776;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims on institutions and corporate with a short-term credit assessment";"Exposures in default";;;;;;;;;;"MALTA (1776)";"130";"Claims on institutions and corporate with a short-term credit assessment";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:MT,ECB=eba_EC:x18,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;130;040;1776;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims on institutions and corporate with a short-term credit assessment";"Observed new defaults for the period";;;;;;;;;;"MALTA (1776)";"130";"Claims on institutions and corporate with a short-term credit assessment";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:MT,ECB=eba_EC:x18,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;130;070;1776;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims on institutions and corporate with a short-term credit assessment";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"MALTA (1776)";"130";"Claims on institutions and corporate with a short-term credit assessment";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:MT,ECB=eba_EC:x14,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;140;020;1776;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims in the form of CIU";"Exposures in default";;;;;;;;;;"MALTA (1776)";"140";"Claims in the form of CIU";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:MT,ECB=eba_EC:x14,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;140;040;1776;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims in the form of CIU";"Observed new defaults for the period";;;;;;;;;;"MALTA (1776)";"140";"Claims in the form of CIU";"Observed new defaults for the period";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:MT,ECB=eba_EC:x1,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;150;020;1776;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Equity exposures";"Exposures in default";;;;;;;;;;"MALTA (1776)";"150";"Equity exposures";"Exposures in default";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:MT,ECB=eba_EC:x25,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;160;040;1776;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Other exposures";"Observed new defaults for the period";;;;;;;;;;"MALTA (1776)";"160";"Other exposures";"Observed new defaults for the period";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:MT,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;170;020;1776;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Total exposures";"Exposures in default";;;;;;;;;;"MALTA (1776)";"170";"Total exposures";"Exposures in default";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:NL,CPS=eba_CT:x2,ECB=eba_EC:x16,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;010;020;1777;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Central governments or central banks";"Exposures in default";;;;;;;;;;"NETHERLANDS (1777)";"010";"Central governments or central banks";"Exposures in default";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:NL,CPS=eba_CT:x16,ECB=eba_EC:x23,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;020;020;1777;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Regional governments or local authorities";"Exposures in default";;;;;;;;;;"NETHERLANDS (1777)";"020";"Regional governments or local authorities";"Exposures in default";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:NL,CPS=eba_CT:x19,ECB=eba_EC:x22,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;030;020;1777;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Public sector entities";"Exposures in default";;;;;;;;;;"NETHERLANDS (1777)";"030";"Public sector entities";"Exposures in default";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:NL,CPS=eba_CT:x15,ECB=eba_EC:x21,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;040;020;1777;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Multilateral Development Banks";"Exposures in default";;;;;;;;;;"NETHERLANDS (1777)";"040";"Multilateral Development Banks";"Exposures in default";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:NL,CPS=eba_CT:x13,ECB=eba_EC:x20,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;050;020;1777;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"International Organisations";"Exposures in default";;;;;;;;;;"NETHERLANDS (1777)";"050";"International Organisations";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:NL,CPS=eba_CT:x13,ECB=eba_EC:x20,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;050;040;1777;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"International Organisations";"Observed new defaults for the period";;;;;;;;;;"NETHERLANDS (1777)";"050";"International Organisations";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:NL,CPS=eba_CT:x13,ECB=eba_EC:x20,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;050;070;1777;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"International Organisations";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"NETHERLANDS (1777)";"050";"International Organisations";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:NL,CPS=eba_CT:x6,ECB=eba_EC:x19,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;060;020;1777;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Institutions";"Exposures in default";;;;;;;;;;"NETHERLANDS (1777)";"060";"Institutions";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:NL,CPS=eba_CT:x6,ECB=eba_EC:x19,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;060;040;1777;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Institutions";"Observed new defaults for the period";;;;;;;;;;"NETHERLANDS (1777)";"060";"Institutions";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:NL,CPS=eba_CT:x6,ECB=eba_EC:x19,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;060;070;1777;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Institutions";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"NETHERLANDS (1777)";"060";"Institutions";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:NL,CPS=eba_CT:x51,ECB=eba_EC:x17,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;070;020;1777;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Corporates";"Exposures in default";;;;;;;;;;"NETHERLANDS (1777)";"070";"Corporates";"Exposures in default";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:NL,CPS=eba_CT:x22,ECB=eba_EC:x26,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;080;020;1777;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Retail";"Exposures in default";;;;;;;;;;"NETHERLANDS (1777)";"080";"Retail";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:NL,CPS=eba_CT:x22,ECB=eba_EC:x26,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;080;040;1777;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Retail";"Observed new defaults for the period";;;;;;;;;;"NETHERLANDS (1777)";"080";"Retail";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:NL,CPS=eba_CT:x22,ECB=eba_EC:x26,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;080;070;1777;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Retail";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"NETHERLANDS (1777)";"080";"Retail";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:NL,CPS=eba_CT:x22,CPZ=eba_CT:x23,ECB=eba_EC:x26,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;085;020;1777;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Exposures in default";;;;;;;;;;"NETHERLANDS (1777)";"085";"Of which: SME";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:NL,CPS=eba_CT:x22,CPZ=eba_CT:x23,ECB=eba_EC:x26,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;085;040;1777;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Observed new defaults for the period";;;;;;;;;;"NETHERLANDS (1777)";"085";"Of which: SME";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:NL,CPS=eba_CT:x22,CPZ=eba_CT:x23,ECB=eba_EC:x26,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;085;070;1777;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"NETHERLANDS (1777)";"085";"Of which: SME";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:NL,ECB=eba_EC:x15,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;090;020;1777;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Secured by mortgages on immovable property";"Exposures in default";;;;;;;;;;"NETHERLANDS (1777)";"090";"Secured by mortgages on immovable property";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:NL,ECB=eba_EC:x15,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;090;040;1777;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Secured by mortgages on immovable property";"Observed new defaults for the period";;;;;;;;;;"NETHERLANDS (1777)";"090";"Secured by mortgages on immovable property";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:NL,ECB=eba_EC:x15,MCY=eba_MC:x393,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;090;070;1777;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Secured by mortgages on immovable property";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"NETHERLANDS (1777)";"090";"Secured by mortgages on immovable property";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:NL,CPZ=eba_CT:x23,ECB=eba_EC:x15,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;095;020;1777;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Exposures in default";;;;;;;;;;"NETHERLANDS (1777)";"095";"Of which: SME";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:NL,CPZ=eba_CT:x23,ECB=eba_EC:x15,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;095;040;1777;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Observed new defaults for the period";;;;;;;;;;"NETHERLANDS (1777)";"095";"Of which: SME";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:NL,CPZ=eba_CT:x23,ECB=eba_EC:x15,MCY=eba_MC:x393,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;095;070;1777;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"NETHERLANDS (1777)";"095";"Of which: SME";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:NL,ECB=eba_EC:x24,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;110;020;1777;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Items associated with particularly high risk";"Exposures in default";;;;;;;;;;"NETHERLANDS (1777)";"110";"Items associated with particularly high risk";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:NL,ECB=eba_EC:x24,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;110;040;1777;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Items associated with particularly high risk";"Observed new defaults for the period";;;;;;;;;;"NETHERLANDS (1777)";"110";"Items associated with particularly high risk";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:NL,ECB=eba_EC:x24,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;110;070;1777;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Items associated with particularly high risk";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"NETHERLANDS (1777)";"110";"Items associated with particularly high risk";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:NL,ECB=eba_EC:x13,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;020;1777;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Exposures in default";;;;;;;;;;"NETHERLANDS (1777)";"120";"Covered bonds";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:NL,ECB=eba_EC:x13,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;040;1777;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Observed new defaults for the period";;;;;;;;;;"NETHERLANDS (1777)";"120";"Covered bonds";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:NL,ECB=eba_EC:x13,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;070;1777;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"NETHERLANDS (1777)";"120";"Covered bonds";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:NL,ECB=eba_EC:x18,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;130;020;1777;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims on institutions and corporate with a short-term credit assessment";"Exposures in default";;;;;;;;;;"NETHERLANDS (1777)";"130";"Claims on institutions and corporate with a short-term credit assessment";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:NL,ECB=eba_EC:x18,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;130;040;1777;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims on institutions and corporate with a short-term credit assessment";"Observed new defaults for the period";;;;;;;;;;"NETHERLANDS (1777)";"130";"Claims on institutions and corporate with a short-term credit assessment";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:NL,ECB=eba_EC:x18,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;130;070;1777;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims on institutions and corporate with a short-term credit assessment";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"NETHERLANDS (1777)";"130";"Claims on institutions and corporate with a short-term credit assessment";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:NL,ECB=eba_EC:x14,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;140;020;1777;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims in the form of CIU";"Exposures in default";;;;;;;;;;"NETHERLANDS (1777)";"140";"Claims in the form of CIU";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:NL,ECB=eba_EC:x14,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;140;040;1777;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims in the form of CIU";"Observed new defaults for the period";;;;;;;;;;"NETHERLANDS (1777)";"140";"Claims in the form of CIU";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:NL,ECB=eba_EC:x14,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;140;070;1777;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims in the form of CIU";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"NETHERLANDS (1777)";"140";"Claims in the form of CIU";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:NL,ECB=eba_EC:x1,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;150;020;1777;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Equity exposures";"Exposures in default";;;;;;;;;;"NETHERLANDS (1777)";"150";"Equity exposures";"Exposures in default";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:NL,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;170;020;1777;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Total exposures";"Exposures in default";;;;;;;;;;"NETHERLANDS (1777)";"170";"Total exposures";"Exposures in default";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:MK,CPS=eba_CT:x2,ECB=eba_EC:x16,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;010;020;1775;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Central governments or central banks";"Exposures in default";;;;;;;;;;"NORTH MACEDONIA (1775)";"010";"Central governments or central banks";"Exposures in default";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:MK,CPS=eba_CT:x16,ECB=eba_EC:x23,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;020;020;1775;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Regional governments or local authorities";"Exposures in default";;;;;;;;;;"NORTH MACEDONIA (1775)";"020";"Regional governments or local authorities";"Exposures in default";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:MK,CPS=eba_CT:x19,ECB=eba_EC:x22,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;030;020;1775;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Public sector entities";"Exposures in default";;;;;;;;;;"NORTH MACEDONIA (1775)";"030";"Public sector entities";"Exposures in default";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:MK,CPS=eba_CT:x19,ECB=eba_EC:x22,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;030;070;1775;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Public sector entities";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"NORTH MACEDONIA (1775)";"030";"Public sector entities";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:MK,CPS=eba_CT:x15,ECB=eba_EC:x21,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;040;020;1775;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Multilateral Development Banks";"Exposures in default";;;;;;;;;;"NORTH MACEDONIA (1775)";"040";"Multilateral Development Banks";"Exposures in default";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:MK,CPS=eba_CT:x15,ECB=eba_EC:x21,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;040;070;1775;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Multilateral Development Banks";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"NORTH MACEDONIA (1775)";"040";"Multilateral Development Banks";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:MK,CPS=eba_CT:x13,ECB=eba_EC:x20,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;050;020;1775;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"International Organisations";"Exposures in default";;;;;;;;;;"NORTH MACEDONIA (1775)";"050";"International Organisations";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:MK,CPS=eba_CT:x13,ECB=eba_EC:x20,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;050;040;1775;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"International Organisations";"Observed new defaults for the period";;;;;;;;;;"NORTH MACEDONIA (1775)";"050";"International Organisations";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:MK,CPS=eba_CT:x13,ECB=eba_EC:x20,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;050;070;1775;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"International Organisations";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"NORTH MACEDONIA (1775)";"050";"International Organisations";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:MK,CPS=eba_CT:x6,ECB=eba_EC:x19,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;060;020;1775;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Institutions";"Exposures in default";;;;;;;;;;"NORTH MACEDONIA (1775)";"060";"Institutions";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:MK,CPS=eba_CT:x6,ECB=eba_EC:x19,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;060;040;1775;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Institutions";"Observed new defaults for the period";;;;;;;;;;"NORTH MACEDONIA (1775)";"060";"Institutions";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:MK,CPS=eba_CT:x6,ECB=eba_EC:x19,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;060;070;1775;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Institutions";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"NORTH MACEDONIA (1775)";"060";"Institutions";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:MK,CPS=eba_CT:x51,ECB=eba_EC:x17,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;070;020;1775;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Corporates";"Exposures in default";;;;;;;;;;"NORTH MACEDONIA (1775)";"070";"Corporates";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:MK,CPS=eba_CT:x51,ECB=eba_EC:x17,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;070;040;1775;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Corporates";"Observed new defaults for the period";;;;;;;;;;"NORTH MACEDONIA (1775)";"070";"Corporates";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:MK,CPS=eba_CT:x51,ECB=eba_EC:x17,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;070;070;1775;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Corporates";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"NORTH MACEDONIA (1775)";"070";"Corporates";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:MK,CPS=eba_CT:x51,CPZ=eba_CT:x23,ECB=eba_EC:x17,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;075;020;1775;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Exposures in default";;;;;;;;;;"NORTH MACEDONIA (1775)";"075";"Of which: SME";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:MK,CPS=eba_CT:x51,CPZ=eba_CT:x23,ECB=eba_EC:x17,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;075;040;1775;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Observed new defaults for the period";;;;;;;;;;"NORTH MACEDONIA (1775)";"075";"Of which: SME";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:MK,CPS=eba_CT:x51,CPZ=eba_CT:x23,ECB=eba_EC:x17,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;075;070;1775;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"NORTH MACEDONIA (1775)";"075";"Of which: SME";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:MK,CPS=eba_CT:x22,ECB=eba_EC:x26,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;080;020;1775;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Retail";"Exposures in default";;;;;;;;;;"NORTH MACEDONIA (1775)";"080";"Retail";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:MK,CPS=eba_CT:x22,ECB=eba_EC:x26,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;080;040;1775;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Retail";"Observed new defaults for the period";;;;;;;;;;"NORTH MACEDONIA (1775)";"080";"Retail";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:MK,CPS=eba_CT:x22,ECB=eba_EC:x26,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;080;070;1775;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Retail";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"NORTH MACEDONIA (1775)";"080";"Retail";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:MK,CPS=eba_CT:x22,CPZ=eba_CT:x23,ECB=eba_EC:x26,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;085;020;1775;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Exposures in default";;;;;;;;;;"NORTH MACEDONIA (1775)";"085";"Of which: SME";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:MK,CPS=eba_CT:x22,CPZ=eba_CT:x23,ECB=eba_EC:x26,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;085;040;1775;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Observed new defaults for the period";;;;;;;;;;"NORTH MACEDONIA (1775)";"085";"Of which: SME";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:MK,CPS=eba_CT:x22,CPZ=eba_CT:x23,ECB=eba_EC:x26,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;085;070;1775;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"NORTH MACEDONIA (1775)";"085";"Of which: SME";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:MK,ECB=eba_EC:x15,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;090;020;1775;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Secured by mortgages on immovable property";"Exposures in default";;;;;;;;;;"NORTH MACEDONIA (1775)";"090";"Secured by mortgages on immovable property";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:MK,ECB=eba_EC:x15,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;090;040;1775;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Secured by mortgages on immovable property";"Observed new defaults for the period";;;;;;;;;;"NORTH MACEDONIA (1775)";"090";"Secured by mortgages on immovable property";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:MK,ECB=eba_EC:x15,MCY=eba_MC:x393,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;090;070;1775;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Secured by mortgages on immovable property";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"NORTH MACEDONIA (1775)";"090";"Secured by mortgages on immovable property";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:MK,CPZ=eba_CT:x23,ECB=eba_EC:x15,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;095;020;1775;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Exposures in default";;;;;;;;;;"NORTH MACEDONIA (1775)";"095";"Of which: SME";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:MK,CPZ=eba_CT:x23,ECB=eba_EC:x15,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;095;040;1775;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Observed new defaults for the period";;;;;;;;;;"NORTH MACEDONIA (1775)";"095";"Of which: SME";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:MK,CPZ=eba_CT:x23,ECB=eba_EC:x15,MCY=eba_MC:x393,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;095;070;1775;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"NORTH MACEDONIA (1775)";"095";"Of which: SME";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:MK,ECB=eba_EC:x24,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;110;020;1775;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Items associated with particularly high risk";"Exposures in default";;;;;;;;;;"NORTH MACEDONIA (1775)";"110";"Items associated with particularly high risk";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:MK,ECB=eba_EC:x24,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;110;040;1775;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Items associated with particularly high risk";"Observed new defaults for the period";;;;;;;;;;"NORTH MACEDONIA (1775)";"110";"Items associated with particularly high risk";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:MK,ECB=eba_EC:x24,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;110;070;1775;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Items associated with particularly high risk";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"NORTH MACEDONIA (1775)";"110";"Items associated with particularly high risk";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:MK,ECB=eba_EC:x13,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;020;1775;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Exposures in default";;;;;;;;;;"NORTH MACEDONIA (1775)";"120";"Covered bonds";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:MK,ECB=eba_EC:x13,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;040;1775;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Observed new defaults for the period";;;;;;;;;;"NORTH MACEDONIA (1775)";"120";"Covered bonds";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:MK,ECB=eba_EC:x13,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;070;1775;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"NORTH MACEDONIA (1775)";"120";"Covered bonds";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:MK,ECB=eba_EC:x18,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;130;020;1775;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims on institutions and corporate with a short-term credit assessment";"Exposures in default";;;;;;;;;;"NORTH MACEDONIA (1775)";"130";"Claims on institutions and corporate with a short-term credit assessment";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:MK,ECB=eba_EC:x18,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;130;040;1775;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims on institutions and corporate with a short-term credit assessment";"Observed new defaults for the period";;;;;;;;;;"NORTH MACEDONIA (1775)";"130";"Claims on institutions and corporate with a short-term credit assessment";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:MK,ECB=eba_EC:x18,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;130;070;1775;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims on institutions and corporate with a short-term credit assessment";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"NORTH MACEDONIA (1775)";"130";"Claims on institutions and corporate with a short-term credit assessment";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:MK,ECB=eba_EC:x14,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;140;020;1775;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims in the form of CIU";"Exposures in default";;;;;;;;;;"NORTH MACEDONIA (1775)";"140";"Claims in the form of CIU";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:MK,ECB=eba_EC:x14,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;140;040;1775;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims in the form of CIU";"Observed new defaults for the period";;;;;;;;;;"NORTH MACEDONIA (1775)";"140";"Claims in the form of CIU";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:MK,ECB=eba_EC:x14,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;140;070;1775;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims in the form of CIU";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"NORTH MACEDONIA (1775)";"140";"Claims in the form of CIU";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:MK,ECB=eba_EC:x1,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;150;020;1775;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Equity exposures";"Exposures in default";;;;;;;;;;"NORTH MACEDONIA (1775)";"150";"Equity exposures";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:MK,ECB=eba_EC:x1,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;150;040;1775;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Equity exposures";"Observed new defaults for the period";;;;;;;;;;"NORTH MACEDONIA (1775)";"150";"Equity exposures";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:MK,ECB=eba_EC:x1,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;150;070;1775;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Equity exposures";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"NORTH MACEDONIA (1775)";"150";"Equity exposures";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:MK,ECB=eba_EC:x25,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;160;020;1775;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Other exposures";"Exposures in default";;;;;;;;;;"NORTH MACEDONIA (1775)";"160";"Other exposures";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:MK,ECB=eba_EC:x25,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;160;040;1775;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Other exposures";"Observed new defaults for the period";;;;;;;;;;"NORTH MACEDONIA (1775)";"160";"Other exposures";"Observed new defaults for the period";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:MK,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;170;020;1775;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Total exposures";"Exposures in default";;;;;;;;;;"NORTH MACEDONIA (1775)";"170";"Total exposures";"Exposures in default";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:NO,CPS=eba_CT:x2,ECB=eba_EC:x16,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;010;020;1782;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Central governments or central banks";"Exposures in default";;;;;;;;;;"NORWAY (1782)";"010";"Central governments or central banks";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:NO,CPS=eba_CT:x2,ECB=eba_EC:x16,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;010;040;1782;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Central governments or central banks";"Observed new defaults for the period";;;;;;;;;;"NORWAY (1782)";"010";"Central governments or central banks";"Observed new defaults for the period";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:NO,CPS=eba_CT:x16,ECB=eba_EC:x23,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;020;020;1782;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Regional governments or local authorities";"Exposures in default";;;;;;;;;;"NORWAY (1782)";"020";"Regional governments or local authorities";"Exposures in default";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:NO,CPS=eba_CT:x16,ECB=eba_EC:x23,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;020;070;1782;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Regional governments or local authorities";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"NORWAY (1782)";"020";"Regional governments or local authorities";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:NO,CPS=eba_CT:x19,ECB=eba_EC:x22,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;030;020;1782;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Public sector entities";"Exposures in default";;;;;;;;;;"NORWAY (1782)";"030";"Public sector entities";"Exposures in default";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:NO,CPS=eba_CT:x15,ECB=eba_EC:x21,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;040;020;1782;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Multilateral Development Banks";"Exposures in default";;;;;;;;;;"NORWAY (1782)";"040";"Multilateral Development Banks";"Exposures in default";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:NO,CPS=eba_CT:x15,ECB=eba_EC:x21,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;040;070;1782;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Multilateral Development Banks";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"NORWAY (1782)";"040";"Multilateral Development Banks";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:NO,CPS=eba_CT:x13,ECB=eba_EC:x20,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;050;020;1782;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"International Organisations";"Exposures in default";;;;;;;;;;"NORWAY (1782)";"050";"International Organisations";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:NO,CPS=eba_CT:x13,ECB=eba_EC:x20,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;050;040;1782;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"International Organisations";"Observed new defaults for the period";;;;;;;;;;"NORWAY (1782)";"050";"International Organisations";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:NO,CPS=eba_CT:x13,ECB=eba_EC:x20,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;050;070;1782;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"International Organisations";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"NORWAY (1782)";"050";"International Organisations";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:NO,CPS=eba_CT:x6,ECB=eba_EC:x19,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;060;020;1782;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Institutions";"Exposures in default";;;;;;;;;;"NORWAY (1782)";"060";"Institutions";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:NO,CPS=eba_CT:x6,ECB=eba_EC:x19,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;060;040;1782;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Institutions";"Observed new defaults for the period";;;;;;;;;;"NORWAY (1782)";"060";"Institutions";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:NO,CPS=eba_CT:x6,ECB=eba_EC:x19,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;060;070;1782;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Institutions";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"NORWAY (1782)";"060";"Institutions";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:NO,CPS=eba_CT:x51,ECB=eba_EC:x17,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;070;020;1782;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Corporates";"Exposures in default";;;;;;;;;;"NORWAY (1782)";"070";"Corporates";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:NO,CPS=eba_CT:x51,ECB=eba_EC:x17,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;070;040;1782;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Corporates";"Observed new defaults for the period";;;;;;;;;;"NORWAY (1782)";"070";"Corporates";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:NO,CPS=eba_CT:x51,ECB=eba_EC:x17,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;070;070;1782;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Corporates";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"NORWAY (1782)";"070";"Corporates";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:NO,CPS=eba_CT:x51,CPZ=eba_CT:x23,ECB=eba_EC:x17,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;075;070;1782;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"NORWAY (1782)";"075";"Of which: SME";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:NO,CPS=eba_CT:x22,ECB=eba_EC:x26,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;080;020;1782;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Retail";"Exposures in default";;;;;;;;;;"NORWAY (1782)";"080";"Retail";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:NO,CPS=eba_CT:x22,ECB=eba_EC:x26,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;080;040;1782;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Retail";"Observed new defaults for the period";;;;;;;;;;"NORWAY (1782)";"080";"Retail";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:NO,CPS=eba_CT:x22,ECB=eba_EC:x26,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;080;070;1782;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Retail";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"NORWAY (1782)";"080";"Retail";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:NO,CPS=eba_CT:x22,CPZ=eba_CT:x23,ECB=eba_EC:x26,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;085;020;1782;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Exposures in default";;;;;;;;;;"NORWAY (1782)";"085";"Of which: SME";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:NO,CPS=eba_CT:x22,CPZ=eba_CT:x23,ECB=eba_EC:x26,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;085;040;1782;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Observed new defaults for the period";;;;;;;;;;"NORWAY (1782)";"085";"Of which: SME";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:NO,CPS=eba_CT:x22,CPZ=eba_CT:x23,ECB=eba_EC:x26,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;085;070;1782;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"NORWAY (1782)";"085";"Of which: SME";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:NO,ECB=eba_EC:x15,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;090;020;1782;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Secured by mortgages on immovable property";"Exposures in default";;;;;;;;;;"NORWAY (1782)";"090";"Secured by mortgages on immovable property";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:NO,ECB=eba_EC:x15,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;090;040;1782;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Secured by mortgages on immovable property";"Observed new defaults for the period";;;;;;;;;;"NORWAY (1782)";"090";"Secured by mortgages on immovable property";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:NO,ECB=eba_EC:x15,MCY=eba_MC:x393,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;090;070;1782;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Secured by mortgages on immovable property";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"NORWAY (1782)";"090";"Secured by mortgages on immovable property";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:NO,CPZ=eba_CT:x23,ECB=eba_EC:x15,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;095;020;1782;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Exposures in default";;;;;;;;;;"NORWAY (1782)";"095";"Of which: SME";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:NO,CPZ=eba_CT:x23,ECB=eba_EC:x15,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;095;040;1782;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Observed new defaults for the period";;;;;;;;;;"NORWAY (1782)";"095";"Of which: SME";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:NO,CPZ=eba_CT:x23,ECB=eba_EC:x15,MCY=eba_MC:x393,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;095;070;1782;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"NORWAY (1782)";"095";"Of which: SME";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:NO,ECB=eba_EC:x24,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;110;020;1782;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Items associated with particularly high risk";"Exposures in default";;;;;;;;;;"NORWAY (1782)";"110";"Items associated with particularly high risk";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:NO,ECB=eba_EC:x24,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;110;040;1782;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Items associated with particularly high risk";"Observed new defaults for the period";;;;;;;;;;"NORWAY (1782)";"110";"Items associated with particularly high risk";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:NO,ECB=eba_EC:x24,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;110;070;1782;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Items associated with particularly high risk";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"NORWAY (1782)";"110";"Items associated with particularly high risk";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:NO,ECB=eba_EC:x13,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;020;1782;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Exposures in default";;;;;;;;;;"NORWAY (1782)";"120";"Covered bonds";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:NO,ECB=eba_EC:x13,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;040;1782;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Observed new defaults for the period";;;;;;;;;;"NORWAY (1782)";"120";"Covered bonds";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:NO,ECB=eba_EC:x13,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;070;1782;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"NORWAY (1782)";"120";"Covered bonds";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:NO,ECB=eba_EC:x18,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;130;020;1782;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims on institutions and corporate with a short-term credit assessment";"Exposures in default";;;;;;;;;;"NORWAY (1782)";"130";"Claims on institutions and corporate with a short-term credit assessment";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:NO,ECB=eba_EC:x18,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;130;040;1782;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims on institutions and corporate with a short-term credit assessment";"Observed new defaults for the period";;;;;;;;;;"NORWAY (1782)";"130";"Claims on institutions and corporate with a short-term credit assessment";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:NO,ECB=eba_EC:x18,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;130;070;1782;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims on institutions and corporate with a short-term credit assessment";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"NORWAY (1782)";"130";"Claims on institutions and corporate with a short-term credit assessment";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:NO,ECB=eba_EC:x14,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;140;020;1782;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims in the form of CIU";"Exposures in default";;;;;;;;;;"NORWAY (1782)";"140";"Claims in the form of CIU";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:NO,ECB=eba_EC:x14,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;140;040;1782;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims in the form of CIU";"Observed new defaults for the period";;;;;;;;;;"NORWAY (1782)";"140";"Claims in the form of CIU";"Observed new defaults for the period";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:NO,ECB=eba_EC:x25,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;160;040;1782;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Other exposures";"Observed new defaults for the period";;;;;;;;;;"NORWAY (1782)";"160";"Other exposures";"Observed new defaults for the period";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:PL,CPS=eba_CT:x2,ECB=eba_EC:x16,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;010;020;1785;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Central governments or central banks";"Exposures in default";;;;;;;;;;"POLAND (1785)";"010";"Central governments or central banks";"Exposures in default";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:PL,CPS=eba_CT:x19,ECB=eba_EC:x22,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;030;020;1785;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Public sector entities";"Exposures in default";;;;;;;;;;"POLAND (1785)";"030";"Public sector entities";"Exposures in default";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:PL,CPS=eba_CT:x15,ECB=eba_EC:x21,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;040;020;1785;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Multilateral Development Banks";"Exposures in default";;;;;;;;;;"POLAND (1785)";"040";"Multilateral Development Banks";"Exposures in default";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:PL,CPS=eba_CT:x13,ECB=eba_EC:x20,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;050;040;1785;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"International Organisations";"Observed new defaults for the period";;;;;;;;;;"POLAND (1785)";"050";"International Organisations";"Observed new defaults for the period";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:PL,CPS=eba_CT:x6,ECB=eba_EC:x19,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;060;020;1785;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Institutions";"Exposures in default";;;;;;;;;;"POLAND (1785)";"060";"Institutions";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:PL,CPS=eba_CT:x6,ECB=eba_EC:x19,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;060;040;1785;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Institutions";"Observed new defaults for the period";;;;;;;;;;"POLAND (1785)";"060";"Institutions";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:PL,CPS=eba_CT:x6,ECB=eba_EC:x19,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;060;070;1785;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Institutions";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"POLAND (1785)";"060";"Institutions";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:PL,CPS=eba_CT:x51,ECB=eba_EC:x17,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;070;020;1785;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Corporates";"Exposures in default";;;;;;;;;;"POLAND (1785)";"070";"Corporates";"Exposures in default";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:PL,CPS=eba_CT:x51,ECB=eba_EC:x17,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;070;070;1785;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Corporates";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"POLAND (1785)";"070";"Corporates";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:PL,CPS=eba_CT:x22,ECB=eba_EC:x26,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;080;020;1785;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Retail";"Exposures in default";;;;;;;;;;"POLAND (1785)";"080";"Retail";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:PL,CPS=eba_CT:x22,ECB=eba_EC:x26,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;080;040;1785;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Retail";"Observed new defaults for the period";;;;;;;;;;"POLAND (1785)";"080";"Retail";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:PL,CPS=eba_CT:x22,ECB=eba_EC:x26,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;080;070;1785;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Retail";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"POLAND (1785)";"080";"Retail";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:PL,CPS=eba_CT:x22,CPZ=eba_CT:x23,ECB=eba_EC:x26,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;085;020;1785;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Exposures in default";;;;;;;;;;"POLAND (1785)";"085";"Of which: SME";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:PL,CPS=eba_CT:x22,CPZ=eba_CT:x23,ECB=eba_EC:x26,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;085;040;1785;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Observed new defaults for the period";;;;;;;;;;"POLAND (1785)";"085";"Of which: SME";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:PL,CPS=eba_CT:x22,CPZ=eba_CT:x23,ECB=eba_EC:x26,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;085;070;1785;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"POLAND (1785)";"085";"Of which: SME";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:PL,ECB=eba_EC:x15,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;090;020;1785;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Secured by mortgages on immovable property";"Exposures in default";;;;;;;;;;"POLAND (1785)";"090";"Secured by mortgages on immovable property";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:PL,ECB=eba_EC:x15,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;090;040;1785;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Secured by mortgages on immovable property";"Observed new defaults for the period";;;;;;;;;;"POLAND (1785)";"090";"Secured by mortgages on immovable property";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:PL,ECB=eba_EC:x15,MCY=eba_MC:x393,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;090;070;1785;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Secured by mortgages on immovable property";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"POLAND (1785)";"090";"Secured by mortgages on immovable property";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:PL,CPZ=eba_CT:x23,ECB=eba_EC:x15,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;095;020;1785;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Exposures in default";;;;;;;;;;"POLAND (1785)";"095";"Of which: SME";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:PL,CPZ=eba_CT:x23,ECB=eba_EC:x15,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;095;040;1785;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Observed new defaults for the period";;;;;;;;;;"POLAND (1785)";"095";"Of which: SME";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:PL,CPZ=eba_CT:x23,ECB=eba_EC:x15,MCY=eba_MC:x393,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;095;070;1785;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"POLAND (1785)";"095";"Of which: SME";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:PL,ECB=eba_EC:x24,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;110;020;1785;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Items associated with particularly high risk";"Exposures in default";;;;;;;;;;"POLAND (1785)";"110";"Items associated with particularly high risk";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:PL,ECB=eba_EC:x24,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;110;040;1785;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Items associated with particularly high risk";"Observed new defaults for the period";;;;;;;;;;"POLAND (1785)";"110";"Items associated with particularly high risk";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:PL,ECB=eba_EC:x24,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;110;070;1785;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Items associated with particularly high risk";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"POLAND (1785)";"110";"Items associated with particularly high risk";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:PL,ECB=eba_EC:x13,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;020;1785;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Exposures in default";;;;;;;;;;"POLAND (1785)";"120";"Covered bonds";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:PL,ECB=eba_EC:x13,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;040;1785;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Observed new defaults for the period";;;;;;;;;;"POLAND (1785)";"120";"Covered bonds";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:PL,ECB=eba_EC:x13,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;070;1785;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"POLAND (1785)";"120";"Covered bonds";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:PL,ECB=eba_EC:x18,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;130;020;1785;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims on institutions and corporate with a short-term credit assessment";"Exposures in default";;;;;;;;;;"POLAND (1785)";"130";"Claims on institutions and corporate with a short-term credit assessment";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:PL,ECB=eba_EC:x18,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;130;040;1785;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims on institutions and corporate with a short-term credit assessment";"Observed new defaults for the period";;;;;;;;;;"POLAND (1785)";"130";"Claims on institutions and corporate with a short-term credit assessment";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:PL,ECB=eba_EC:x18,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;130;070;1785;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims on institutions and corporate with a short-term credit assessment";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"POLAND (1785)";"130";"Claims on institutions and corporate with a short-term credit assessment";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:PL,ECB=eba_EC:x14,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;140;040;1785;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims in the form of CIU";"Observed new defaults for the period";;;;;;;;;;"POLAND (1785)";"140";"Claims in the form of CIU";"Observed new defaults for the period";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:PL,ECB=eba_EC:x25,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;160;040;1785;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Other exposures";"Observed new defaults for the period";;;;;;;;;;"POLAND (1785)";"160";"Other exposures";"Observed new defaults for the period";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:PL,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;170;040;1785;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Total exposures";"Observed new defaults for the period";;;;;;;;;;"POLAND (1785)";"170";"Total exposures";"Observed new defaults for the period";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:PT,CPS=eba_CT:x2,ECB=eba_EC:x16,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;010;020;1786;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Central governments or central banks";"Exposures in default";;;;;;;;;;"PORTUGAL (1786)";"010";"Central governments or central banks";"Exposures in default";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:PT,CPS=eba_CT:x16,ECB=eba_EC:x23,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;020;020;1786;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Regional governments or local authorities";"Exposures in default";;;;;;;;;;"PORTUGAL (1786)";"020";"Regional governments or local authorities";"Exposures in default";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:PT,CPS=eba_CT:x19,ECB=eba_EC:x22,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;030;020;1786;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Public sector entities";"Exposures in default";;;;;;;;;;"PORTUGAL (1786)";"030";"Public sector entities";"Exposures in default";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:PT,CPS=eba_CT:x13,ECB=eba_EC:x20,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;050;020;1786;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"International Organisations";"Exposures in default";;;;;;;;;;"PORTUGAL (1786)";"050";"International Organisations";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:PT,CPS=eba_CT:x13,ECB=eba_EC:x20,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;050;040;1786;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"International Organisations";"Observed new defaults for the period";;;;;;;;;;"PORTUGAL (1786)";"050";"International Organisations";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:PT,CPS=eba_CT:x13,ECB=eba_EC:x20,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;050;070;1786;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"International Organisations";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"PORTUGAL (1786)";"050";"International Organisations";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:PT,CPS=eba_CT:x6,ECB=eba_EC:x19,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;060;020;1786;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Institutions";"Exposures in default";;;;;;;;;;"PORTUGAL (1786)";"060";"Institutions";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:PT,CPS=eba_CT:x6,ECB=eba_EC:x19,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;060;040;1786;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Institutions";"Observed new defaults for the period";;;;;;;;;;"PORTUGAL (1786)";"060";"Institutions";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:PT,CPS=eba_CT:x6,ECB=eba_EC:x19,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;060;070;1786;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Institutions";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"PORTUGAL (1786)";"060";"Institutions";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:PT,CPS=eba_CT:x51,ECB=eba_EC:x17,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;070;020;1786;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Corporates";"Exposures in default";;;;;;;;;;"PORTUGAL (1786)";"070";"Corporates";"Exposures in default";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:PT,CPS=eba_CT:x22,ECB=eba_EC:x26,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;080;020;1786;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Retail";"Exposures in default";;;;;;;;;;"PORTUGAL (1786)";"080";"Retail";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:PT,CPS=eba_CT:x22,ECB=eba_EC:x26,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;080;040;1786;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Retail";"Observed new defaults for the period";;;;;;;;;;"PORTUGAL (1786)";"080";"Retail";"Observed new defaults for the period";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:PT,CPS=eba_CT:x22,CPZ=eba_CT:x23,ECB=eba_EC:x26,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;085;040;1786;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Observed new defaults for the period";;;;;;;;;;"PORTUGAL (1786)";"085";"Of which: SME";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:PT,CPS=eba_CT:x22,CPZ=eba_CT:x23,ECB=eba_EC:x26,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;085;070;1786;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"PORTUGAL (1786)";"085";"Of which: SME";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:PT,ECB=eba_EC:x15,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;090;020;1786;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Secured by mortgages on immovable property";"Exposures in default";;;;;;;;;;"PORTUGAL (1786)";"090";"Secured by mortgages on immovable property";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:PT,ECB=eba_EC:x15,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;090;040;1786;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Secured by mortgages on immovable property";"Observed new defaults for the period";;;;;;;;;;"PORTUGAL (1786)";"090";"Secured by mortgages on immovable property";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:PT,ECB=eba_EC:x15,MCY=eba_MC:x393,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;090;070;1786;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Secured by mortgages on immovable property";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"PORTUGAL (1786)";"090";"Secured by mortgages on immovable property";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:PT,CPZ=eba_CT:x23,ECB=eba_EC:x15,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;095;020;1786;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Exposures in default";;;;;;;;;;"PORTUGAL (1786)";"095";"Of which: SME";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:PT,CPZ=eba_CT:x23,ECB=eba_EC:x15,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;095;040;1786;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Observed new defaults for the period";;;;;;;;;;"PORTUGAL (1786)";"095";"Of which: SME";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:PT,CPZ=eba_CT:x23,ECB=eba_EC:x15,MCY=eba_MC:x393,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;095;070;1786;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"PORTUGAL (1786)";"095";"Of which: SME";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:PT,ECB=eba_EC:x24,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;110;020;1786;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Items associated with particularly high risk";"Exposures in default";;;;;;;;;;"PORTUGAL (1786)";"110";"Items associated with particularly high risk";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:PT,ECB=eba_EC:x24,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;110;040;1786;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Items associated with particularly high risk";"Observed new defaults for the period";;;;;;;;;;"PORTUGAL (1786)";"110";"Items associated with particularly high risk";"Observed new defaults for the period";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:PT,ECB=eba_EC:x13,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;020;1786;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Exposures in default";;;;;;;;;;"PORTUGAL (1786)";"120";"Covered bonds";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:PT,ECB=eba_EC:x13,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;040;1786;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Observed new defaults for the period";;;;;;;;;;"PORTUGAL (1786)";"120";"Covered bonds";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:PT,ECB=eba_EC:x13,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;070;1786;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"PORTUGAL (1786)";"120";"Covered bonds";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:PT,ECB=eba_EC:x18,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;130;020;1786;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims on institutions and corporate with a short-term credit assessment";"Exposures in default";;;;;;;;;;"PORTUGAL (1786)";"130";"Claims on institutions and corporate with a short-term credit assessment";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:PT,ECB=eba_EC:x18,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;130;040;1786;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims on institutions and corporate with a short-term credit assessment";"Observed new defaults for the period";;;;;;;;;;"PORTUGAL (1786)";"130";"Claims on institutions and corporate with a short-term credit assessment";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:PT,ECB=eba_EC:x18,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;130;070;1786;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims on institutions and corporate with a short-term credit assessment";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"PORTUGAL (1786)";"130";"Claims on institutions and corporate with a short-term credit assessment";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:RO,CPS=eba_CT:x19,ECB=eba_EC:x22,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;030;020;1787;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Public sector entities";"Exposures in default";;;;;;;;;;"ROMANIA (1787)";"030";"Public sector entities";"Exposures in default";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:RO,CPS=eba_CT:x6,ECB=eba_EC:x19,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;060;040;1787;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Institutions";"Observed new defaults for the period";;;;;;;;;;"ROMANIA (1787)";"060";"Institutions";"Observed new defaults for the period";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:RU,CPS=eba_CT:x51,ECB=eba_EC:x17,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;070;020;1788;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Corporates";"Exposures in default";;;;;;;;;;"RUSSIAN FEDERATION (1788)";"070";"Corporates";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:RU,CPS=eba_CT:x51,ECB=eba_EC:x17,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;070;040;1788;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Corporates";"Observed new defaults for the period";;;;;;;;;;"RUSSIAN FEDERATION (1788)";"070";"Corporates";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:RU,CPS=eba_CT:x51,ECB=eba_EC:x17,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;070;070;1788;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Corporates";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"RUSSIAN FEDERATION (1788)";"070";"Corporates";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:RU,CPS=eba_CT:x51,CPZ=eba_CT:x23,ECB=eba_EC:x17,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;075;020;1788;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Exposures in default";;;;;;;;;;"RUSSIAN FEDERATION (1788)";"075";"Of which: SME";"Exposures in default";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:RU,CPS=eba_CT:x22,ECB=eba_EC:x26,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;080;020;1788;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Retail";"Exposures in default";;;;;;;;;;"RUSSIAN FEDERATION (1788)";"080";"Retail";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:RU,CPS=eba_CT:x22,ECB=eba_EC:x26,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;080;040;1788;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Retail";"Observed new defaults for the period";;;;;;;;;;"RUSSIAN FEDERATION (1788)";"080";"Retail";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:RU,CPS=eba_CT:x22,ECB=eba_EC:x26,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;080;070;1788;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Retail";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"RUSSIAN FEDERATION (1788)";"080";"Retail";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:RU,CPS=eba_CT:x22,CPZ=eba_CT:x23,ECB=eba_EC:x26,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;085;020;1788;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Exposures in default";;;;;;;;;;"RUSSIAN FEDERATION (1788)";"085";"Of which: SME";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:RU,CPS=eba_CT:x22,CPZ=eba_CT:x23,ECB=eba_EC:x26,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;085;040;1788;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Observed new defaults for the period";;;;;;;;;;"RUSSIAN FEDERATION (1788)";"085";"Of which: SME";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:RU,CPS=eba_CT:x22,CPZ=eba_CT:x23,ECB=eba_EC:x26,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;085;070;1788;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"RUSSIAN FEDERATION (1788)";"085";"Of which: SME";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:RU,ECB=eba_EC:x15,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;090;020;1788;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Secured by mortgages on immovable property";"Exposures in default";;;;;;;;;;"RUSSIAN FEDERATION (1788)";"090";"Secured by mortgages on immovable property";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:RU,ECB=eba_EC:x15,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;090;040;1788;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Secured by mortgages on immovable property";"Observed new defaults for the period";;;;;;;;;;"RUSSIAN FEDERATION (1788)";"090";"Secured by mortgages on immovable property";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:RU,ECB=eba_EC:x15,MCY=eba_MC:x393,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;090;070;1788;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Secured by mortgages on immovable property";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"RUSSIAN FEDERATION (1788)";"090";"Secured by mortgages on immovable property";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:RU,CPZ=eba_CT:x23,ECB=eba_EC:x15,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;095;020;1788;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Exposures in default";;;;;;;;;;"RUSSIAN FEDERATION (1788)";"095";"Of which: SME";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:RU,CPZ=eba_CT:x23,ECB=eba_EC:x15,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;095;040;1788;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Observed new defaults for the period";;;;;;;;;;"RUSSIAN FEDERATION (1788)";"095";"Of which: SME";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:RU,CPZ=eba_CT:x23,ECB=eba_EC:x15,MCY=eba_MC:x393,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;095;070;1788;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"RUSSIAN FEDERATION (1788)";"095";"Of which: SME";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:RU,ECB=eba_EC:x24,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;110;020;1788;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Items associated with particularly high risk";"Exposures in default";;;;;;;;;;"RUSSIAN FEDERATION (1788)";"110";"Items associated with particularly high risk";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:RU,ECB=eba_EC:x24,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;110;040;1788;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Items associated with particularly high risk";"Observed new defaults for the period";;;;;;;;;;"RUSSIAN FEDERATION (1788)";"110";"Items associated with particularly high risk";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:RU,ECB=eba_EC:x24,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;110;070;1788;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Items associated with particularly high risk";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"RUSSIAN FEDERATION (1788)";"110";"Items associated with particularly high risk";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:RU,ECB=eba_EC:x13,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;020;1788;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Exposures in default";;;;;;;;;;"RUSSIAN FEDERATION (1788)";"120";"Covered bonds";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:RU,ECB=eba_EC:x13,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;040;1788;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Observed new defaults for the period";;;;;;;;;;"RUSSIAN FEDERATION (1788)";"120";"Covered bonds";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:RU,ECB=eba_EC:x13,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;070;1788;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"RUSSIAN FEDERATION (1788)";"120";"Covered bonds";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:RU,ECB=eba_EC:x18,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;130;020;1788;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims on institutions and corporate with a short-term credit assessment";"Exposures in default";;;;;;;;;;"RUSSIAN FEDERATION (1788)";"130";"Claims on institutions and corporate with a short-term credit assessment";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:RU,ECB=eba_EC:x18,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;130;040;1788;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims on institutions and corporate with a short-term credit assessment";"Observed new defaults for the period";;;;;;;;;;"RUSSIAN FEDERATION (1788)";"130";"Claims on institutions and corporate with a short-term credit assessment";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:RU,ECB=eba_EC:x18,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;130;070;1788;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims on institutions and corporate with a short-term credit assessment";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"RUSSIAN FEDERATION (1788)";"130";"Claims on institutions and corporate with a short-term credit assessment";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:RU,ECB=eba_EC:x14,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;140;020;1788;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims in the form of CIU";"Exposures in default";;;;;;;;;;"RUSSIAN FEDERATION (1788)";"140";"Claims in the form of CIU";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:RU,ECB=eba_EC:x14,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;140;040;1788;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims in the form of CIU";"Observed new defaults for the period";;;;;;;;;;"RUSSIAN FEDERATION (1788)";"140";"Claims in the form of CIU";"Observed new defaults for the period";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:RS,CPS=eba_CT:x51,ECB=eba_EC:x17,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;070;020;1789;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Corporates";"Exposures in default";;;;;;;;;;"SERBIA (1789)";"070";"Corporates";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:RS,CPS=eba_CT:x51,ECB=eba_EC:x17,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;070;040;1789;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Corporates";"Observed new defaults for the period";;;;;;;;;;"SERBIA (1789)";"070";"Corporates";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:RS,CPS=eba_CT:x51,ECB=eba_EC:x17,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;070;070;1789;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Corporates";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"SERBIA (1789)";"070";"Corporates";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:RS,CPS=eba_CT:x51,CPZ=eba_CT:x23,ECB=eba_EC:x17,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;075;020;1789;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Exposures in default";;;;;;;;;;"SERBIA (1789)";"075";"Of which: SME";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:RS,CPS=eba_CT:x51,CPZ=eba_CT:x23,ECB=eba_EC:x17,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;075;040;1789;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Observed new defaults for the period";;;;;;;;;;"SERBIA (1789)";"075";"Of which: SME";"Observed new defaults for the period";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:RS,CPS=eba_CT:x22,ECB=eba_EC:x26,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;080;020;1789;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Retail";"Exposures in default";;;;;;;;;;"SERBIA (1789)";"080";"Retail";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:RS,CPS=eba_CT:x22,ECB=eba_EC:x26,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;080;040;1789;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Retail";"Observed new defaults for the period";;;;;;;;;;"SERBIA (1789)";"080";"Retail";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:RS,CPS=eba_CT:x22,ECB=eba_EC:x26,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;080;070;1789;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Retail";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"SERBIA (1789)";"080";"Retail";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:RS,CPS=eba_CT:x22,CPZ=eba_CT:x23,ECB=eba_EC:x26,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;085;020;1789;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Exposures in default";;;;;;;;;;"SERBIA (1789)";"085";"Of which: SME";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:RS,CPS=eba_CT:x22,CPZ=eba_CT:x23,ECB=eba_EC:x26,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;085;040;1789;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Observed new defaults for the period";;;;;;;;;;"SERBIA (1789)";"085";"Of which: SME";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:RS,CPS=eba_CT:x22,CPZ=eba_CT:x23,ECB=eba_EC:x26,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;085;070;1789;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"SERBIA (1789)";"085";"Of which: SME";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:RS,ECB=eba_EC:x15,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;090;020;1789;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Secured by mortgages on immovable property";"Exposures in default";;;;;;;;;;"SERBIA (1789)";"090";"Secured by mortgages on immovable property";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:RS,ECB=eba_EC:x15,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;090;040;1789;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Secured by mortgages on immovable property";"Observed new defaults for the period";;;;;;;;;;"SERBIA (1789)";"090";"Secured by mortgages on immovable property";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:RS,ECB=eba_EC:x15,MCY=eba_MC:x393,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;090;070;1789;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Secured by mortgages on immovable property";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"SERBIA (1789)";"090";"Secured by mortgages on immovable property";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:RS,CPZ=eba_CT:x23,ECB=eba_EC:x15,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;095;020;1789;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Exposures in default";;;;;;;;;;"SERBIA (1789)";"095";"Of which: SME";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:RS,CPZ=eba_CT:x23,ECB=eba_EC:x15,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;095;040;1789;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Observed new defaults for the period";;;;;;;;;;"SERBIA (1789)";"095";"Of which: SME";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:RS,CPZ=eba_CT:x23,ECB=eba_EC:x15,MCY=eba_MC:x393,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;095;070;1789;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"SERBIA (1789)";"095";"Of which: SME";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:RS,ECB=eba_EC:x24,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;110;020;1789;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Items associated with particularly high risk";"Exposures in default";;;;;;;;;;"SERBIA (1789)";"110";"Items associated with particularly high risk";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:RS,ECB=eba_EC:x24,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;110;040;1789;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Items associated with particularly high risk";"Observed new defaults for the period";;;;;;;;;;"SERBIA (1789)";"110";"Items associated with particularly high risk";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:RS,ECB=eba_EC:x24,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;110;070;1789;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Items associated with particularly high risk";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"SERBIA (1789)";"110";"Items associated with particularly high risk";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:RS,ECB=eba_EC:x13,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;020;1789;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Exposures in default";;;;;;;;;;"SERBIA (1789)";"120";"Covered bonds";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:RS,ECB=eba_EC:x13,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;040;1789;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Observed new defaults for the period";;;;;;;;;;"SERBIA (1789)";"120";"Covered bonds";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:RS,ECB=eba_EC:x13,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;070;1789;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"SERBIA (1789)";"120";"Covered bonds";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:RS,ECB=eba_EC:x18,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;130;020;1789;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims on institutions and corporate with a short-term credit assessment";"Exposures in default";;;;;;;;;;"SERBIA (1789)";"130";"Claims on institutions and corporate with a short-term credit assessment";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:RS,ECB=eba_EC:x18,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;130;040;1789;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims on institutions and corporate with a short-term credit assessment";"Observed new defaults for the period";;;;;;;;;;"SERBIA (1789)";"130";"Claims on institutions and corporate with a short-term credit assessment";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:RS,ECB=eba_EC:x18,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;130;070;1789;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims on institutions and corporate with a short-term credit assessment";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"SERBIA (1789)";"130";"Claims on institutions and corporate with a short-term credit assessment";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:RS,ECB=eba_EC:x14,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;140;040;1789;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims in the form of CIU";"Observed new defaults for the period";;;;;;;;;;"SERBIA (1789)";"140";"Claims in the form of CIU";"Observed new defaults for the period";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:SK,CPS=eba_CT:x2,ECB=eba_EC:x16,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;010;020;1790;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Central governments or central banks";"Exposures in default";;;;;;;;;;"SLOVAKIA (1790)";"010";"Central governments or central banks";"Exposures in default";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:SK,CPS=eba_CT:x19,ECB=eba_EC:x22,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;030;020;1790;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Public sector entities";"Exposures in default";;;;;;;;;;"SLOVAKIA (1790)";"030";"Public sector entities";"Exposures in default";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:SK,CPS=eba_CT:x13,ECB=eba_EC:x20,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;050;040;1790;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"International Organisations";"Observed new defaults for the period";;;;;;;;;;"SLOVAKIA (1790)";"050";"International Organisations";"Observed new defaults for the period";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:SK,CPS=eba_CT:x6,ECB=eba_EC:x19,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;060;020;1790;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Institutions";"Exposures in default";;;;;;;;;;"SLOVAKIA (1790)";"060";"Institutions";"Exposures in default";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:SK,CPS=eba_CT:x51,ECB=eba_EC:x17,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;070;020;1790;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Corporates";"Exposures in default";;;;;;;;;;"SLOVAKIA (1790)";"070";"Corporates";"Exposures in default";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:SK,CPS=eba_CT:x22,ECB=eba_EC:x26,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;080;020;1790;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Retail";"Exposures in default";;;;;;;;;;"SLOVAKIA (1790)";"080";"Retail";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:SK,CPS=eba_CT:x22,ECB=eba_EC:x26,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;080;040;1790;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Retail";"Observed new defaults for the period";;;;;;;;;;"SLOVAKIA (1790)";"080";"Retail";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:SK,CPS=eba_CT:x22,ECB=eba_EC:x26,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;080;070;1790;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Retail";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"SLOVAKIA (1790)";"080";"Retail";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:SK,CPS=eba_CT:x22,CPZ=eba_CT:x23,ECB=eba_EC:x26,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;085;020;1790;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Exposures in default";;;;;;;;;;"SLOVAKIA (1790)";"085";"Of which: SME";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:SK,CPS=eba_CT:x22,CPZ=eba_CT:x23,ECB=eba_EC:x26,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;085;040;1790;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Observed new defaults for the period";;;;;;;;;;"SLOVAKIA (1790)";"085";"Of which: SME";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:SK,CPS=eba_CT:x22,CPZ=eba_CT:x23,ECB=eba_EC:x26,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;085;070;1790;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"SLOVAKIA (1790)";"085";"Of which: SME";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:SK,ECB=eba_EC:x15,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;090;020;1790;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Secured by mortgages on immovable property";"Exposures in default";;;;;;;;;;"SLOVAKIA (1790)";"090";"Secured by mortgages on immovable property";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:SK,ECB=eba_EC:x15,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;090;040;1790;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Secured by mortgages on immovable property";"Observed new defaults for the period";;;;;;;;;;"SLOVAKIA (1790)";"090";"Secured by mortgages on immovable property";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:SK,ECB=eba_EC:x15,MCY=eba_MC:x393,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;090;070;1790;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Secured by mortgages on immovable property";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"SLOVAKIA (1790)";"090";"Secured by mortgages on immovable property";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:SK,CPZ=eba_CT:x23,ECB=eba_EC:x15,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;095;020;1790;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Exposures in default";;;;;;;;;;"SLOVAKIA (1790)";"095";"Of which: SME";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:SK,CPZ=eba_CT:x23,ECB=eba_EC:x15,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;095;040;1790;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Observed new defaults for the period";;;;;;;;;;"SLOVAKIA (1790)";"095";"Of which: SME";"Observed new defaults for the period";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:SK,ECB=eba_EC:x24,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;110;020;1790;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Items associated with particularly high risk";"Exposures in default";;;;;;;;;;"SLOVAKIA (1790)";"110";"Items associated with particularly high risk";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:SK,ECB=eba_EC:x24,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;110;040;1790;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Items associated with particularly high risk";"Observed new defaults for the period";;;;;;;;;;"SLOVAKIA (1790)";"110";"Items associated with particularly high risk";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:SK,ECB=eba_EC:x24,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;110;070;1790;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Items associated with particularly high risk";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"SLOVAKIA (1790)";"110";"Items associated with particularly high risk";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:SK,ECB=eba_EC:x13,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;020;1790;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Exposures in default";;;;;;;;;;"SLOVAKIA (1790)";"120";"Covered bonds";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:SK,ECB=eba_EC:x13,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;040;1790;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Observed new defaults for the period";;;;;;;;;;"SLOVAKIA (1790)";"120";"Covered bonds";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:SK,ECB=eba_EC:x13,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;070;1790;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"SLOVAKIA (1790)";"120";"Covered bonds";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:SK,ECB=eba_EC:x18,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;130;020;1790;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims on institutions and corporate with a short-term credit assessment";"Exposures in default";;;;;;;;;;"SLOVAKIA (1790)";"130";"Claims on institutions and corporate with a short-term credit assessment";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:SK,ECB=eba_EC:x18,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;130;040;1790;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims on institutions and corporate with a short-term credit assessment";"Observed new defaults for the period";;;;;;;;;;"SLOVAKIA (1790)";"130";"Claims on institutions and corporate with a short-term credit assessment";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:SK,ECB=eba_EC:x18,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;130;070;1790;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims on institutions and corporate with a short-term credit assessment";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"SLOVAKIA (1790)";"130";"Claims on institutions and corporate with a short-term credit assessment";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi212,APR=eba_AP:x27,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x193,MRW=eba_AP:x35,TRI=eba_TR:x32";C_10.01;050;080;;monetaryItemType;C 10.01 (CR EQU IRB 1) Credit risk: Equity - IRB approaches to capital requirements - TOTAL;"Simple risk weight approach: Total";"Risk weighted exposure amount";;;;;;;;;;;"050";"Simple risk weight approach: Total";"Risk weighted exposure amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x27,BAS=eba_BA:x17,EXC=eba_EC:x1,MCY=eba_MC:x193,MRW=eba_AP:x35,TRI=eba_TR:x32";C_10.01;050;090;;monetaryItemType;C 10.01 (CR EQU IRB 1) Credit risk: Equity - IRB approaches to capital requirements - TOTAL;"Simple risk weight approach: Total";"Memorandum item: Expected loss amount";;;;;;;;;;;"050";"Simple risk weight approach: Total";"Memorandum item: Expected loss amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x27,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x193,MRW=eba_AP:x35,RWS=eba_PC:x17,TRI=eba_TR:x32";C_10.01;070;020;;monetaryItemType;C 10.01 (CR EQU IRB 1) Credit risk: Equity - IRB approaches to capital requirements - TOTAL;"190%";"Original exposure pre conversion factors";;;;;;;;;;;"060#070";"Breakdown of total exposures under the simple risk weight Approach by risk weights:#190%";"Original exposure pre conversion factors";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x27,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x193,MRW=eba_AP:x35,RWS=eba_PC:x17,TRI=eba_TR:x32";C_10.01;070;060;;monetaryItemType;C 10.01 (CR EQU IRB 1) Credit risk: Equity - IRB approaches to capital requirements - TOTAL;"190%";"Exposure value";;;;;;;;;;;"060#070";"Breakdown of total exposures under the simple risk weight Approach by risk weights:#190%";"Exposure value";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi212,APR=eba_AP:x27,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x193,MRW=eba_AP:x35,RWS=eba_PC:x17,TRI=eba_TR:x32";C_10.01;070;080;;monetaryItemType;C 10.01 (CR EQU IRB 1) Credit risk: Equity - IRB approaches to capital requirements - TOTAL;"190%";"Risk weighted exposure amount";;;;;;;;;;;"060#070";"Breakdown of total exposures under the simple risk weight Approach by risk weights:#190%";"Risk weighted exposure amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x27,BAS=eba_BA:x17,EXC=eba_EC:x1,MCY=eba_MC:x193,MRW=eba_AP:x35,RWS=eba_PC:x17,TRI=eba_TR:x32";C_10.01;070;090;;monetaryItemType;C 10.01 (CR EQU IRB 1) Credit risk: Equity - IRB approaches to capital requirements - TOTAL;"190%";"Memorandum item: Expected loss amount";;;;;;;;;;;"060#070";"Breakdown of total exposures under the simple risk weight Approach by risk weights:#190%";"Memorandum item: Expected loss amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x27,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x193,MRW=eba_AP:x35,RWS=eba_PC:x21,TRI=eba_TR:x32";C_10.01;080;020;;monetaryItemType;C 10.01 (CR EQU IRB 1) Credit risk: Equity - IRB approaches to capital requirements - TOTAL;"290%";"Original exposure pre conversion factors";;;;;;;;;;;"060#080";"Breakdown of total exposures under the simple risk weight Approach by risk weights:#290%";"Original exposure pre conversion factors";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x27,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x193,MRW=eba_AP:x35,RWS=eba_PC:x21,TRI=eba_TR:x32";C_10.01;080;060;;monetaryItemType;C 10.01 (CR EQU IRB 1) Credit risk: Equity - IRB approaches to capital requirements - TOTAL;"290%";"Exposure value";;;;;;;;;;;"060#080";"Breakdown of total exposures under the simple risk weight Approach by risk weights:#290%";"Exposure value";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi212,APR=eba_AP:x27,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x193,MRW=eba_AP:x35,RWS=eba_PC:x21,TRI=eba_TR:x32";C_10.01;080;080;;monetaryItemType;C 10.01 (CR EQU IRB 1) Credit risk: Equity - IRB approaches to capital requirements - TOTAL;"290%";"Risk weighted exposure amount";;;;;;;;;;;"060#080";"Breakdown of total exposures under the simple risk weight Approach by risk weights:#290%";"Risk weighted exposure amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x27,BAS=eba_BA:x17,EXC=eba_EC:x1,MCY=eba_MC:x193,MRW=eba_AP:x35,RWS=eba_PC:x21,TRI=eba_TR:x32";C_10.01;080;090;;monetaryItemType;C 10.01 (CR EQU IRB 1) Credit risk: Equity - IRB approaches to capital requirements - TOTAL;"290%";"Memorandum item: Expected loss amount";;;;;;;;;;;"060#080";"Breakdown of total exposures under the simple risk weight Approach by risk weights:#290%";"Memorandum item: Expected loss amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x27,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x193,MRW=eba_AP:x35,RWS=eba_PC:x24,TRI=eba_TR:x32";C_10.01;090;020;;monetaryItemType;C 10.01 (CR EQU IRB 1) Credit risk: Equity - IRB approaches to capital requirements - TOTAL;"370%";"Original exposure pre conversion factors";;;;;;;;;;;"060#090";"Breakdown of total exposures under the simple risk weight Approach by risk weights:#370%";"Original exposure pre conversion factors";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x27,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x193,MRW=eba_AP:x35,RWS=eba_PC:x24,TRI=eba_TR:x32";C_10.01;090;060;;monetaryItemType;C 10.01 (CR EQU IRB 1) Credit risk: Equity - IRB approaches to capital requirements - TOTAL;"370%";"Exposure value";;;;;;;;;;;"060#090";"Breakdown of total exposures under the simple risk weight Approach by risk weights:#370%";"Exposure value";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi212,APR=eba_AP:x27,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x193,MRW=eba_AP:x35,RWS=eba_PC:x24,TRI=eba_TR:x32";C_10.01;090;080;;monetaryItemType;C 10.01 (CR EQU IRB 1) Credit risk: Equity - IRB approaches to capital requirements - TOTAL;"370%";"Risk weighted exposure amount";;;;;;;;;;;"060#090";"Breakdown of total exposures under the simple risk weight Approach by risk weights:#370%";"Risk weighted exposure amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x27,BAS=eba_BA:x17,EXC=eba_EC:x1,MCY=eba_MC:x193,MRW=eba_AP:x35,RWS=eba_PC:x24,TRI=eba_TR:x32";C_10.01;090;090;;monetaryItemType;C 10.01 (CR EQU IRB 1) Credit risk: Equity - IRB approaches to capital requirements - TOTAL;"370%";"Memorandum item: Expected loss amount";;;;;;;;;;;"060#090";"Breakdown of total exposures under the simple risk weight Approach by risk weights:#370%";"Memorandum item: Expected loss amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x27,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x193,MRW=eba_AP:x33,TRI=eba_TR:x32";C_10.01;100;020;;monetaryItemType;C 10.01 (CR EQU IRB 1) Credit risk: Equity - IRB approaches to capital requirements - TOTAL;"Internal models approach";"Original exposure pre conversion factors";;;;;;;;;;;"100";"Internal models approach";"Original exposure pre conversion factors";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi212,APR=eba_AP:x27,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x193,MRW=eba_AP:x33,TRI=eba_TR:x32";C_10.01;100;080;;monetaryItemType;C 10.01 (CR EQU IRB 1) Credit risk: Equity - IRB approaches to capital requirements - TOTAL;"Internal models approach";"Risk weighted exposure amount";;;;;;;;;;;"100";"Internal models approach";"Risk weighted exposure amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi212,APR=eba_AP:x27,BAS=eba_BA:x9,EXC=eba_EC:x1,INV=eba_PL:x50,MCU=eba_MC:x130,MCY=eba_MC:x367,MRW=eba_AP:x68,RPR=eba_RP:x2,RWS=eba_PC:x20,TRI=eba_TR:x32";C_10.01;110;080;;monetaryItemType;C 10.01 (CR EQU IRB 1) Credit risk: Equity - IRB approaches to capital requirements - TOTAL;"Equity exposures subject to risk weights";"Risk weighted exposure amount";;;;;;;;;;;"110";"Equity exposures subject to risk weights";"Risk weighted exposure amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi187,APR=eba_AP:x27,BAS=eba_BA:x17,EXC=eba_EC:x1,MCY=eba_MC:x193,MRW=eba_AP:x34,OGR=999,TRI=eba_TR:x32";C_10.02;999;010;;percentItemType;C 10.02 (CR EQU IRB 2) Credit risk: Equity - IRB approaches to capital requirements - Breakdown of total exposures under the PD/LGD Approach by obligor grades;"Obligor Grade";"Internal rating system";"PD assigned to the obligor grade or pool (%)";;;;;;;;;;"999";"Obligor Grade";"Internal rating system#PD assigned to the obligor grade or pool (%)";True;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x27,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x193,MRW=eba_AP:x34,OGR=999,TRI=eba_TR:x32";C_10.02;999;020;;monetaryItemType;C 10.02 (CR EQU IRB 2) Credit risk: Equity - IRB approaches to capital requirements - Breakdown of total exposures under the PD/LGD Approach by obligor grades;"Obligor Grade";"Original exposure pre conversion factors";;;;;;;;;;;"999";"Obligor Grade";"Original exposure pre conversion factors";True;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x193,MRW=eba_AP:x34,OGR=999,TRI=eba_TR:x32";C_10.02;999;060;;monetaryItemType;C 10.02 (CR EQU IRB 2) Credit risk: Equity - IRB approaches to capital requirements - Breakdown of total exposures under the PD/LGD Approach by obligor grades;"Obligor Grade";"Exposure value";;;;;;;;;;;"999";"Obligor Grade";"Exposure value";True;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi128,APR=eba_AP:x27,BAS=eba_BA:x17,EXC=eba_EC:x1,MCY=eba_MC:x193,MRW=eba_AP:x34,OGR=999,TRI=eba_TR:x32";C_10.02;999;070;;percentItemType;C 10.02 (CR EQU IRB 2) Credit risk: Equity - IRB approaches to capital requirements - Breakdown of total exposures under the PD/LGD Approach by obligor grades;"Obligor Grade";"Exposure weighted average LGD (%)";;;;;;;;;;;"999";"Obligor Grade";"Exposure weighted average LGD (%)";True;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi212,APR=eba_AP:x27,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x193,MRW=eba_AP:x34,OGR=999,TRI=eba_TR:x32";C_10.02;999;080;;monetaryItemType;C 10.02 (CR EQU IRB 2) Credit risk: Equity - IRB approaches to capital requirements - Breakdown of total exposures under the PD/LGD Approach by obligor grades;"Obligor Grade";"Risk weighted exposure amount";;;;;;;;;;;"999";"Obligor Grade";"Risk weighted exposure amount";True;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi115,APR=eba_AP:x27,BAS=eba_BA:x17,EXC=eba_EC:x1,MCY=eba_MC:x193,MRW=eba_AP:x34,OGR=999,TRI=eba_TR:x32";C_10.02;999;090;;monetaryItemType;C 10.02 (CR EQU IRB 2) Credit risk: Equity - IRB approaches to capital requirements - Breakdown of total exposures under the PD/LGD Approach by obligor grades;"Obligor Grade";"Memorandum item: Expected loss amount";;;;;;;;;;;"999";"Obligor Grade";"Memorandum item: Expected loss amount";True;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi250,BAS=eba_BA:x9,PRP=eba_PL:x11";C_11.00;010;010;;monetaryItemType;C 11.00 (CR SETT) Settlement/Delivery risk;"Total unsettled transactions in the Non-trading Book";"Unsettled transactions at settlement price";;;;;;;;;;;"010";"Total unsettled transactions in the Non-trading Book";"Unsettled transactions at settlement price";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi194,BAS=eba_BA:x9,PRP=eba_PL:x11";C_11.00;010;020;;monetaryItemType;C 11.00 (CR SETT) Settlement/Delivery risk;"Total unsettled transactions in the Non-trading Book";"Price difference exposure due to unsettled transactions";;;;;;;;;;;"010";"Total unsettled transactions in the Non-trading Book";"Price difference exposure due to unsettled transactions";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,BAS=eba_BA:x9,PRP=eba_PL:x11";C_11.00;010;030;;monetaryItemType;C 11.00 (CR SETT) Settlement/Delivery risk;"Total unsettled transactions in the Non-trading Book";"Own funds requirements";;;;;;;;;;;"010";"Total unsettled transactions in the Non-trading Book";"Own funds requirements";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi235,BAS=eba_BA:x9,PRP=eba_PL:x11";C_11.00;010;040;;monetaryItemType;C 11.00 (CR SETT) Settlement/Delivery risk;"Total unsettled transactions in the Non-trading Book";"Total settlement risk exposure amount";;;;;;;;;;;"010";"Total unsettled transactions in the Non-trading Book";"Total settlement risk exposure amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi250,BAS=eba_BA:x9,PRP=eba_PL:x11,TPD=eba_TI:x11";C_11.00;020;010;;monetaryItemType;C 11.00 (CR SETT) Settlement/Delivery risk;"Transactions unsettled up to 4 days (Factor 0%)";"Unsettled transactions at settlement price";;;;;;;;;;;"010#020";"Total unsettled transactions in the Non-trading Book#Transactions unsettled up to 4 days (Factor 0%)";"Unsettled transactions at settlement price";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi194,BAS=eba_BA:x9,PRP=eba_PL:x11,TPD=eba_TI:x11";C_11.00;020;020;;monetaryItemType;C 11.00 (CR SETT) Settlement/Delivery risk;"Transactions unsettled up to 4 days (Factor 0%)";"Price difference exposure due to unsettled transactions";;;;;;;;;;;"010#020";"Total unsettled transactions in the Non-trading Book#Transactions unsettled up to 4 days (Factor 0%)";"Price difference exposure due to unsettled transactions";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,BAS=eba_BA:x9,PRP=eba_PL:x11,TPD=eba_TI:x11";C_11.00;020;030;;monetaryItemType;C 11.00 (CR SETT) Settlement/Delivery risk;"Transactions unsettled up to 4 days (Factor 0%)";"Own funds requirements";;;;;;;;;;;"010#020";"Total unsettled transactions in the Non-trading Book#Transactions unsettled up to 4 days (Factor 0%)";"Own funds requirements";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi250,BAS=eba_BA:x9,PRP=eba_PL:x11,TPD=eba_TI:x14";C_11.00;030;010;;monetaryItemType;C 11.00 (CR SETT) Settlement/Delivery risk;"Transactions unsettled between 5 and 15 days (Factor 8%)";"Unsettled transactions at settlement price";;;;;;;;;;;"010#030";"Total unsettled transactions in the Non-trading Book#Transactions unsettled between 5 and 15 days (Factor 8%)";"Unsettled transactions at settlement price";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi194,BAS=eba_BA:x9,PRP=eba_PL:x11,TPD=eba_TI:x14";C_11.00;030;020;;monetaryItemType;C 11.00 (CR SETT) Settlement/Delivery risk;"Transactions unsettled between 5 and 15 days (Factor 8%)";"Price difference exposure due to unsettled transactions";;;;;;;;;;;"010#030";"Total unsettled transactions in the Non-trading Book#Transactions unsettled between 5 and 15 days (Factor 8%)";"Price difference exposure due to unsettled transactions";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,BAS=eba_BA:x9,PRP=eba_PL:x11,TPD=eba_TI:x14";C_11.00;030;030;;monetaryItemType;C 11.00 (CR SETT) Settlement/Delivery risk;"Transactions unsettled between 5 and 15 days (Factor 8%)";"Own funds requirements";;;;;;;;;;;"010#030";"Total unsettled transactions in the Non-trading Book#Transactions unsettled between 5 and 15 days (Factor 8%)";"Own funds requirements";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi250,BAS=eba_BA:x9,PRP=eba_PL:x11,TPD=eba_TI:x12";C_11.00;040;010;;monetaryItemType;C 11.00 (CR SETT) Settlement/Delivery risk;"Transactions unsettled between 16 and 30 days (Factor 50%)";"Unsettled transactions at settlement price";;;;;;;;;;;"010#040";"Total unsettled transactions in the Non-trading Book#Transactions unsettled between 16 and 30 days (Factor 50%)";"Unsettled transactions at settlement price";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi194,BAS=eba_BA:x9,PRP=eba_PL:x11,TPD=eba_TI:x12";C_11.00;040;020;;monetaryItemType;C 11.00 (CR SETT) Settlement/Delivery risk;"Transactions unsettled between 16 and 30 days (Factor 50%)";"Price difference exposure due to unsettled transactions";;;;;;;;;;;"010#040";"Total unsettled transactions in the Non-trading Book#Transactions unsettled between 16 and 30 days (Factor 50%)";"Price difference exposure due to unsettled transactions";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi250,BAS=eba_BA:x9,PRP=eba_PL:x11,TPD=eba_TI:x13";C_11.00;050;010;;monetaryItemType;C 11.00 (CR SETT) Settlement/Delivery risk;"Transactions unsettled between 31 and 45 days (Factor 75%)";"Unsettled transactions at settlement price";;;;;;;;;;;"010#050";"Total unsettled transactions in the Non-trading Book#Transactions unsettled between 31 and 45 days (Factor 75%)";"Unsettled transactions at settlement price";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi127,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x27,EXT=eba_ER:x12,MCY=eba_MC:x198,MRW=eba_AP:x1,PRP=eba_PL:x11,RWS=eba_PC:x30";C_12.00;010;270;;monetaryItemType;C 12.00 (CR SEC SA) Credit risk: Securitisations - Standardised Approach to own funds requirements;"TOTAL EXPOSURES";"BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS";"1250%";"UNRATED";;;;;;;;;"010";"TOTAL EXPOSURES";"BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS#1250%#UNRATED";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi127,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x27,EXT=eba_ER:x11,MCY=eba_MC:x198,MRW=eba_AP:x30,PRP=eba_PL:x11";C_12.00;010;280;;monetaryItemType;C 12.00 (CR SEC SA) Credit risk: Securitisations - Standardised Approach to own funds requirements;"TOTAL EXPOSURES";"BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS";"LOOK-THROUGH";;;;;;;;;;"010";"TOTAL EXPOSURES";"BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS#LOOK-THROUGH";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi54,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x27,EXT=eba_ER:x11,MCY=eba_MC:x198,MRW=eba_AP:x30,PRP=eba_PL:x11";C_12.00;010;300;;percentItemType;C 12.00 (CR SEC SA) Credit risk: Securitisations - Standardised Approach to own funds requirements;"TOTAL EXPOSURES";"BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS";"LOOK-THROUGH";"OF WHICH: AVERAGE RISK WEIGHT (%)";;;;;;;;;"010";"TOTAL EXPOSURES";"BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS#LOOK-THROUGH#OF WHICH: AVERAGE RISK WEIGHT (%)";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi127,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x27,EXT=eba_ER:x11,MCY=eba_MC:x198,MRW=eba_AP:x25,PRP=eba_PL:x11";C_12.00;010;310;;monetaryItemType;C 12.00 (CR SEC SA) Credit risk: Securitisations - Standardised Approach to own funds requirements;"TOTAL EXPOSURES";"BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS";"INTERNAL ASSESMENT APPROACH";;;;;;;;;;"010";"TOTAL EXPOSURES";"BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS#INTERNAL ASSESMENT APPROACH";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi212,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x27,MCY=eba_MC:x198,PRP=eba_PL:x11";C_12.00;010;330;;monetaryItemType;C 12.00 (CR SEC SA) Credit risk: Securitisations - Standardised Approach to own funds requirements;"TOTAL EXPOSURES";"RISK-WEIGHTED EXPOSURE AMOUNT";;;;;;;;;;;"010";"TOTAL EXPOSURES";"RISK-WEIGHTED EXPOSURE AMOUNT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi212,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x27,MCY=eba_MC:x198,PRP=eba_PL:x11,TRT=eba_RT:x10";C_12.00;010;340;;monetaryItemType;C 12.00 (CR SEC SA) Credit risk: Securitisations - Standardised Approach to own funds requirements;"TOTAL EXPOSURES";"RISK-WEIGHTED EXPOSURE AMOUNT";"OF WHICH: SYNTHETIC SECURITISATIONS";;;;;;;;;;"010";"TOTAL EXPOSURES";"RISK-WEIGHTED EXPOSURE AMOUNT#OF WHICH: SYNTHETIC SECURITISATIONS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi182,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x27,MCY=eba_MC:x198,PRP=eba_PL:x11";C_12.00;010;350;;monetaryItemType;C 12.00 (CR SEC SA) Credit risk: Securitisations - Standardised Approach to own funds requirements;"TOTAL EXPOSURES";"OVERALL EFFECT (ADJUSTMENT) DUE TO INFRINGEMENT OF THE DUE DILIGENCE PROVISIONS";;;;;;;;;;;"010";"TOTAL EXPOSURES";"OVERALL EFFECT (ADJUSTMENT) DUE TO INFRINGEMENT OF THE DUE DILIGENCE PROVISIONS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi17,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x27,MCY=eba_MC:x198,PRP=eba_PL:x11";C_12.00;010;360;;monetaryItemType;C 12.00 (CR SEC SA) Credit risk: Securitisations - Standardised Approach to own funds requirements;"TOTAL EXPOSURES";"ADJUSTMENT TO THE RISK-WEIGHTED EXPOSURE AMOUNT DUE TO MATURITY MISMATCHES";;;;;;;;;;;"010";"TOTAL EXPOSURES";"ADJUSTMENT TO THE RISK-WEIGHTED EXPOSURE AMOUNT DUE TO MATURITY MISMATCHES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi214,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x27,MCY=eba_MC:x198,PRP=eba_PL:x11";C_12.00;010;370;;monetaryItemType;C 12.00 (CR SEC SA) Credit risk: Securitisations - Standardised Approach to own funds requirements;"TOTAL EXPOSURES";"TOTAL RISK-WEIGHTED EXPOSURE AMOUNT";"BEFORE CAP";;;;;;;;;;"010";"TOTAL EXPOSURES";"TOTAL RISK-WEIGHTED EXPOSURE AMOUNT#BEFORE CAP";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x27,MCY=eba_MC:x200,PRP=eba_PL:x11,RSP=eba_RS:x1";C_12.00;110;140;;monetaryItemType;C 12.00 (CR SEC SA) Credit risk: Securitisations - Standardised Approach to own funds requirements;"INVESTOR: TOTAL EXPOSURES";"FULLY ADJUSTED EXPOSURE VALUE (E*)";;;;;;;;;;;"110";"INVESTOR: TOTAL EXPOSURES";"FULLY ADJUSTED EXPOSURE VALUE (E*)";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x31,EXC=eba_EC:x27,MCY=eba_MC:x200,PRP=eba_PL:x11,RSP=eba_RS:x1";C_12.00;110;160;;monetaryItemType;C 12.00 (CR SEC SA) Credit risk: Securitisations - Standardised Approach to own funds requirements;"INVESTOR: TOTAL EXPOSURES";"BREAKDOWN OF THE FULLY ADJUSTED EXPOSURE VALUE (E*) OF OFF BALANCE SHEET ITEMS ACCORDING TO CONVERSION FACTORS";">0% and <=20%";;;;;;;;;;"110";"INVESTOR: TOTAL EXPOSURES";"BREAKDOWN OF THE FULLY ADJUSTED EXPOSURE VALUE (E*) OF OFF BALANCE SHEET ITEMS ACCORDING TO CONVERSION FACTORS#>0% and <=20%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x32,EXC=eba_EC:x27,MCY=eba_MC:x200,PRP=eba_PL:x11,RSP=eba_RS:x1";C_12.00;110;170;;monetaryItemType;C 12.00 (CR SEC SA) Credit risk: Securitisations - Standardised Approach to own funds requirements;"INVESTOR: TOTAL EXPOSURES";"BREAKDOWN OF THE FULLY ADJUSTED EXPOSURE VALUE (E*) OF OFF BALANCE SHEET ITEMS ACCORDING TO CONVERSION FACTORS";">20% and <=50%";;;;;;;;;;"110";"INVESTOR: TOTAL EXPOSURES";"BREAKDOWN OF THE FULLY ADJUSTED EXPOSURE VALUE (E*) OF OFF BALANCE SHEET ITEMS ACCORDING TO CONVERSION FACTORS#>20% and <=50%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x33,EXC=eba_EC:x27,MCY=eba_MC:x200,PRP=eba_PL:x11,RSP=eba_RS:x1";C_12.00;110;180;;monetaryItemType;C 12.00 (CR SEC SA) Credit risk: Securitisations - Standardised Approach to own funds requirements;"INVESTOR: TOTAL EXPOSURES";"BREAKDOWN OF THE FULLY ADJUSTED EXPOSURE VALUE (E*) OF OFF BALANCE SHEET ITEMS ACCORDING TO CONVERSION FACTORS";">50% and <=100%";;;;;;;;;;"110";"INVESTOR: TOTAL EXPOSURES";"BREAKDOWN OF THE FULLY ADJUSTED EXPOSURE VALUE (E*) OF OFF BALANCE SHEET ITEMS ACCORDING TO CONVERSION FACTORS#>50% and <=100%";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi126,APR=eba_AP:x42,BAS=eba_BA:x11,EXC=eba_EC:x27,MCY=eba_MC:x200,PRP=eba_PL:x11,RSP=eba_RS:x1";C_12.00;110;200;;monetaryItemType;C 12.00 (CR SEC SA) Credit risk: Securitisations - Standardised Approach to own funds requirements;"INVESTOR: TOTAL EXPOSURES";"EXPOSURE VALUE";"(-) DEDUCTED FROM OWN FUNDS";;;;;;;;;;"110";"INVESTOR: TOTAL EXPOSURES";"EXPOSURE VALUE#(-) DEDUCTED FROM OWN FUNDS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi127,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x27,MCY=eba_MC:x200,MRW=eba_AP:x42,PRP=eba_PL:x11,RSP=eba_RS:x1";C_12.00;110;210;;monetaryItemType;C 12.00 (CR SEC SA) Credit risk: Securitisations - Standardised Approach to own funds requirements;"INVESTOR: TOTAL EXPOSURES";"EXPOSURE VALUE";"SUBJECT TO RISK WEIGHTS";;;;;;;;;;"110";"INVESTOR: TOTAL EXPOSURES";"EXPOSURE VALUE#SUBJECT TO RISK WEIGHTS";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi127,APR=eba_AP:x42,BAS=eba_BA:x9,CQS=eba_CQ:x7,EXC=eba_EC:x27,EXT=eba_ER:x1,MCY=eba_MC:x200,MRW=eba_AP:x18,PRP=eba_PL:x11,RSP=eba_RS:x1";C_12.00;110;240;;monetaryItemType;C 12.00 (CR SEC SA) Credit risk: Securitisations - Standardised Approach to own funds requirements;"INVESTOR: TOTAL EXPOSURES";"BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS";"RATED (CREDIT QUALITY STEPS)";"CQS 3";;;;;;;;;"110";"INVESTOR: TOTAL EXPOSURES";"BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS#RATED (CREDIT QUALITY STEPS)#CQS 3";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi127,APR=eba_AP:x42,BAS=eba_BA:x9,CQS=eba_CQ:x8,EXC=eba_EC:x27,EXT=eba_ER:x2,MCY=eba_MC:x200,MRW=eba_AP:x18,PRP=eba_PL:x11,RSP=eba_RS:x1";C_12.00;110;250;;monetaryItemType;C 12.00 (CR SEC SA) Credit risk: Securitisations - Standardised Approach to own funds requirements;"INVESTOR: TOTAL EXPOSURES";"BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS";"RATED (CREDIT QUALITY STEPS)";"CQS 4";;;;;;;;;"110";"INVESTOR: TOTAL EXPOSURES";"BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS#RATED (CREDIT QUALITY STEPS)#CQS 4";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi127,APR=eba_AP:x42,BAS=eba_BA:x9,CQS=eba_CQ:x15,EXC=eba_EC:x27,EXT=eba_ER:x1,MCY=eba_MC:x200,MRW=eba_AP:x18,PRP=eba_PL:x11,RSP=eba_RS:x1,RWS=eba_PC:x30";C_12.00;110;260;;monetaryItemType;C 12.00 (CR SEC SA) Credit risk: Securitisations - Standardised Approach to own funds requirements;"INVESTOR: TOTAL EXPOSURES";"BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS";"RATED (CREDIT QUALITY STEPS)";"ALL OTHER CQS";;;;;;;;;"110";"INVESTOR: TOTAL EXPOSURES";"BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS#RATED (CREDIT QUALITY STEPS)#ALL OTHER CQS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi127,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x27,EXT=eba_ER:x12,MCY=eba_MC:x200,MRW=eba_AP:x1,PRP=eba_PL:x11,RSP=eba_RS:x1,RWS=eba_PC:x30";C_12.00;110;270;;monetaryItemType;C 12.00 (CR SEC SA) Credit risk: Securitisations - Standardised Approach to own funds requirements;"INVESTOR: TOTAL EXPOSURES";"BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS";"1250%";"UNRATED";;;;;;;;;"110";"INVESTOR: TOTAL EXPOSURES";"BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS#1250%#UNRATED";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi127,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x27,EXT=eba_ER:x11,MCY=eba_MC:x200,MRW=eba_AP:x30,PRP=eba_PL:x11,RSP=eba_RS:x1";C_12.00;110;280;;monetaryItemType;C 12.00 (CR SEC SA) Credit risk: Securitisations - Standardised Approach to own funds requirements;"INVESTOR: TOTAL EXPOSURES";"BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS";"LOOK-THROUGH";;;;;;;;;;"110";"INVESTOR: TOTAL EXPOSURES";"BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS#LOOK-THROUGH";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi127,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x27,EXT=eba_ER:x11,MCY=eba_MC:x200,MRW=eba_AP:x30,PRP=eba_PL:x11,RSP=eba_RS:x1,SST=eba_ST:x4";C_12.00;110;290;;monetaryItemType;C 12.00 (CR SEC SA) Credit risk: Securitisations - Standardised Approach to own funds requirements;"INVESTOR: TOTAL EXPOSURES";"BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS";"LOOK-THROUGH";"OF WHICH: SECOND LOSS IN ABCP";;;;;;;;;"110";"INVESTOR: TOTAL EXPOSURES";"BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS#LOOK-THROUGH#OF WHICH: SECOND LOSS IN ABCP";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi54,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x27,EXT=eba_ER:x11,MCY=eba_MC:x200,MRW=eba_AP:x30,PRP=eba_PL:x11,RSP=eba_RS:x1";C_12.00;110;300;;percentItemType;C 12.00 (CR SEC SA) Credit risk: Securitisations - Standardised Approach to own funds requirements;"INVESTOR: TOTAL EXPOSURES";"BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS";"LOOK-THROUGH";"OF WHICH: AVERAGE RISK WEIGHT (%)";;;;;;;;;"110";"INVESTOR: TOTAL EXPOSURES";"BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS#LOOK-THROUGH#OF WHICH: AVERAGE RISK WEIGHT (%)";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi127,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x27,EXT=eba_ER:x11,MCY=eba_MC:x200,MRW=eba_AP:x25,PRP=eba_PL:x11,RSP=eba_RS:x1";C_12.00;110;310;;monetaryItemType;C 12.00 (CR SEC SA) Credit risk: Securitisations - Standardised Approach to own funds requirements;"INVESTOR: TOTAL EXPOSURES";"BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS";"INTERNAL ASSESMENT APPROACH";;;;;;;;;;"110";"INVESTOR: TOTAL EXPOSURES";"BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS#INTERNAL ASSESMENT APPROACH";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi54,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x27,EXT=eba_ER:x11,MCY=eba_MC:x200,MRW=eba_AP:x25,PRP=eba_PL:x11,RSP=eba_RS:x1";C_12.00;110;320;;percentItemType;C 12.00 (CR SEC SA) Credit risk: Securitisations - Standardised Approach to own funds requirements;"INVESTOR: TOTAL EXPOSURES";"BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS";"INTERNAL ASSESMENT APPROACH";"OF WHICH: AVERAGE RISK WEIGHT (%)";;;;;;;;;"110";"INVESTOR: TOTAL EXPOSURES";"BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS#INTERNAL ASSESMENT APPROACH#OF WHICH: AVERAGE RISK WEIGHT (%)";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi212,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x27,MCY=eba_MC:x200,PRP=eba_PL:x11,RSP=eba_RS:x1";C_12.00;110;330;;monetaryItemType;C 12.00 (CR SEC SA) Credit risk: Securitisations - Standardised Approach to own funds requirements;"INVESTOR: TOTAL EXPOSURES";"RISK-WEIGHTED EXPOSURE AMOUNT";;;;;;;;;;;"110";"INVESTOR: TOTAL EXPOSURES";"RISK-WEIGHTED EXPOSURE AMOUNT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi212,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x27,MCY=eba_MC:x200,PRP=eba_PL:x11,RSP=eba_RS:x1,TRT=eba_RT:x10";C_12.00;110;340;;monetaryItemType;C 12.00 (CR SEC SA) Credit risk: Securitisations - Standardised Approach to own funds requirements;"INVESTOR: TOTAL EXPOSURES";"RISK-WEIGHTED EXPOSURE AMOUNT";"OF WHICH: SYNTHETIC SECURITISATIONS";;;;;;;;;;"110";"INVESTOR: TOTAL EXPOSURES";"RISK-WEIGHTED EXPOSURE AMOUNT#OF WHICH: SYNTHETIC SECURITISATIONS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi182,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x27,MCY=eba_MC:x200,PRP=eba_PL:x11,RSP=eba_RS:x1";C_12.00;110;350;;monetaryItemType;C 12.00 (CR SEC SA) Credit risk: Securitisations - Standardised Approach to own funds requirements;"INVESTOR: TOTAL EXPOSURES";"OVERALL EFFECT (ADJUSTMENT) DUE TO INFRINGEMENT OF THE DUE DILIGENCE PROVISIONS";;;;;;;;;;;"110";"INVESTOR: TOTAL EXPOSURES";"OVERALL EFFECT (ADJUSTMENT) DUE TO INFRINGEMENT OF THE DUE DILIGENCE PROVISIONS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi214,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x27,MCY=eba_MC:x200,PRP=eba_PL:x11,RSP=eba_RS:x1";C_12.00;110;370;;monetaryItemType;C 12.00 (CR SEC SA) Credit risk: Securitisations - Standardised Approach to own funds requirements;"INVESTOR: TOTAL EXPOSURES";"TOTAL RISK-WEIGHTED EXPOSURE AMOUNT";"BEFORE CAP";;;;;;;;;;"110";"INVESTOR: TOTAL EXPOSURES";"TOTAL RISK-WEIGHTED EXPOSURE AMOUNT#BEFORE CAP";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x33,EXC=eba_EC:x27,MCY=eba_MC:x200,PRP=eba_PL:x11,RSP=eba_RS:x5";C_12.00;180;180;;monetaryItemType;C 12.00 (CR SEC SA) Credit risk: Securitisations - Standardised Approach to own funds requirements;"SPONSOR: TOTAL EXPOSURES";"BREAKDOWN OF THE FULLY ADJUSTED EXPOSURE VALUE (E*) OF OFF BALANCE SHEET ITEMS ACCORDING TO CONVERSION FACTORS";">50% and <=100%";;;;;;;;;;"180";"SPONSOR: TOTAL EXPOSURES";"BREAKDOWN OF THE FULLY ADJUSTED EXPOSURE VALUE (E*) OF OFF BALANCE SHEET ITEMS ACCORDING TO CONVERSION FACTORS#>50% and <=100%";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi54,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x27,EXT=eba_ER:x11,MCY=eba_MC:x200,MRW=eba_AP:x30,PRP=eba_PL:x11,RSP=eba_RS:x5";C_12.00;180;300;;percentItemType;C 12.00 (CR SEC SA) Credit risk: Securitisations - Standardised Approach to own funds requirements;"SPONSOR: TOTAL EXPOSURES";"BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS";"LOOK-THROUGH";"OF WHICH: AVERAGE RISK WEIGHT (%)";;;;;;;;;"180";"SPONSOR: TOTAL EXPOSURES";"BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS#LOOK-THROUGH#OF WHICH: AVERAGE RISK WEIGHT (%)";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi127,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x27,EXT=eba_ER:x11,MCY=eba_MC:x200,MRW=eba_AP:x25,PRP=eba_PL:x11,RSP=eba_RS:x5";C_12.00;180;310;;monetaryItemType;C 12.00 (CR SEC SA) Credit risk: Securitisations - Standardised Approach to own funds requirements;"SPONSOR: TOTAL EXPOSURES";"BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS";"INTERNAL ASSESMENT APPROACH";;;;;;;;;;"180";"SPONSOR: TOTAL EXPOSURES";"BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS#INTERNAL ASSESMENT APPROACH";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi54,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x27,EXT=eba_ER:x11,MCY=eba_MC:x200,MRW=eba_AP:x25,PRP=eba_PL:x11,RSP=eba_RS:x5";C_12.00;180;320;;percentItemType;C 12.00 (CR SEC SA) Credit risk: Securitisations - Standardised Approach to own funds requirements;"SPONSOR: TOTAL EXPOSURES";"BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS";"INTERNAL ASSESMENT APPROACH";"OF WHICH: AVERAGE RISK WEIGHT (%)";;;;;;;;;"180";"SPONSOR: TOTAL EXPOSURES";"BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS#INTERNAL ASSESMENT APPROACH#OF WHICH: AVERAGE RISK WEIGHT (%)";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi212,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x27,MCY=eba_MC:x200,PRP=eba_PL:x11,RSP=eba_RS:x5";C_12.00;180;330;;monetaryItemType;C 12.00 (CR SEC SA) Credit risk: Securitisations - Standardised Approach to own funds requirements;"SPONSOR: TOTAL EXPOSURES";"RISK-WEIGHTED EXPOSURE AMOUNT";;;;;;;;;;;"180";"SPONSOR: TOTAL EXPOSURES";"RISK-WEIGHTED EXPOSURE AMOUNT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi212,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x27,MCY=eba_MC:x200,PRP=eba_PL:x11,RSP=eba_RS:x5,TRT=eba_RT:x10";C_12.00;180;340;;monetaryItemType;C 12.00 (CR SEC SA) Credit risk: Securitisations - Standardised Approach to own funds requirements;"SPONSOR: TOTAL EXPOSURES";"RISK-WEIGHTED EXPOSURE AMOUNT";"OF WHICH: SYNTHETIC SECURITISATIONS";;;;;;;;;;"180";"SPONSOR: TOTAL EXPOSURES";"RISK-WEIGHTED EXPOSURE AMOUNT#OF WHICH: SYNTHETIC SECURITISATIONS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi182,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x27,MCY=eba_MC:x200,PRP=eba_PL:x11,RSP=eba_RS:x5";C_12.00;180;350;;monetaryItemType;C 12.00 (CR SEC SA) Credit risk: Securitisations - Standardised Approach to own funds requirements;"SPONSOR: TOTAL EXPOSURES";"OVERALL EFFECT (ADJUSTMENT) DUE TO INFRINGEMENT OF THE DUE DILIGENCE PROVISIONS";;;;;;;;;;;"180";"SPONSOR: TOTAL EXPOSURES";"OVERALL EFFECT (ADJUSTMENT) DUE TO INFRINGEMENT OF THE DUE DILIGENCE PROVISIONS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi214,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x27,MCY=eba_MC:x200,PRP=eba_PL:x11,RSP=eba_RS:x5";C_12.00;180;370;;monetaryItemType;C 12.00 (CR SEC SA) Credit risk: Securitisations - Standardised Approach to own funds requirements;"SPONSOR: TOTAL EXPOSURES";"TOTAL RISK-WEIGHTED EXPOSURE AMOUNT";"BEFORE CAP";;;;;;;;;;"180";"SPONSOR: TOTAL EXPOSURES";"TOTAL RISK-WEIGHTED EXPOSURE AMOUNT#BEFORE CAP";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x27,MCY=eba_MC:x203,PRP=eba_PL:x11,RSP=eba_RS:x5";C_12.00;190;050;;monetaryItemType;C 12.00 (CR SEC SA) Credit risk: Securitisations - Standardised Approach to own funds requirements;"ON-BALANCE SHEET ITEMS";"SECURITISATION POSITIONS";"ORIGINAL EXPOSURE PRE CONVERSION FACTORS";;;;;;;;;;"180#190";"SPONSOR: TOTAL EXPOSURES#ON-BALANCE SHEET ITEMS";"SECURITISATION POSITIONS#ORIGINAL EXPOSURE PRE CONVERSION FACTORS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x27,MCY=eba_MC:x203,PRP=eba_PL:x11,RSP=eba_RS:x5";C_12.00;190;060;;monetaryItemType;C 12.00 (CR SEC SA) Credit risk: Securitisations - Standardised Approach to own funds requirements;"ON-BALANCE SHEET ITEMS";"(-) VALUE ADJUSTMENTS AND PROVISIONS";;;;;;;;;;;"180#190";"SPONSOR: TOTAL EXPOSURES#ON-BALANCE SHEET ITEMS";"(-) VALUE ADJUSTMENTS AND PROVISIONS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x27,MCY=eba_MC:x203,PRP=eba_PL:x11,RSP=eba_RS:x5";C_12.00;190;070;;monetaryItemType;C 12.00 (CR SEC SA) Credit risk: Securitisations - Standardised Approach to own funds requirements;"ON-BALANCE SHEET ITEMS";"EXPOSURE NET OF VALUE ADJUSTMENTS AND PROVISIONS";;;;;;;;;;;"180#190";"SPONSOR: TOTAL EXPOSURES#ON-BALANCE SHEET ITEMS";"EXPOSURE NET OF VALUE ADJUSTMENTS AND PROVISIONS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi93,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x36,EXC=eba_EC:x27,MCY=eba_MC:x203,PRP=eba_PL:x11,RSP=eba_RS:x5,TRT=eba_RT:x11";C_12.00;190;080;;monetaryItemType;C 12.00 (CR SEC SA) Credit risk: Securitisations - Standardised Approach to own funds requirements;"ON-BALANCE SHEET ITEMS";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"(-) UNFUNDED CREDIT PROTECTION: ADJUSTED VALUES (Ga)";;;;;;;;;;"180#190";"SPONSOR: TOTAL EXPOSURES#ON-BALANCE SHEET ITEMS";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#(-) UNFUNDED CREDIT PROTECTION: ADJUSTED VALUES (Ga)";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi92,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x27,MCY=eba_MC:x203,PRP=eba_PL:x11,RSP=eba_RS:x5,TRT=eba_RT:x11";C_12.00;190;090;;monetaryItemType;C 12.00 (CR SEC SA) Credit risk: Securitisations - Standardised Approach to own funds requirements;"ON-BALANCE SHEET ITEMS";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"(-) FUNDED CREDIT PROTECTION";;;;;;;;;;"180#190";"SPONSOR: TOTAL EXPOSURES#ON-BALANCE SHEET ITEMS";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#(-) FUNDED CREDIT PROTECTION";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi54,APR=eba_AP:x27,BAS=eba_BA:x9,EXC=eba_EC:x27,EXT=eba_ER:x11,MCY=eba_MC:x200,MRW=eba_AP:x25,PRP=eba_PL:x11,RSP=eba_RS:x5";C_13.00;300;380;;percentItemType;C 13.00 (CR SEC IRB) Credit risk: Securitisations - IRB Approach to own funds requirements;"SPONSOR: TOTAL EXPOSURES";"BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS";"INTERNAL ASSESSMENT APPROACH";"OF WHICH: AVERAGE RISK WEIGHT (%)";;;;;;;;;"300";"SPONSOR: TOTAL EXPOSURES";"BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS#INTERNAL ASSESSMENT APPROACH#OF WHICH: AVERAGE RISK WEIGHT (%)";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi204,APR=eba_AP:x27,BAS=eba_BA:x9,EXC=eba_EC:x27,MCY=eba_MC:x200,PRP=eba_PL:x11,RSP=eba_RS:x5";C_13.00;300;390;;monetaryItemType;C 13.00 (CR SEC IRB) Credit risk: Securitisations - IRB Approach to own funds requirements;"SPONSOR: TOTAL EXPOSURES";"(-) REDUCTION IN RISK WEIGHTED EXPOSURE AMOUNT DUE TO VALUE ADJUSTMENTS AND PROVISIONS";;;;;;;;;;;"300";"SPONSOR: TOTAL EXPOSURES";"(-) REDUCTION IN RISK WEIGHTED EXPOSURE AMOUNT DUE TO VALUE ADJUSTMENTS AND PROVISIONS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi212,APR=eba_AP:x27,BAS=eba_BA:x9,EXC=eba_EC:x27,MCY=eba_MC:x200,PRP=eba_PL:x11,RSP=eba_RS:x5";C_13.00;300;400;;monetaryItemType;C 13.00 (CR SEC IRB) Credit risk: Securitisations - IRB Approach to own funds requirements;"SPONSOR: TOTAL EXPOSURES";"RISK-WEIGHTED EXPOSURE AMOUNT";;;;;;;;;;;"300";"SPONSOR: TOTAL EXPOSURES";"RISK-WEIGHTED EXPOSURE AMOUNT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi212,APR=eba_AP:x27,BAS=eba_BA:x9,EXC=eba_EC:x27,MCY=eba_MC:x200,PRP=eba_PL:x11,RSP=eba_RS:x5,TRT=eba_RT:x10";C_13.00;300;410;;monetaryItemType;C 13.00 (CR SEC IRB) Credit risk: Securitisations - IRB Approach to own funds requirements;"SPONSOR: TOTAL EXPOSURES";"RISK-WEIGHTED EXPOSURE AMOUNT";"OF WHICH: SYNTHETIC SECURITISATIONS";;;;;;;;;;"300";"SPONSOR: TOTAL EXPOSURES";"RISK-WEIGHTED EXPOSURE AMOUNT#OF WHICH: SYNTHETIC SECURITISATIONS";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi122,APR=eba_AP:x27,BAS=eba_BA:x9,CQI=eba_CQ:x7,MCY=eba_MC:x198,PRP=eba_PL:x11";C_13.00;450;170;;monetaryItemType;C 13.00 (CR SEC IRB) Credit risk: Securitisations - IRB Approach to own funds requirements;"CQS 3";"EXPOSURE VALUE";;;;;;;;;;;"429#450";"BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION:#CQS 3";"EXPOSURE VALUE";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi124,APR=eba_AP:x27,BAS=eba_BA:x9,CQI=eba_CQ:x7,CQS=eba_CQ:x3,EXT=eba_ER:x1,MCY=eba_MC:x198,MRW=eba_AP:x18,PRP=eba_PL:x11";C_13.00;450;200;;monetaryItemType;C 13.00 (CR SEC IRB) Credit risk: Securitisations - IRB Approach to own funds requirements;"CQS 3";"BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS";"RATED (CREDIT QUALITY STEPS)";"CQS 1 & S/T CQS 1";;;;;;;;;"429#450";"BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION:#CQS 3";"BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS#RATED (CREDIT QUALITY STEPS)#CQS 1 & S/T CQS 1";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi124,APR=eba_AP:x27,BAS=eba_BA:x9,CQI=eba_CQ:x7,CQS=eba_CQ:x9,EXT=eba_ER:x1,MCY=eba_MC:x198,MRW=eba_AP:x18,PRP=eba_PL:x11";C_13.00;450;230;;monetaryItemType;C 13.00 (CR SEC IRB) Credit risk: Securitisations - IRB Approach to own funds requirements;"CQS 3";"BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS";"RATED (CREDIT QUALITY STEPS)";"CQS 4 & S/T CQS 2";;;;;;;;;"429#450";"BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION:#CQS 3";"BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS#RATED (CREDIT QUALITY STEPS)#CQS 4 & S/T CQS 2";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi124,APR=eba_AP:x27,BAS=eba_BA:x9,CQI=eba_CQ:x7,CQS=eba_CQ:x10,EXT=eba_ER:x2,MCY=eba_MC:x198,MRW=eba_AP:x18,PRP=eba_PL:x11";C_13.00;450;240;;monetaryItemType;C 13.00 (CR SEC IRB) Credit risk: Securitisations - IRB Approach to own funds requirements;"CQS 3";"BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS";"RATED (CREDIT QUALITY STEPS)";"CQS 5";;;;;;;;;"429#450";"BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION:#CQS 3";"BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS#RATED (CREDIT QUALITY STEPS)#CQS 5";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi124,APR=eba_AP:x27,BAS=eba_BA:x9,CQI=eba_CQ:x7,CQS=eba_CQ:x11,EXT=eba_ER:x2,MCY=eba_MC:x198,MRW=eba_AP:x18,PRP=eba_PL:x11";C_13.00;450;250;;monetaryItemType;C 13.00 (CR SEC IRB) Credit risk: Securitisations - IRB Approach to own funds requirements;"CQS 3";"BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS";"RATED (CREDIT QUALITY STEPS)";"CQS 6";;;;;;;;;"429#450";"BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION:#CQS 3";"BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS#RATED (CREDIT QUALITY STEPS)#CQS 6";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi124,APR=eba_AP:x27,BAS=eba_BA:x9,CQI=eba_CQ:x7,CQS=eba_CQ:x12,EXT=eba_ER:x1,MCY=eba_MC:x198,MRW=eba_AP:x18,PRP=eba_PL:x11";C_13.00;450;260;;monetaryItemType;C 13.00 (CR SEC IRB) Credit risk: Securitisations - IRB Approach to own funds requirements;"CQS 3";"BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS";"RATED (CREDIT QUALITY STEPS)";"CQS 7 & S/T CQS 3";;;;;;;;;"429#450";"BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION:#CQS 3";"BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS#RATED (CREDIT QUALITY STEPS)#CQS 7 & S/T CQS 3";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi124,APR=eba_AP:x27,BAS=eba_BA:x9,CQI=eba_CQ:x7,CQS=eba_CQ:x13,EXT=eba_ER:x2,MCY=eba_MC:x198,MRW=eba_AP:x18,PRP=eba_PL:x11";C_13.00;450;270;;monetaryItemType;C 13.00 (CR SEC IRB) Credit risk: Securitisations - IRB Approach to own funds requirements;"CQS 3";"BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS";"RATED (CREDIT QUALITY STEPS)";"CQS 8";;;;;;;;;"429#450";"BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION:#CQS 3";"BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS#RATED (CREDIT QUALITY STEPS)#CQS 8";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi124,APR=eba_AP:x27,BAS=eba_BA:x9,CQI=eba_CQ:x7,CQS=eba_CQ:x14,EXT=eba_ER:x2,MCY=eba_MC:x198,MRW=eba_AP:x18,PRP=eba_PL:x11";C_13.00;450;280;;monetaryItemType;C 13.00 (CR SEC IRB) Credit risk: Securitisations - IRB Approach to own funds requirements;"CQS 3";"BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS";"RATED (CREDIT QUALITY STEPS)";"CQS 9";;;;;;;;;"429#450";"BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION:#CQS 3";"BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS#RATED (CREDIT QUALITY STEPS)#CQS 9";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi124,APR=eba_AP:x27,BAS=eba_BA:x9,CQI=eba_CQ:x7,CQS=eba_CQ:x4,EXT=eba_ER:x2,MCY=eba_MC:x198,MRW=eba_AP:x18,PRP=eba_PL:x11";C_13.00;450;290;;monetaryItemType;C 13.00 (CR SEC IRB) Credit risk: Securitisations - IRB Approach to own funds requirements;"CQS 3";"BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS";"RATED (CREDIT QUALITY STEPS)";"CQS 10";;;;;;;;;"429#450";"BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION:#CQS 3";"BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS#RATED (CREDIT QUALITY STEPS)#CQS 10";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi124,APR=eba_AP:x27,BAS=eba_BA:x9,CQI=eba_CQ:x7,CQS=eba_CQ:x5,EXT=eba_ER:x2,MCY=eba_MC:x198,MRW=eba_AP:x18,PRP=eba_PL:x11";C_13.00;450;300;;monetaryItemType;C 13.00 (CR SEC IRB) Credit risk: Securitisations - IRB Approach to own funds requirements;"CQS 3";"BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS";"RATED (CREDIT QUALITY STEPS)";"CQS 11";;;;;;;;;"429#450";"BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION:#CQS 3";"BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS#RATED (CREDIT QUALITY STEPS)#CQS 11";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi124,APR=eba_AP:x27,BAS=eba_BA:x9,CQI=eba_CQ:x7,CQS=eba_CQ:x1,EXT=eba_ER:x1,MCY=eba_MC:x198,MRW=eba_AP:x18,PRP=eba_PL:x11,RWS=eba_PC:x30";C_13.00;450;310;;monetaryItemType;C 13.00 (CR SEC IRB) Credit risk: Securitisations - IRB Approach to own funds requirements;"CQS 3";"BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS";"RATED (CREDIT QUALITY STEPS)";"ALL OTHER CQS";;;;;;;;;"429#450";"BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION:#CQS 3";"BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS#RATED (CREDIT QUALITY STEPS)#ALL OTHER CQS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi124,APR=eba_AP:x27,BAS=eba_BA:x9,CQI=eba_CQ:x7,EXT=eba_ER:x12,MCY=eba_MC:x198,MRW=eba_AP:x1,PRP=eba_PL:x11,RWS=eba_PC:x30";C_13.00;450;320;;monetaryItemType;C 13.00 (CR SEC IRB) Credit risk: Securitisations - IRB Approach to own funds requirements;"CQS 3";"BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS";"1250%";"UNRATED";;;;;;;;;"429#450";"BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION:#CQS 3";"BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS#1250%#UNRATED";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi212,APR=eba_AP:x27,BAS=eba_BA:x9,CQI=eba_CQ:x7,MCY=eba_MC:x198,PRP=eba_PL:x11";C_13.00;450;400;;monetaryItemType;C 13.00 (CR SEC IRB) Credit risk: Securitisations - IRB Approach to own funds requirements;"CQS 3";"RISK-WEIGHTED EXPOSURE AMOUNT";;;;;;;;;;;"429#450";"BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION:#CQS 3";"RISK-WEIGHTED EXPOSURE AMOUNT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi212,APR=eba_AP:x27,BAS=eba_BA:x9,CQI=eba_CQ:x7,MCY=eba_MC:x198,PRP=eba_PL:x11,TRT=eba_RT:x10";C_13.00;450;410;;monetaryItemType;C 13.00 (CR SEC IRB) Credit risk: Securitisations - IRB Approach to own funds requirements;"CQS 3";"RISK-WEIGHTED EXPOSURE AMOUNT";"OF WHICH: SYNTHETIC SECURITISATIONS";;;;;;;;;;"429#450";"BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION:#CQS 3";"RISK-WEIGHTED EXPOSURE AMOUNT#OF WHICH: SYNTHETIC SECURITISATIONS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi122,APR=eba_AP:x27,BAS=eba_BA:x9,CQI=eba_CQ:x9,MCY=eba_MC:x198,PRP=eba_PL:x11";C_13.00;460;170;;monetaryItemType;C 13.00 (CR SEC IRB) Credit risk: Securitisations - IRB Approach to own funds requirements;"CQS 4 & S/T CQS 2";"EXPOSURE VALUE";;;;;;;;;;;"429#460";"BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION:#CQS 4 & S/T CQS 2";"EXPOSURE VALUE";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi123,APR=eba_AP:x27,BAS=eba_BA:x11,CQI=eba_CQ:x9,MCY=eba_MC:x198,PRP=eba_PL:x11";C_13.00;460;180;;monetaryItemType;C 13.00 (CR SEC IRB) Credit risk: Securitisations - IRB Approach to own funds requirements;"CQS 4 & S/T CQS 2";"EXPOSURE VALUE";"(-) DEDUCTED FROM OWN FUNDS";;;;;;;;;;"429#460";"BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION:#CQS 4 & S/T CQS 2";"EXPOSURE VALUE#(-) DEDUCTED FROM OWN FUNDS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi124,APR=eba_AP:x27,BAS=eba_BA:x9,CQI=eba_CQ:x9,MCY=eba_MC:x198,PRP=eba_PL:x11";C_13.00;460;190;;monetaryItemType;C 13.00 (CR SEC IRB) Credit risk: Securitisations - IRB Approach to own funds requirements;"CQS 4 & S/T CQS 2";"EXPOSURE VALUE";"SUBJECT TO RISK WEIGHTS";;;;;;;;;;"429#460";"BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION:#CQS 4 & S/T CQS 2";"EXPOSURE VALUE#SUBJECT TO RISK WEIGHTS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi124,APR=eba_AP:x27,BAS=eba_BA:x9,CQI=eba_CQ:x9,CQS=eba_CQ:x3,EXT=eba_ER:x1,MCY=eba_MC:x198,MRW=eba_AP:x18,PRP=eba_PL:x11";C_13.00;460;200;;monetaryItemType;C 13.00 (CR SEC IRB) Credit risk: Securitisations - IRB Approach to own funds requirements;"CQS 4 & S/T CQS 2";"BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS";"RATED (CREDIT QUALITY STEPS)";"CQS 1 & S/T CQS 1";;;;;;;;;"429#460";"BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION:#CQS 4 & S/T CQS 2";"BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS#RATED (CREDIT QUALITY STEPS)#CQS 1 & S/T CQS 1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi124,APR=eba_AP:x27,BAS=eba_BA:x9,CQI=eba_CQ:x9,CQS=eba_CQ:x6,EXT=eba_ER:x2,MCY=eba_MC:x198,MRW=eba_AP:x18,PRP=eba_PL:x11";C_13.00;460;210;;monetaryItemType;C 13.00 (CR SEC IRB) Credit risk: Securitisations - IRB Approach to own funds requirements;"CQS 4 & S/T CQS 2";"BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS";"RATED (CREDIT QUALITY STEPS)";"CQS 2";;;;;;;;;"429#460";"BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION:#CQS 4 & S/T CQS 2";"BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS#RATED (CREDIT QUALITY STEPS)#CQS 2";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi124,APR=eba_AP:x27,BAS=eba_BA:x9,CQI=eba_CQ:x9,CQS=eba_CQ:x7,EXT=eba_ER:x2,MCY=eba_MC:x198,MRW=eba_AP:x18,PRP=eba_PL:x11";C_13.00;460;220;;monetaryItemType;C 13.00 (CR SEC IRB) Credit risk: Securitisations - IRB Approach to own funds requirements;"CQS 4 & S/T CQS 2";"BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS";"RATED (CREDIT QUALITY STEPS)";"CQS 3";;;;;;;;;"429#460";"BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION:#CQS 4 & S/T CQS 2";"BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS#RATED (CREDIT QUALITY STEPS)#CQS 3";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi124,APR=eba_AP:x27,BAS=eba_BA:x9,CQI=eba_CQ:x9,CQS=eba_CQ:x9,EXT=eba_ER:x1,MCY=eba_MC:x198,MRW=eba_AP:x18,PRP=eba_PL:x11";C_13.00;460;230;;monetaryItemType;C 13.00 (CR SEC IRB) Credit risk: Securitisations - IRB Approach to own funds requirements;"CQS 4 & S/T CQS 2";"BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS";"RATED (CREDIT QUALITY STEPS)";"CQS 4 & S/T CQS 2";;;;;;;;;"429#460";"BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION:#CQS 4 & S/T CQS 2";"BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS#RATED (CREDIT QUALITY STEPS)#CQS 4 & S/T CQS 2";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi124,APR=eba_AP:x27,BAS=eba_BA:x9,CQI=eba_CQ:x9,CQS=eba_CQ:x10,EXT=eba_ER:x2,MCY=eba_MC:x198,MRW=eba_AP:x18,PRP=eba_PL:x11";C_13.00;460;240;;monetaryItemType;C 13.00 (CR SEC IRB) Credit risk: Securitisations - IRB Approach to own funds requirements;"CQS 4 & S/T CQS 2";"BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS";"RATED (CREDIT QUALITY STEPS)";"CQS 5";;;;;;;;;"429#460";"BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION:#CQS 4 & S/T CQS 2";"BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS#RATED (CREDIT QUALITY STEPS)#CQS 5";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi124,APR=eba_AP:x27,BAS=eba_BA:x9,CQI=eba_CQ:x9,CQS=eba_CQ:x11,EXT=eba_ER:x2,MCY=eba_MC:x198,MRW=eba_AP:x18,PRP=eba_PL:x11";C_13.00;460;250;;monetaryItemType;C 13.00 (CR SEC IRB) Credit risk: Securitisations - IRB Approach to own funds requirements;"CQS 4 & S/T CQS 2";"BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS";"RATED (CREDIT QUALITY STEPS)";"CQS 6";;;;;;;;;"429#460";"BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION:#CQS 4 & S/T CQS 2";"BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS#RATED (CREDIT QUALITY STEPS)#CQS 6";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi124,APR=eba_AP:x27,BAS=eba_BA:x9,CQI=eba_CQ:x9,CQS=eba_CQ:x12,EXT=eba_ER:x1,MCY=eba_MC:x198,MRW=eba_AP:x18,PRP=eba_PL:x11";C_13.00;460;260;;monetaryItemType;C 13.00 (CR SEC IRB) Credit risk: Securitisations - IRB Approach to own funds requirements;"CQS 4 & S/T CQS 2";"BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS";"RATED (CREDIT QUALITY STEPS)";"CQS 7 & S/T CQS 3";;;;;;;;;"429#460";"BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION:#CQS 4 & S/T CQS 2";"BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS#RATED (CREDIT QUALITY STEPS)#CQS 7 & S/T CQS 3";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi124,APR=eba_AP:x27,BAS=eba_BA:x9,CQI=eba_CQ:x9,CQS=eba_CQ:x13,EXT=eba_ER:x2,MCY=eba_MC:x198,MRW=eba_AP:x18,PRP=eba_PL:x11";C_13.00;460;270;;monetaryItemType;C 13.00 (CR SEC IRB) Credit risk: Securitisations - IRB Approach to own funds requirements;"CQS 4 & S/T CQS 2";"BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS";"RATED (CREDIT QUALITY STEPS)";"CQS 8";;;;;;;;;"429#460";"BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION:#CQS 4 & S/T CQS 2";"BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS#RATED (CREDIT QUALITY STEPS)#CQS 8";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi124,APR=eba_AP:x27,BAS=eba_BA:x9,CQI=eba_CQ:x13,CQS=eba_CQ:x9,EXT=eba_ER:x1,MCY=eba_MC:x198,MRW=eba_AP:x18,PRP=eba_PL:x11";C_13.00;500;230;;monetaryItemType;C 13.00 (CR SEC IRB) Credit risk: Securitisations - IRB Approach to own funds requirements;"CQS 8";"BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS";"RATED (CREDIT QUALITY STEPS)";"CQS 4 & S/T CQS 2";;;;;;;;;"429#500";"BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION:#CQS 8";"BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS#RATED (CREDIT QUALITY STEPS)#CQS 4 & S/T CQS 2";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi124,APR=eba_AP:x27,BAS=eba_BA:x9,CQI=eba_CQ:x13,CQS=eba_CQ:x10,EXT=eba_ER:x2,MCY=eba_MC:x198,MRW=eba_AP:x18,PRP=eba_PL:x11";C_13.00;500;240;;monetaryItemType;C 13.00 (CR SEC IRB) Credit risk: Securitisations - IRB Approach to own funds requirements;"CQS 8";"BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS";"RATED (CREDIT QUALITY STEPS)";"CQS 5";;;;;;;;;"429#500";"BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION:#CQS 8";"BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS#RATED (CREDIT QUALITY STEPS)#CQS 5";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi124,APR=eba_AP:x27,BAS=eba_BA:x9,CQI=eba_CQ:x13,CQS=eba_CQ:x11,EXT=eba_ER:x2,MCY=eba_MC:x198,MRW=eba_AP:x18,PRP=eba_PL:x11";C_13.00;500;250;;monetaryItemType;C 13.00 (CR SEC IRB) Credit risk: Securitisations - IRB Approach to own funds requirements;"CQS 8";"BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS";"RATED (CREDIT QUALITY STEPS)";"CQS 6";;;;;;;;;"429#500";"BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION:#CQS 8";"BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS#RATED (CREDIT QUALITY STEPS)#CQS 6";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi124,APR=eba_AP:x27,BAS=eba_BA:x9,CQI=eba_CQ:x13,CQS=eba_CQ:x13,EXT=eba_ER:x2,MCY=eba_MC:x198,MRW=eba_AP:x18,PRP=eba_PL:x11";C_13.00;500;270;;monetaryItemType;C 13.00 (CR SEC IRB) Credit risk: Securitisations - IRB Approach to own funds requirements;"CQS 8";"BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS";"RATED (CREDIT QUALITY STEPS)";"CQS 8";;;;;;;;;"429#500";"BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION:#CQS 8";"BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS#RATED (CREDIT QUALITY STEPS)#CQS 8";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi124,APR=eba_AP:x27,BAS=eba_BA:x9,CQI=eba_CQ:x13,CQS=eba_CQ:x14,EXT=eba_ER:x2,MCY=eba_MC:x198,MRW=eba_AP:x18,PRP=eba_PL:x11";C_13.00;500;280;;monetaryItemType;C 13.00 (CR SEC IRB) Credit risk: Securitisations - IRB Approach to own funds requirements;"CQS 8";"BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS";"RATED (CREDIT QUALITY STEPS)";"CQS 9";;;;;;;;;"429#500";"BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION:#CQS 8";"BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS#RATED (CREDIT QUALITY STEPS)#CQS 9";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi124,APR=eba_AP:x27,BAS=eba_BA:x9,CQI=eba_CQ:x13,CQS=eba_CQ:x5,EXT=eba_ER:x2,MCY=eba_MC:x198,MRW=eba_AP:x18,PRP=eba_PL:x11";C_13.00;500;300;;monetaryItemType;C 13.00 (CR SEC IRB) Credit risk: Securitisations - IRB Approach to own funds requirements;"CQS 8";"BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS";"RATED (CREDIT QUALITY STEPS)";"CQS 11";;;;;;;;;"429#500";"BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION:#CQS 8";"BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS#RATED (CREDIT QUALITY STEPS)#CQS 11";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi124,APR=eba_AP:x27,BAS=eba_BA:x9,CQI=eba_CQ:x5,CQS=eba_CQ:x3,EXT=eba_ER:x1,MCY=eba_MC:x198,MRW=eba_AP:x18,PRP=eba_PL:x11";C_13.00;530;200;;monetaryItemType;C 13.00 (CR SEC IRB) Credit risk: Securitisations - IRB Approach to own funds requirements;"CQS 11";"BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS";"RATED (CREDIT QUALITY STEPS)";"CQS 1 & S/T CQS 1";;;;;;;;;"429#530";"BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION:#CQS 11";"BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS#RATED (CREDIT QUALITY STEPS)#CQS 1 & S/T CQS 1";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi124,APR=eba_AP:x27,BAS=eba_BA:x9,CQI=eba_CQ:x5,CQS=eba_CQ:x9,EXT=eba_ER:x1,MCY=eba_MC:x198,MRW=eba_AP:x18,PRP=eba_PL:x11";C_13.00;530;230;;monetaryItemType;C 13.00 (CR SEC IRB) Credit risk: Securitisations - IRB Approach to own funds requirements;"CQS 11";"BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS";"RATED (CREDIT QUALITY STEPS)";"CQS 4 & S/T CQS 2";;;;;;;;;"429#530";"BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION:#CQS 11";"BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS#RATED (CREDIT QUALITY STEPS)#CQS 4 & S/T CQS 2";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi124,APR=eba_AP:x27,BAS=eba_BA:x9,CQI=eba_CQ:x5,CQS=eba_CQ:x10,EXT=eba_ER:x2,MCY=eba_MC:x198,MRW=eba_AP:x18,PRP=eba_PL:x11";C_13.00;530;240;;monetaryItemType;C 13.00 (CR SEC IRB) Credit risk: Securitisations - IRB Approach to own funds requirements;"CQS 11";"BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS";"RATED (CREDIT QUALITY STEPS)";"CQS 5";;;;;;;;;"429#530";"BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION:#CQS 11";"BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS#RATED (CREDIT QUALITY STEPS)#CQS 5";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:si148,SRN=999";C_14.00;999;010;;stringItemType;C 14.00 (CR SEC Details) Detailed information on securitisations;"Row Number";"INTERNAL CODE";;;;;;;;;;;"999";"Row Number";"INTERNAL CODE";True;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:si329,SRN=999";C_14.00;999;020;;stringItemType;C 14.00 (CR SEC Details) Detailed information on securitisations;"Row Number";"IDENTIFIER OF THE SECURITISATION";;;;;;;;;;;"999";"Row Number";"IDENTIFIER OF THE SECURITISATION";True;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:si74,SRN=999";C_14.00;999;030;;stringItemType;C 14.00 (CR SEC Details) Detailed information on securitisations;"Row Number";"IDENTIFIER OF THE ORIGINATOR";;;;;;;;;;;"999";"Row Number";"IDENTIFIER OF THE ORIGINATOR";True;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi29,APR=eba_AP:x2,BAS=eba_BA:x9,MCY=eba_MC:x237,TRI=eba_TR:x24";C_16.00.b;130;100;;monetaryItemType;C 16.00.b (OPR) Operational risk - AMA;"BANKING ACTIVITIES SUBJECT TO ADVANCED MEASUREMENT APPROACHES AMA";"AMA memorandum items";"(-) ALLEVIATION OF OWN FUNDS REQUIREMENT DUE TO THE EXPECTED LOSS CAPTURED IN BUSINESS PRACTICES";;;;;;;;;;"125#130";"Subject to ASA#BANKING ACTIVITIES SUBJECT TO ADVANCED MEASUREMENT APPROACHES AMA";"AMA memorandum items#(-) ALLEVIATION OF OWN FUNDS REQUIREMENT DUE TO THE EXPECTED LOSS CAPTURED IN BUSINESS PRACTICES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi27,APR=eba_AP:x2,BAS=eba_BA:x9,MCY=eba_MC:x237,TRI=eba_TR:x24";C_16.00.b;130;110;;monetaryItemType;C 16.00.b (OPR) Operational risk - AMA;"BANKING ACTIVITIES SUBJECT TO ADVANCED MEASUREMENT APPROACHES AMA";"AMA memorandum items";"(-) ALLEVIATION OF OWN FUNDS REQUIREMENT DUE TO DIVERSIFICATION";;;;;;;;;;"125#130";"Subject to ASA#BANKING ACTIVITIES SUBJECT TO ADVANCED MEASUREMENT APPROACHES AMA";"AMA memorandum items#(-) ALLEVIATION OF OWN FUNDS REQUIREMENT DUE TO DIVERSIFICATION";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x12,ETY=eba_ET:x7,MCY=eba_MC:x234,TRI=eba_TR:x24";C_17.00.a;010;010;;integerItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Number of events";"Event types";"INTERNAL FRAUD";;;;;;;;;;"009#010";"CORPORATE FINANCE [CF]#Number of events";"Event types#INTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x12,ETY=eba_ET:x6,MCY=eba_MC:x234,TRI=eba_TR:x24";C_17.00.a;010;020;;integerItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Number of events";"Event types";"EXTERNAL FRAUD";;;;;;;;;;"009#010";"CORPORATE FINANCE [CF]#Number of events";"Event types#EXTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x12,ETY=eba_ET:x4,MCY=eba_MC:x234,TRI=eba_TR:x24";C_17.00.a;010;030;;integerItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Number of events";"Event types";"EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";;;;;;;;;;"009#010";"CORPORATE FINANCE [CF]#Number of events";"Event types#EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x12,ETY=eba_ET:x2,MCY=eba_MC:x234,TRI=eba_TR:x24";C_17.00.a;010;040;;integerItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Number of events";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"009#010";"CORPORATE FINANCE [CF]#Number of events";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x12,ETY=eba_ET:x3,MCY=eba_MC:x234,TRI=eba_TR:x24";C_17.00.a;010;050;;integerItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Number of events";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"009#010";"CORPORATE FINANCE [CF]#Number of events";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x12,ETY=eba_ET:x1,MCY=eba_MC:x234,TRI=eba_TR:x24";C_17.00.a;010;060;;integerItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Number of events";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"009#010";"CORPORATE FINANCE [CF]#Number of events";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x12,ETY=eba_ET:x5,MCY=eba_MC:x234,TRI=eba_TR:x24";C_17.00.a;010;070;;integerItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Number of events";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"009#010";"CORPORATE FINANCE [CF]#Number of events";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x12,MCY=eba_MC:x234";C_17.00.a;010;080;;integerItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Number of events";"TOTAL EVENT TYPES";;;;;;;;;;;"009#010";"CORPORATE FINANCE [CF]#Number of events";"TOTAL EVENT TYPES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md234,BAS=eba_BA:x17,BLI=eba_TA:x12,ETY=eba_ET:x7,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;020;010;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Total loss amount";"Event types";"INTERNAL FRAUD";;;;;;;;;;"009#020";"CORPORATE FINANCE [CF]#Total loss amount";"Event types#INTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md234,BAS=eba_BA:x17,BLI=eba_TA:x12,ETY=eba_ET:x6,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;020;020;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Total loss amount";"Event types";"EXTERNAL FRAUD";;;;;;;;;;"009#020";"CORPORATE FINANCE [CF]#Total loss amount";"Event types#EXTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md234,BAS=eba_BA:x17,BLI=eba_TA:x12,ETY=eba_ET:x4,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;020;030;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Total loss amount";"Event types";"EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";;;;;;;;;;"009#020";"CORPORATE FINANCE [CF]#Total loss amount";"Event types#EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md234,BAS=eba_BA:x17,BLI=eba_TA:x12,ETY=eba_ET:x2,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;020;040;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Total loss amount";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"009#020";"CORPORATE FINANCE [CF]#Total loss amount";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md234,BAS=eba_BA:x17,BLI=eba_TA:x12,ETY=eba_ET:x3,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;020;050;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Total loss amount";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"009#020";"CORPORATE FINANCE [CF]#Total loss amount";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md234,BAS=eba_BA:x17,BLI=eba_TA:x12,ETY=eba_ET:x1,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;020;060;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Total loss amount";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"009#020";"CORPORATE FINANCE [CF]#Total loss amount";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md234,BAS=eba_BA:x17,BLI=eba_TA:x12,ETY=eba_ET:x5,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;020;070;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Total loss amount";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"009#020";"CORPORATE FINANCE [CF]#Total loss amount";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md234,BAS=eba_BA:x17,BLI=eba_TA:x12,MCY=eba_MC:x255";C_17.00.a;020;080;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Total loss amount";"TOTAL EVENT TYPES";;;;;;;;;;;"009#020";"CORPORATE FINANCE [CF]#Total loss amount";"TOTAL EVENT TYPES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x12,ETY=eba_ET:x7,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;030;010;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Maximum single loss";"Event types";"INTERNAL FRAUD";;;;;;;;;;"009#030";"CORPORATE FINANCE [CF]#Maximum single loss";"Event types#INTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x12,ETY=eba_ET:x6,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;030;020;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Maximum single loss";"Event types";"EXTERNAL FRAUD";;;;;;;;;;"009#030";"CORPORATE FINANCE [CF]#Maximum single loss";"Event types#EXTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x12,ETY=eba_ET:x4,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;030;030;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Maximum single loss";"Event types";"EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";;;;;;;;;;"009#030";"CORPORATE FINANCE [CF]#Maximum single loss";"Event types#EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x12,ETY=eba_ET:x2,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;030;040;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Maximum single loss";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"009#030";"CORPORATE FINANCE [CF]#Maximum single loss";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x12,ETY=eba_ET:x3,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;030;050;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Maximum single loss";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"009#030";"CORPORATE FINANCE [CF]#Maximum single loss";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x12,ETY=eba_ET:x1,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;030;060;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Maximum single loss";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"009#030";"CORPORATE FINANCE [CF]#Maximum single loss";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x12,ETY=eba_ET:x5,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;030;070;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Maximum single loss";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"009#030";"CORPORATE FINANCE [CF]#Maximum single loss";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x12,MCY=eba_MC:x255";C_17.00.a;030;080;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Maximum single loss";"TOTAL EVENT TYPES";;;;;;;;;;;"009#030";"CORPORATE FINANCE [CF]#Maximum single loss";"TOTAL EVENT TYPES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x12,ETY=eba_ET:x7,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;040;010;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"INTERNAL FRAUD";;;;;;;;;;"009#040";"CORPORATE FINANCE [CF]#Sum of the five largest losses";"Event types#INTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x12,ETY=eba_ET:x6,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;040;020;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"EXTERNAL FRAUD";;;;;;;;;;"009#040";"CORPORATE FINANCE [CF]#Sum of the five largest losses";"Event types#EXTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x12,ETY=eba_ET:x4,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;040;030;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";;;;;;;;;;"009#040";"CORPORATE FINANCE [CF]#Sum of the five largest losses";"Event types#EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x12,ETY=eba_ET:x2,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;040;040;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"009#040";"CORPORATE FINANCE [CF]#Sum of the five largest losses";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x12,ETY=eba_ET:x3,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;040;050;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"009#040";"CORPORATE FINANCE [CF]#Sum of the five largest losses";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x12,ETY=eba_ET:x1,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;040;060;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"009#040";"CORPORATE FINANCE [CF]#Sum of the five largest losses";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x12,ETY=eba_ET:x5,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;040;070;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"009#040";"CORPORATE FINANCE [CF]#Sum of the five largest losses";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x12,MCY=eba_MC:x255";C_17.00.a;040;080;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Sum of the five largest losses";"TOTAL EVENT TYPES";;;;;;;;;;;"009#040";"CORPORATE FINANCE [CF]#Sum of the five largest losses";"TOTAL EVENT TYPES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x38,ETY=eba_ET:x7,MCY=eba_MC:x234,TRI=eba_TR:x24";C_17.00.a;110;010;;integerItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Number of events";"Event types";"INTERNAL FRAUD";;;;;;;;;;"109#110";"TRADING AND SALES [TS]#Number of events";"Event types#INTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x38,ETY=eba_ET:x6,MCY=eba_MC:x234,TRI=eba_TR:x24";C_17.00.a;110;020;;integerItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Number of events";"Event types";"EXTERNAL FRAUD";;;;;;;;;;"109#110";"TRADING AND SALES [TS]#Number of events";"Event types#EXTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x38,ETY=eba_ET:x4,MCY=eba_MC:x234,TRI=eba_TR:x24";C_17.00.a;110;030;;integerItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Number of events";"Event types";"EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";;;;;;;;;;"109#110";"TRADING AND SALES [TS]#Number of events";"Event types#EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x38,ETY=eba_ET:x2,MCY=eba_MC:x234,TRI=eba_TR:x24";C_17.00.a;110;040;;integerItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Number of events";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"109#110";"TRADING AND SALES [TS]#Number of events";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x38,ETY=eba_ET:x3,MCY=eba_MC:x234,TRI=eba_TR:x24";C_17.00.a;110;050;;integerItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Number of events";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"109#110";"TRADING AND SALES [TS]#Number of events";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x38,ETY=eba_ET:x1,MCY=eba_MC:x234,TRI=eba_TR:x24";C_17.00.a;110;060;;integerItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Number of events";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"109#110";"TRADING AND SALES [TS]#Number of events";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x38,ETY=eba_ET:x5,MCY=eba_MC:x234,TRI=eba_TR:x24";C_17.00.a;110;070;;integerItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Number of events";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"109#110";"TRADING AND SALES [TS]#Number of events";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x38,MCY=eba_MC:x234";C_17.00.a;110;080;;integerItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Number of events";"TOTAL EVENT TYPES";;;;;;;;;;;"109#110";"TRADING AND SALES [TS]#Number of events";"TOTAL EVENT TYPES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md234,BAS=eba_BA:x17,BLI=eba_TA:x38,ETY=eba_ET:x7,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;120;010;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Total loss amount";"Event types";"INTERNAL FRAUD";;;;;;;;;;"109#120";"TRADING AND SALES [TS]#Total loss amount";"Event types#INTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md234,BAS=eba_BA:x17,BLI=eba_TA:x38,ETY=eba_ET:x6,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;120;020;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Total loss amount";"Event types";"EXTERNAL FRAUD";;;;;;;;;;"109#120";"TRADING AND SALES [TS]#Total loss amount";"Event types#EXTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md234,BAS=eba_BA:x17,BLI=eba_TA:x38,ETY=eba_ET:x4,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;120;030;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Total loss amount";"Event types";"EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";;;;;;;;;;"109#120";"TRADING AND SALES [TS]#Total loss amount";"Event types#EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md234,BAS=eba_BA:x17,BLI=eba_TA:x38,ETY=eba_ET:x2,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;120;040;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Total loss amount";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"109#120";"TRADING AND SALES [TS]#Total loss amount";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md234,BAS=eba_BA:x17,BLI=eba_TA:x38,ETY=eba_ET:x3,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;120;050;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Total loss amount";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"109#120";"TRADING AND SALES [TS]#Total loss amount";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md234,BAS=eba_BA:x17,BLI=eba_TA:x38,ETY=eba_ET:x1,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;120;060;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Total loss amount";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"109#120";"TRADING AND SALES [TS]#Total loss amount";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md234,BAS=eba_BA:x17,BLI=eba_TA:x38,ETY=eba_ET:x5,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;120;070;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Total loss amount";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"109#120";"TRADING AND SALES [TS]#Total loss amount";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md234,BAS=eba_BA:x17,BLI=eba_TA:x38,MCY=eba_MC:x255";C_17.00.a;120;080;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Total loss amount";"TOTAL EVENT TYPES";;;;;;;;;;;"109#120";"TRADING AND SALES [TS]#Total loss amount";"TOTAL EVENT TYPES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x38,ETY=eba_ET:x7,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;130;010;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Maximum single loss";"Event types";"INTERNAL FRAUD";;;;;;;;;;"109#130";"TRADING AND SALES [TS]#Maximum single loss";"Event types#INTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x38,ETY=eba_ET:x6,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;130;020;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Maximum single loss";"Event types";"EXTERNAL FRAUD";;;;;;;;;;"109#130";"TRADING AND SALES [TS]#Maximum single loss";"Event types#EXTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x38,ETY=eba_ET:x4,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;130;030;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Maximum single loss";"Event types";"EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";;;;;;;;;;"109#130";"TRADING AND SALES [TS]#Maximum single loss";"Event types#EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x38,ETY=eba_ET:x2,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;130;040;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Maximum single loss";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"109#130";"TRADING AND SALES [TS]#Maximum single loss";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x38,ETY=eba_ET:x3,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;130;050;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Maximum single loss";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"109#130";"TRADING AND SALES [TS]#Maximum single loss";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x38,ETY=eba_ET:x1,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;130;060;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Maximum single loss";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"109#130";"TRADING AND SALES [TS]#Maximum single loss";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x38,ETY=eba_ET:x5,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;130;070;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Maximum single loss";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"109#130";"TRADING AND SALES [TS]#Maximum single loss";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x38,MCY=eba_MC:x255";C_17.00.a;130;080;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Maximum single loss";"TOTAL EVENT TYPES";;;;;;;;;;;"109#130";"TRADING AND SALES [TS]#Maximum single loss";"TOTAL EVENT TYPES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x38,ETY=eba_ET:x7,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;140;010;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"INTERNAL FRAUD";;;;;;;;;;"109#140";"TRADING AND SALES [TS]#Sum of the five largest losses";"Event types#INTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x38,ETY=eba_ET:x6,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;140;020;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"EXTERNAL FRAUD";;;;;;;;;;"109#140";"TRADING AND SALES [TS]#Sum of the five largest losses";"Event types#EXTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x38,ETY=eba_ET:x4,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;140;030;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";;;;;;;;;;"109#140";"TRADING AND SALES [TS]#Sum of the five largest losses";"Event types#EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x38,ETY=eba_ET:x2,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;140;040;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"109#140";"TRADING AND SALES [TS]#Sum of the five largest losses";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x38,ETY=eba_ET:x3,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;140;050;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"109#140";"TRADING AND SALES [TS]#Sum of the five largest losses";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x38,ETY=eba_ET:x1,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;140;060;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"109#140";"TRADING AND SALES [TS]#Sum of the five largest losses";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x38,ETY=eba_ET:x5,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;140;070;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"109#140";"TRADING AND SALES [TS]#Sum of the five largest losses";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x38,MCY=eba_MC:x255";C_17.00.a;140;080;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Sum of the five largest losses";"TOTAL EVENT TYPES";;;;;;;;;;;"109#140";"TRADING AND SALES [TS]#Sum of the five largest losses";"TOTAL EVENT TYPES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x30,ETY=eba_ET:x7,MCY=eba_MC:x234,TRI=eba_TR:x24";C_17.00.a;210;010;;integerItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Number of events";"Event types";"INTERNAL FRAUD";;;;;;;;;;"209#210";"RETAIL BROKERAGE [RBr]#Number of events";"Event types#INTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x30,ETY=eba_ET:x6,MCY=eba_MC:x234,TRI=eba_TR:x24";C_17.00.a;210;020;;integerItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Number of events";"Event types";"EXTERNAL FRAUD";;;;;;;;;;"209#210";"RETAIL BROKERAGE [RBr]#Number of events";"Event types#EXTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x30,ETY=eba_ET:x4,MCY=eba_MC:x234,TRI=eba_TR:x24";C_17.00.a;210;030;;integerItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Number of events";"Event types";"EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";;;;;;;;;;"209#210";"RETAIL BROKERAGE [RBr]#Number of events";"Event types#EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x30,ETY=eba_ET:x2,MCY=eba_MC:x234,TRI=eba_TR:x24";C_17.00.a;210;040;;integerItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Number of events";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"209#210";"RETAIL BROKERAGE [RBr]#Number of events";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x30,ETY=eba_ET:x3,MCY=eba_MC:x234,TRI=eba_TR:x24";C_17.00.a;210;050;;integerItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Number of events";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"209#210";"RETAIL BROKERAGE [RBr]#Number of events";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x30,ETY=eba_ET:x1,MCY=eba_MC:x234,TRI=eba_TR:x24";C_17.00.a;210;060;;integerItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Number of events";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"209#210";"RETAIL BROKERAGE [RBr]#Number of events";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x30,ETY=eba_ET:x5,MCY=eba_MC:x234,TRI=eba_TR:x24";C_17.00.a;210;070;;integerItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Number of events";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"209#210";"RETAIL BROKERAGE [RBr]#Number of events";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x30,MCY=eba_MC:x234";C_17.00.a;210;080;;integerItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Number of events";"TOTAL EVENT TYPES";;;;;;;;;;;"209#210";"RETAIL BROKERAGE [RBr]#Number of events";"TOTAL EVENT TYPES";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md234,BAS=eba_BA:x17,BLI=eba_TA:x30,ETY=eba_ET:x6,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;220;020;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Total loss amount";"Event types";"EXTERNAL FRAUD";;;;;;;;;;"209#220";"RETAIL BROKERAGE [RBr]#Total loss amount";"Event types#EXTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md234,BAS=eba_BA:x17,BLI=eba_TA:x30,ETY=eba_ET:x4,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;220;030;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Total loss amount";"Event types";"EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";;;;;;;;;;"209#220";"RETAIL BROKERAGE [RBr]#Total loss amount";"Event types#EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md234,BAS=eba_BA:x17,BLI=eba_TA:x30,ETY=eba_ET:x2,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;220;040;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Total loss amount";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"209#220";"RETAIL BROKERAGE [RBr]#Total loss amount";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md234,BAS=eba_BA:x17,BLI=eba_TA:x30,ETY=eba_ET:x3,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;220;050;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Total loss amount";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"209#220";"RETAIL BROKERAGE [RBr]#Total loss amount";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md234,BAS=eba_BA:x17,BLI=eba_TA:x30,ETY=eba_ET:x1,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;220;060;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Total loss amount";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"209#220";"RETAIL BROKERAGE [RBr]#Total loss amount";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md234,BAS=eba_BA:x17,BLI=eba_TA:x30,ETY=eba_ET:x5,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;220;070;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Total loss amount";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"209#220";"RETAIL BROKERAGE [RBr]#Total loss amount";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md234,BAS=eba_BA:x17,BLI=eba_TA:x30,MCY=eba_MC:x255";C_17.00.a;220;080;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Total loss amount";"TOTAL EVENT TYPES";;;;;;;;;;;"209#220";"RETAIL BROKERAGE [RBr]#Total loss amount";"TOTAL EVENT TYPES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x30,ETY=eba_ET:x7,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;230;010;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Maximum single loss";"Event types";"INTERNAL FRAUD";;;;;;;;;;"209#230";"RETAIL BROKERAGE [RBr]#Maximum single loss";"Event types#INTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x30,ETY=eba_ET:x6,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;230;020;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Maximum single loss";"Event types";"EXTERNAL FRAUD";;;;;;;;;;"209#230";"RETAIL BROKERAGE [RBr]#Maximum single loss";"Event types#EXTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x30,ETY=eba_ET:x4,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;230;030;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Maximum single loss";"Event types";"EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";;;;;;;;;;"209#230";"RETAIL BROKERAGE [RBr]#Maximum single loss";"Event types#EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x30,ETY=eba_ET:x2,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;230;040;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Maximum single loss";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"209#230";"RETAIL BROKERAGE [RBr]#Maximum single loss";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x30,ETY=eba_ET:x3,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;230;050;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Maximum single loss";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"209#230";"RETAIL BROKERAGE [RBr]#Maximum single loss";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x30,ETY=eba_ET:x1,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;230;060;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Maximum single loss";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"209#230";"RETAIL BROKERAGE [RBr]#Maximum single loss";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x30,ETY=eba_ET:x5,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;230;070;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Maximum single loss";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"209#230";"RETAIL BROKERAGE [RBr]#Maximum single loss";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x30,MCY=eba_MC:x255";C_17.00.a;230;080;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Maximum single loss";"TOTAL EVENT TYPES";;;;;;;;;;;"209#230";"RETAIL BROKERAGE [RBr]#Maximum single loss";"TOTAL EVENT TYPES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x30,ETY=eba_ET:x7,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;240;010;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"INTERNAL FRAUD";;;;;;;;;;"209#240";"RETAIL BROKERAGE [RBr]#Sum of the five largest losses";"Event types#INTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x30,ETY=eba_ET:x6,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;240;020;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"EXTERNAL FRAUD";;;;;;;;;;"209#240";"RETAIL BROKERAGE [RBr]#Sum of the five largest losses";"Event types#EXTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x30,ETY=eba_ET:x4,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;240;030;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";;;;;;;;;;"209#240";"RETAIL BROKERAGE [RBr]#Sum of the five largest losses";"Event types#EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x30,ETY=eba_ET:x2,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;240;040;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"209#240";"RETAIL BROKERAGE [RBr]#Sum of the five largest losses";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x30,ETY=eba_ET:x3,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;240;050;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"209#240";"RETAIL BROKERAGE [RBr]#Sum of the five largest losses";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x30,ETY=eba_ET:x1,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;240;060;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"209#240";"RETAIL BROKERAGE [RBr]#Sum of the five largest losses";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x30,ETY=eba_ET:x5,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;240;070;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"209#240";"RETAIL BROKERAGE [RBr]#Sum of the five largest losses";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x30,MCY=eba_MC:x255";C_17.00.a;240;080;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Sum of the five largest losses";"TOTAL EVENT TYPES";;;;;;;;;;;"209#240";"RETAIL BROKERAGE [RBr]#Sum of the five largest losses";"TOTAL EVENT TYPES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x11,ETY=eba_ET:x7,MCY=eba_MC:x234,TRI=eba_TR:x24";C_17.00.a;310;010;;integerItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Number of events";"Event types";"INTERNAL FRAUD";;;;;;;;;;"309#310";"COMMERCIAL BANKING [CB]#Number of events";"Event types#INTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x11,ETY=eba_ET:x6,MCY=eba_MC:x234,TRI=eba_TR:x24";C_17.00.a;310;020;;integerItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Number of events";"Event types";"EXTERNAL FRAUD";;;;;;;;;;"309#310";"COMMERCIAL BANKING [CB]#Number of events";"Event types#EXTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x11,ETY=eba_ET:x4,MCY=eba_MC:x234,TRI=eba_TR:x24";C_17.00.a;310;030;;integerItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Number of events";"Event types";"EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";;;;;;;;;;"309#310";"COMMERCIAL BANKING [CB]#Number of events";"Event types#EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x11,ETY=eba_ET:x2,MCY=eba_MC:x234,TRI=eba_TR:x24";C_17.00.a;310;040;;integerItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Number of events";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"309#310";"COMMERCIAL BANKING [CB]#Number of events";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x11,ETY=eba_ET:x3,MCY=eba_MC:x234,TRI=eba_TR:x24";C_17.00.a;310;050;;integerItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Number of events";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"309#310";"COMMERCIAL BANKING [CB]#Number of events";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x11,ETY=eba_ET:x1,MCY=eba_MC:x234,TRI=eba_TR:x24";C_17.00.a;310;060;;integerItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Number of events";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"309#310";"COMMERCIAL BANKING [CB]#Number of events";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x11,ETY=eba_ET:x5,MCY=eba_MC:x234,TRI=eba_TR:x24";C_17.00.a;310;070;;integerItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Number of events";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"309#310";"COMMERCIAL BANKING [CB]#Number of events";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x11,MCY=eba_MC:x234";C_17.00.a;310;080;;integerItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Number of events";"TOTAL EVENT TYPES";;;;;;;;;;;"309#310";"COMMERCIAL BANKING [CB]#Number of events";"TOTAL EVENT TYPES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md234,BAS=eba_BA:x17,BLI=eba_TA:x11,ETY=eba_ET:x7,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;320;010;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Total loss amount";"Event types";"INTERNAL FRAUD";;;;;;;;;;"309#320";"COMMERCIAL BANKING [CB]#Total loss amount";"Event types#INTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md234,BAS=eba_BA:x17,BLI=eba_TA:x11,ETY=eba_ET:x6,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;320;020;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Total loss amount";"Event types";"EXTERNAL FRAUD";;;;;;;;;;"309#320";"COMMERCIAL BANKING [CB]#Total loss amount";"Event types#EXTERNAL FRAUD";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md234,BAS=eba_BA:x17,BLI=eba_TA:x11,ETY=eba_ET:x2,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;320;040;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Total loss amount";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"309#320";"COMMERCIAL BANKING [CB]#Total loss amount";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md234,BAS=eba_BA:x17,BLI=eba_TA:x11,ETY=eba_ET:x3,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;320;050;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Total loss amount";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"309#320";"COMMERCIAL BANKING [CB]#Total loss amount";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md234,BAS=eba_BA:x17,BLI=eba_TA:x11,ETY=eba_ET:x1,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;320;060;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Total loss amount";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"309#320";"COMMERCIAL BANKING [CB]#Total loss amount";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md234,BAS=eba_BA:x17,BLI=eba_TA:x11,ETY=eba_ET:x5,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;320;070;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Total loss amount";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"309#320";"COMMERCIAL BANKING [CB]#Total loss amount";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md234,BAS=eba_BA:x17,BLI=eba_TA:x11,MCY=eba_MC:x255";C_17.00.a;320;080;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Total loss amount";"TOTAL EVENT TYPES";;;;;;;;;;;"309#320";"COMMERCIAL BANKING [CB]#Total loss amount";"TOTAL EVENT TYPES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x11,ETY=eba_ET:x7,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;330;010;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Maximum single loss";"Event types";"INTERNAL FRAUD";;;;;;;;;;"309#330";"COMMERCIAL BANKING [CB]#Maximum single loss";"Event types#INTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x11,ETY=eba_ET:x6,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;330;020;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Maximum single loss";"Event types";"EXTERNAL FRAUD";;;;;;;;;;"309#330";"COMMERCIAL BANKING [CB]#Maximum single loss";"Event types#EXTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x11,ETY=eba_ET:x4,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;330;030;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Maximum single loss";"Event types";"EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";;;;;;;;;;"309#330";"COMMERCIAL BANKING [CB]#Maximum single loss";"Event types#EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x11,ETY=eba_ET:x2,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;330;040;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Maximum single loss";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"309#330";"COMMERCIAL BANKING [CB]#Maximum single loss";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x11,ETY=eba_ET:x3,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;330;050;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Maximum single loss";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"309#330";"COMMERCIAL BANKING [CB]#Maximum single loss";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x11,ETY=eba_ET:x1,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;330;060;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Maximum single loss";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"309#330";"COMMERCIAL BANKING [CB]#Maximum single loss";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x11,ETY=eba_ET:x5,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;330;070;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Maximum single loss";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"309#330";"COMMERCIAL BANKING [CB]#Maximum single loss";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x11,MCY=eba_MC:x255";C_17.00.a;330;080;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Maximum single loss";"TOTAL EVENT TYPES";;;;;;;;;;;"309#330";"COMMERCIAL BANKING [CB]#Maximum single loss";"TOTAL EVENT TYPES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x11,ETY=eba_ET:x7,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;340;010;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"INTERNAL FRAUD";;;;;;;;;;"309#340";"COMMERCIAL BANKING [CB]#Sum of the five largest losses";"Event types#INTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x11,ETY=eba_ET:x6,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;340;020;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"EXTERNAL FRAUD";;;;;;;;;;"309#340";"COMMERCIAL BANKING [CB]#Sum of the five largest losses";"Event types#EXTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x11,ETY=eba_ET:x4,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;340;030;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";;;;;;;;;;"309#340";"COMMERCIAL BANKING [CB]#Sum of the five largest losses";"Event types#EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x11,ETY=eba_ET:x2,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;340;040;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"309#340";"COMMERCIAL BANKING [CB]#Sum of the five largest losses";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x11,ETY=eba_ET:x3,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;340;050;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"309#340";"COMMERCIAL BANKING [CB]#Sum of the five largest losses";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x11,ETY=eba_ET:x1,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;340;060;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"309#340";"COMMERCIAL BANKING [CB]#Sum of the five largest losses";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x11,ETY=eba_ET:x5,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;340;070;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"309#340";"COMMERCIAL BANKING [CB]#Sum of the five largest losses";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x11,MCY=eba_MC:x255";C_17.00.a;340;080;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Sum of the five largest losses";"TOTAL EVENT TYPES";;;;;;;;;;;"309#340";"COMMERCIAL BANKING [CB]#Sum of the five largest losses";"TOTAL EVENT TYPES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x29,ETY=eba_ET:x7,MCY=eba_MC:x234,TRI=eba_TR:x24";C_17.00.a;410;010;;integerItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Number of events";"Event types";"INTERNAL FRAUD";;;;;;;;;;"409#410";"RETAIL BANKING [RB]#Number of events";"Event types#INTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x29,ETY=eba_ET:x6,MCY=eba_MC:x234,TRI=eba_TR:x24";C_17.00.a;410;020;;integerItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Number of events";"Event types";"EXTERNAL FRAUD";;;;;;;;;;"409#410";"RETAIL BANKING [RB]#Number of events";"Event types#EXTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x29,ETY=eba_ET:x4,MCY=eba_MC:x234,TRI=eba_TR:x24";C_17.00.a;410;030;;integerItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Number of events";"Event types";"EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";;;;;;;;;;"409#410";"RETAIL BANKING [RB]#Number of events";"Event types#EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x29,ETY=eba_ET:x2,MCY=eba_MC:x234,TRI=eba_TR:x24";C_17.00.a;410;040;;integerItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Number of events";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"409#410";"RETAIL BANKING [RB]#Number of events";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x29,ETY=eba_ET:x3,MCY=eba_MC:x234,TRI=eba_TR:x24";C_17.00.a;410;050;;integerItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Number of events";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"409#410";"RETAIL BANKING [RB]#Number of events";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x29,ETY=eba_ET:x1,MCY=eba_MC:x234,TRI=eba_TR:x24";C_17.00.a;410;060;;integerItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Number of events";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"409#410";"RETAIL BANKING [RB]#Number of events";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x29,ETY=eba_ET:x5,MCY=eba_MC:x234,TRI=eba_TR:x24";C_17.00.a;410;070;;integerItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Number of events";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"409#410";"RETAIL BANKING [RB]#Number of events";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x29,MCY=eba_MC:x234";C_17.00.a;410;080;;integerItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Number of events";"TOTAL EVENT TYPES";;;;;;;;;;;"409#410";"RETAIL BANKING [RB]#Number of events";"TOTAL EVENT TYPES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md234,BAS=eba_BA:x17,BLI=eba_TA:x29,ETY=eba_ET:x7,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;420;010;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Total loss amount";"Event types";"INTERNAL FRAUD";;;;;;;;;;"409#420";"RETAIL BANKING [RB]#Total loss amount";"Event types#INTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md234,BAS=eba_BA:x17,BLI=eba_TA:x29,ETY=eba_ET:x6,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;420;020;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Total loss amount";"Event types";"EXTERNAL FRAUD";;;;;;;;;;"409#420";"RETAIL BANKING [RB]#Total loss amount";"Event types#EXTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md234,BAS=eba_BA:x17,BLI=eba_TA:x29,ETY=eba_ET:x4,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;420;030;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Total loss amount";"Event types";"EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";;;;;;;;;;"409#420";"RETAIL BANKING [RB]#Total loss amount";"Event types#EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md234,BAS=eba_BA:x17,BLI=eba_TA:x29,ETY=eba_ET:x2,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;420;040;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Total loss amount";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"409#420";"RETAIL BANKING [RB]#Total loss amount";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md234,BAS=eba_BA:x17,BLI=eba_TA:x29,ETY=eba_ET:x1,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;420;060;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Total loss amount";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"409#420";"RETAIL BANKING [RB]#Total loss amount";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md234,BAS=eba_BA:x17,BLI=eba_TA:x29,ETY=eba_ET:x5,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;420;070;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Total loss amount";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"409#420";"RETAIL BANKING [RB]#Total loss amount";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md234,BAS=eba_BA:x17,BLI=eba_TA:x29,MCY=eba_MC:x255";C_17.00.a;420;080;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Total loss amount";"TOTAL EVENT TYPES";;;;;;;;;;;"409#420";"RETAIL BANKING [RB]#Total loss amount";"TOTAL EVENT TYPES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x29,ETY=eba_ET:x7,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;430;010;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Maximum single loss";"Event types";"INTERNAL FRAUD";;;;;;;;;;"409#430";"RETAIL BANKING [RB]#Maximum single loss";"Event types#INTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x29,ETY=eba_ET:x6,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;430;020;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Maximum single loss";"Event types";"EXTERNAL FRAUD";;;;;;;;;;"409#430";"RETAIL BANKING [RB]#Maximum single loss";"Event types#EXTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x29,ETY=eba_ET:x4,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;430;030;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Maximum single loss";"Event types";"EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";;;;;;;;;;"409#430";"RETAIL BANKING [RB]#Maximum single loss";"Event types#EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x29,ETY=eba_ET:x2,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;430;040;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Maximum single loss";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"409#430";"RETAIL BANKING [RB]#Maximum single loss";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x29,ETY=eba_ET:x3,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;430;050;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Maximum single loss";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"409#430";"RETAIL BANKING [RB]#Maximum single loss";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x29,ETY=eba_ET:x1,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;430;060;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Maximum single loss";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"409#430";"RETAIL BANKING [RB]#Maximum single loss";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x29,ETY=eba_ET:x5,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;430;070;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Maximum single loss";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"409#430";"RETAIL BANKING [RB]#Maximum single loss";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x29,MCY=eba_MC:x255";C_17.00.a;430;080;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Maximum single loss";"TOTAL EVENT TYPES";;;;;;;;;;;"409#430";"RETAIL BANKING [RB]#Maximum single loss";"TOTAL EVENT TYPES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x29,ETY=eba_ET:x7,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;440;010;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"INTERNAL FRAUD";;;;;;;;;;"409#440";"RETAIL BANKING [RB]#Sum of the five largest losses";"Event types#INTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x29,ETY=eba_ET:x6,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;440;020;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"EXTERNAL FRAUD";;;;;;;;;;"409#440";"RETAIL BANKING [RB]#Sum of the five largest losses";"Event types#EXTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x29,ETY=eba_ET:x4,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;440;030;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";;;;;;;;;;"409#440";"RETAIL BANKING [RB]#Sum of the five largest losses";"Event types#EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x29,ETY=eba_ET:x2,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;440;040;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"409#440";"RETAIL BANKING [RB]#Sum of the five largest losses";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x29,ETY=eba_ET:x3,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;440;050;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"409#440";"RETAIL BANKING [RB]#Sum of the five largest losses";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x29,ETY=eba_ET:x1,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;440;060;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"409#440";"RETAIL BANKING [RB]#Sum of the five largest losses";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x29,ETY=eba_ET:x5,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;440;070;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"409#440";"RETAIL BANKING [RB]#Sum of the five largest losses";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x29,MCY=eba_MC:x255";C_17.00.a;440;080;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Sum of the five largest losses";"TOTAL EVENT TYPES";;;;;;;;;;;"409#440";"RETAIL BANKING [RB]#Sum of the five largest losses";"TOTAL EVENT TYPES";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x27,ETY=eba_ET:x6,MCY=eba_MC:x234,TRI=eba_TR:x24";C_17.00.a;510;020;;integerItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Number of events";"Event types";"EXTERNAL FRAUD";;;;;;;;;;"509#510";"PAYMENT AND SETTLEMENT [PS]#Number of events";"Event types#EXTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x27,ETY=eba_ET:x4,MCY=eba_MC:x234,TRI=eba_TR:x24";C_17.00.a;510;030;;integerItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Number of events";"Event types";"EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";;;;;;;;;;"509#510";"PAYMENT AND SETTLEMENT [PS]#Number of events";"Event types#EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x27,ETY=eba_ET:x2,MCY=eba_MC:x234,TRI=eba_TR:x24";C_17.00.a;510;040;;integerItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Number of events";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"509#510";"PAYMENT AND SETTLEMENT [PS]#Number of events";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x27,ETY=eba_ET:x3,MCY=eba_MC:x234,TRI=eba_TR:x24";C_17.00.a;510;050;;integerItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Number of events";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"509#510";"PAYMENT AND SETTLEMENT [PS]#Number of events";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x27,ETY=eba_ET:x1,MCY=eba_MC:x234,TRI=eba_TR:x24";C_17.00.a;510;060;;integerItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Number of events";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"509#510";"PAYMENT AND SETTLEMENT [PS]#Number of events";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x27,ETY=eba_ET:x5,MCY=eba_MC:x234,TRI=eba_TR:x24";C_17.00.a;510;070;;integerItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Number of events";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"509#510";"PAYMENT AND SETTLEMENT [PS]#Number of events";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x27,MCY=eba_MC:x234";C_17.00.a;510;080;;integerItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Number of events";"TOTAL EVENT TYPES";;;;;;;;;;;"509#510";"PAYMENT AND SETTLEMENT [PS]#Number of events";"TOTAL EVENT TYPES";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md234,BAS=eba_BA:x17,BLI=eba_TA:x27,ETY=eba_ET:x3,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;520;050;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Total loss amount";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"509#520";"PAYMENT AND SETTLEMENT [PS]#Total loss amount";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x27,ETY=eba_ET:x7,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;530;010;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Maximum single loss";"Event types";"INTERNAL FRAUD";;;;;;;;;;"509#530";"PAYMENT AND SETTLEMENT [PS]#Maximum single loss";"Event types#INTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x27,ETY=eba_ET:x6,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;530;020;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Maximum single loss";"Event types";"EXTERNAL FRAUD";;;;;;;;;;"509#530";"PAYMENT AND SETTLEMENT [PS]#Maximum single loss";"Event types#EXTERNAL FRAUD";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x27,ETY=eba_ET:x1,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;530;060;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Maximum single loss";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"509#530";"PAYMENT AND SETTLEMENT [PS]#Maximum single loss";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x27,ETY=eba_ET:x5,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;530;070;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Maximum single loss";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"509#530";"PAYMENT AND SETTLEMENT [PS]#Maximum single loss";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x27,MCY=eba_MC:x255";C_17.00.a;530;080;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Maximum single loss";"TOTAL EVENT TYPES";;;;;;;;;;;"509#530";"PAYMENT AND SETTLEMENT [PS]#Maximum single loss";"TOTAL EVENT TYPES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x27,ETY=eba_ET:x7,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;540;010;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"INTERNAL FRAUD";;;;;;;;;;"509#540";"PAYMENT AND SETTLEMENT [PS]#Sum of the five largest losses";"Event types#INTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x27,ETY=eba_ET:x6,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;540;020;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"EXTERNAL FRAUD";;;;;;;;;;"509#540";"PAYMENT AND SETTLEMENT [PS]#Sum of the five largest losses";"Event types#EXTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x27,ETY=eba_ET:x4,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;540;030;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";;;;;;;;;;"509#540";"PAYMENT AND SETTLEMENT [PS]#Sum of the five largest losses";"Event types#EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x27,ETY=eba_ET:x2,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;540;040;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"509#540";"PAYMENT AND SETTLEMENT [PS]#Sum of the five largest losses";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x27,ETY=eba_ET:x3,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;540;050;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"509#540";"PAYMENT AND SETTLEMENT [PS]#Sum of the five largest losses";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x27,ETY=eba_ET:x1,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;540;060;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"509#540";"PAYMENT AND SETTLEMENT [PS]#Sum of the five largest losses";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x27,ETY=eba_ET:x5,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;540;070;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"509#540";"PAYMENT AND SETTLEMENT [PS]#Sum of the five largest losses";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x27,MCY=eba_MC:x255";C_17.00.a;540;080;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Sum of the five largest losses";"TOTAL EVENT TYPES";;;;;;;;;;;"509#540";"PAYMENT AND SETTLEMENT [PS]#Sum of the five largest losses";"TOTAL EVENT TYPES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x4,ETY=eba_ET:x7,MCY=eba_MC:x234,TRI=eba_TR:x24";C_17.00.a;610;010;;integerItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Number of events";"Event types";"INTERNAL FRAUD";;;;;;;;;;"609#610";"AGENCY SERVICES [AS]#Number of events";"Event types#INTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x4,ETY=eba_ET:x6,MCY=eba_MC:x234,TRI=eba_TR:x24";C_17.00.a;610;020;;integerItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Number of events";"Event types";"EXTERNAL FRAUD";;;;;;;;;;"609#610";"AGENCY SERVICES [AS]#Number of events";"Event types#EXTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x4,ETY=eba_ET:x4,MCY=eba_MC:x234,TRI=eba_TR:x24";C_17.00.a;610;030;;integerItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Number of events";"Event types";"EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";;;;;;;;;;"609#610";"AGENCY SERVICES [AS]#Number of events";"Event types#EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x4,ETY=eba_ET:x1,MCY=eba_MC:x234,TRI=eba_TR:x24";C_17.00.a;610;060;;integerItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Number of events";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"609#610";"AGENCY SERVICES [AS]#Number of events";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x4,ETY=eba_ET:x5,MCY=eba_MC:x234,TRI=eba_TR:x24";C_17.00.a;610;070;;integerItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Number of events";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"609#610";"AGENCY SERVICES [AS]#Number of events";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md234,BAS=eba_BA:x17,BLI=eba_TA:x4,ETY=eba_ET:x7,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;620;010;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Total loss amount";"Event types";"INTERNAL FRAUD";;;;;;;;;;"609#620";"AGENCY SERVICES [AS]#Total loss amount";"Event types#INTERNAL FRAUD";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md234,BAS=eba_BA:x17,BLI=eba_TA:x4,ETY=eba_ET:x5,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;620;070;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Total loss amount";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"609#620";"AGENCY SERVICES [AS]#Total loss amount";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x4,ETY=eba_ET:x4,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;630;030;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Maximum single loss";"Event types";"EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";;;;;;;;;;"609#630";"AGENCY SERVICES [AS]#Maximum single loss";"Event types#EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x4,ETY=eba_ET:x2,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;630;040;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Maximum single loss";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"609#630";"AGENCY SERVICES [AS]#Maximum single loss";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x4,ETY=eba_ET:x3,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;630;050;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Maximum single loss";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"609#630";"AGENCY SERVICES [AS]#Maximum single loss";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x4,ETY=eba_ET:x1,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;630;060;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Maximum single loss";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"609#630";"AGENCY SERVICES [AS]#Maximum single loss";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x4,ETY=eba_ET:x5,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;630;070;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Maximum single loss";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"609#630";"AGENCY SERVICES [AS]#Maximum single loss";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x4,MCY=eba_MC:x255";C_17.00.a;630;080;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Maximum single loss";"TOTAL EVENT TYPES";;;;;;;;;;;"609#630";"AGENCY SERVICES [AS]#Maximum single loss";"TOTAL EVENT TYPES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x4,ETY=eba_ET:x7,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;640;010;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"INTERNAL FRAUD";;;;;;;;;;"609#640";"AGENCY SERVICES [AS]#Sum of the five largest losses";"Event types#INTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x4,ETY=eba_ET:x6,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;640;020;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"EXTERNAL FRAUD";;;;;;;;;;"609#640";"AGENCY SERVICES [AS]#Sum of the five largest losses";"Event types#EXTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x4,ETY=eba_ET:x4,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;640;030;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";;;;;;;;;;"609#640";"AGENCY SERVICES [AS]#Sum of the five largest losses";"Event types#EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x4,ETY=eba_ET:x2,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;640;040;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"609#640";"AGENCY SERVICES [AS]#Sum of the five largest losses";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x4,ETY=eba_ET:x3,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;640;050;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"609#640";"AGENCY SERVICES [AS]#Sum of the five largest losses";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x4,ETY=eba_ET:x1,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;640;060;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"609#640";"AGENCY SERVICES [AS]#Sum of the five largest losses";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x4,ETY=eba_ET:x5,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;640;070;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"609#640";"AGENCY SERVICES [AS]#Sum of the five largest losses";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x4,MCY=eba_MC:x255";C_17.00.a;640;080;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Sum of the five largest losses";"TOTAL EVENT TYPES";;;;;;;;;;;"609#640";"AGENCY SERVICES [AS]#Sum of the five largest losses";"TOTAL EVENT TYPES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x5,ETY=eba_ET:x7,MCY=eba_MC:x234,TRI=eba_TR:x24";C_17.00.a;710;010;;integerItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Number of events";"Event types";"INTERNAL FRAUD";;;;;;;;;;"709#710";"ASSET MANAGEMENT [AM]#Number of events";"Event types#INTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x5,ETY=eba_ET:x6,MCY=eba_MC:x234,TRI=eba_TR:x24";C_17.00.a;710;020;;integerItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Number of events";"Event types";"EXTERNAL FRAUD";;;;;;;;;;"709#710";"ASSET MANAGEMENT [AM]#Number of events";"Event types#EXTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x5,ETY=eba_ET:x4,MCY=eba_MC:x234,TRI=eba_TR:x24";C_17.00.a;710;030;;integerItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Number of events";"Event types";"EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";;;;;;;;;;"709#710";"ASSET MANAGEMENT [AM]#Number of events";"Event types#EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x5,ETY=eba_ET:x2,MCY=eba_MC:x234,TRI=eba_TR:x24";C_17.00.a;710;040;;integerItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Number of events";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"709#710";"ASSET MANAGEMENT [AM]#Number of events";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x5,ETY=eba_ET:x3,MCY=eba_MC:x234,TRI=eba_TR:x24";C_17.00.a;710;050;;integerItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Number of events";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"709#710";"ASSET MANAGEMENT [AM]#Number of events";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x5,ETY=eba_ET:x1,MCY=eba_MC:x234,TRI=eba_TR:x24";C_17.00.a;710;060;;integerItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Number of events";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"709#710";"ASSET MANAGEMENT [AM]#Number of events";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x5,ETY=eba_ET:x5,MCY=eba_MC:x234,TRI=eba_TR:x24";C_17.00.a;710;070;;integerItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Number of events";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"709#710";"ASSET MANAGEMENT [AM]#Number of events";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x5,MCY=eba_MC:x234";C_17.00.a;710;080;;integerItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Number of events";"TOTAL EVENT TYPES";;;;;;;;;;;"709#710";"ASSET MANAGEMENT [AM]#Number of events";"TOTAL EVENT TYPES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md234,BAS=eba_BA:x17,BLI=eba_TA:x5,ETY=eba_ET:x7,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;720;010;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Total loss amount";"Event types";"INTERNAL FRAUD";;;;;;;;;;"709#720";"ASSET MANAGEMENT [AM]#Total loss amount";"Event types#INTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md234,BAS=eba_BA:x17,BLI=eba_TA:x5,ETY=eba_ET:x6,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;720;020;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Total loss amount";"Event types";"EXTERNAL FRAUD";;;;;;;;;;"709#720";"ASSET MANAGEMENT [AM]#Total loss amount";"Event types#EXTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md234,BAS=eba_BA:x17,BLI=eba_TA:x5,ETY=eba_ET:x4,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;720;030;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Total loss amount";"Event types";"EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";;;;;;;;;;"709#720";"ASSET MANAGEMENT [AM]#Total loss amount";"Event types#EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md234,BAS=eba_BA:x17,BLI=eba_TA:x5,ETY=eba_ET:x2,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;720;040;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Total loss amount";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"709#720";"ASSET MANAGEMENT [AM]#Total loss amount";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md234,BAS=eba_BA:x17,BLI=eba_TA:x5,ETY=eba_ET:x3,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;720;050;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Total loss amount";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"709#720";"ASSET MANAGEMENT [AM]#Total loss amount";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md234,BAS=eba_BA:x17,BLI=eba_TA:x5,ETY=eba_ET:x1,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;720;060;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Total loss amount";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"709#720";"ASSET MANAGEMENT [AM]#Total loss amount";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md234,BAS=eba_BA:x17,BLI=eba_TA:x5,ETY=eba_ET:x5,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;720;070;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Total loss amount";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"709#720";"ASSET MANAGEMENT [AM]#Total loss amount";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md234,BAS=eba_BA:x17,BLI=eba_TA:x5,MCY=eba_MC:x255";C_17.00.a;720;080;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Total loss amount";"TOTAL EVENT TYPES";;;;;;;;;;;"709#720";"ASSET MANAGEMENT [AM]#Total loss amount";"TOTAL EVENT TYPES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x5,ETY=eba_ET:x7,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;730;010;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Maximum single loss";"Event types";"INTERNAL FRAUD";;;;;;;;;;"709#730";"ASSET MANAGEMENT [AM]#Maximum single loss";"Event types#INTERNAL FRAUD";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x5,ETY=eba_ET:x3,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;730;050;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Maximum single loss";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"709#730";"ASSET MANAGEMENT [AM]#Maximum single loss";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x5,ETY=eba_ET:x1,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;730;060;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Maximum single loss";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"709#730";"ASSET MANAGEMENT [AM]#Maximum single loss";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x5,ETY=eba_ET:x5,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;730;070;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Maximum single loss";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"709#730";"ASSET MANAGEMENT [AM]#Maximum single loss";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x5,MCY=eba_MC:x255";C_17.00.a;730;080;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Maximum single loss";"TOTAL EVENT TYPES";;;;;;;;;;;"709#730";"ASSET MANAGEMENT [AM]#Maximum single loss";"TOTAL EVENT TYPES";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x5,ETY=eba_ET:x6,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;740;020;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"EXTERNAL FRAUD";;;;;;;;;;"709#740";"ASSET MANAGEMENT [AM]#Sum of the five largest losses";"Event types#EXTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x5,ETY=eba_ET:x4,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;740;030;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";;;;;;;;;;"709#740";"ASSET MANAGEMENT [AM]#Sum of the five largest losses";"Event types#EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x5,ETY=eba_ET:x2,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;740;040;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"709#740";"ASSET MANAGEMENT [AM]#Sum of the five largest losses";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x5,ETY=eba_ET:x3,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;740;050;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"709#740";"ASSET MANAGEMENT [AM]#Sum of the five largest losses";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x5,ETY=eba_ET:x1,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;740;060;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"709#740";"ASSET MANAGEMENT [AM]#Sum of the five largest losses";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x5,ETY=eba_ET:x5,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;740;070;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"709#740";"ASSET MANAGEMENT [AM]#Sum of the five largest losses";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x5,MCY=eba_MC:x255";C_17.00.a;740;080;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Sum of the five largest losses";"TOTAL EVENT TYPES";;;;;;;;;;;"709#740";"ASSET MANAGEMENT [AM]#Sum of the five largest losses";"TOTAL EVENT TYPES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x13,ETY=eba_ET:x7,MCY=eba_MC:x234,TRI=eba_TR:x24";C_17.00.a;810;010;;integerItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Number of events";"Event types";"INTERNAL FRAUD";;;;;;;;;;"809#810";"CORPORATE ITEMS [CI]#Number of events";"Event types#INTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x13,ETY=eba_ET:x6,MCY=eba_MC:x234,TRI=eba_TR:x24";C_17.00.a;810;020;;integerItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Number of events";"Event types";"EXTERNAL FRAUD";;;;;;;;;;"809#810";"CORPORATE ITEMS [CI]#Number of events";"Event types#EXTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x13,ETY=eba_ET:x4,MCY=eba_MC:x234,TRI=eba_TR:x24";C_17.00.a;810;030;;integerItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Number of events";"Event types";"EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";;;;;;;;;;"809#810";"CORPORATE ITEMS [CI]#Number of events";"Event types#EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x13,ETY=eba_ET:x2,MCY=eba_MC:x234,TRI=eba_TR:x24";C_17.00.a;810;040;;integerItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Number of events";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"809#810";"CORPORATE ITEMS [CI]#Number of events";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x13,ETY=eba_ET:x3,MCY=eba_MC:x234,TRI=eba_TR:x24";C_17.00.a;810;050;;integerItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Number of events";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"809#810";"CORPORATE ITEMS [CI]#Number of events";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x13,ETY=eba_ET:x1,MCY=eba_MC:x234,TRI=eba_TR:x24";C_17.00.a;810;060;;integerItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Number of events";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"809#810";"CORPORATE ITEMS [CI]#Number of events";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x13,ETY=eba_ET:x5,MCY=eba_MC:x234,TRI=eba_TR:x24";C_17.00.a;810;070;;integerItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Number of events";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"809#810";"CORPORATE ITEMS [CI]#Number of events";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x13,MCY=eba_MC:x234";C_17.00.a;810;080;;integerItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Number of events";"TOTAL EVENT TYPES";;;;;;;;;;;"809#810";"CORPORATE ITEMS [CI]#Number of events";"TOTAL EVENT TYPES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md234,BAS=eba_BA:x17,BLI=eba_TA:x13,ETY=eba_ET:x7,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;820;010;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Total loss amount";"Event types";"INTERNAL FRAUD";;;;;;;;;;"809#820";"CORPORATE ITEMS [CI]#Total loss amount";"Event types#INTERNAL FRAUD";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md234,BAS=eba_BA:x17,BLI=eba_TA:x13,ETY=eba_ET:x2,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;820;040;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Total loss amount";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"809#820";"CORPORATE ITEMS [CI]#Total loss amount";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md234,BAS=eba_BA:x17,BLI=eba_TA:x13,ETY=eba_ET:x3,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;820;050;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Total loss amount";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"809#820";"CORPORATE ITEMS [CI]#Total loss amount";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md234,BAS=eba_BA:x17,BLI=eba_TA:x13,ETY=eba_ET:x1,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;820;060;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Total loss amount";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"809#820";"CORPORATE ITEMS [CI]#Total loss amount";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md234,BAS=eba_BA:x17,BLI=eba_TA:x13,ETY=eba_ET:x5,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;820;070;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Total loss amount";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"809#820";"CORPORATE ITEMS [CI]#Total loss amount";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md234,BAS=eba_BA:x17,BLI=eba_TA:x13,MCY=eba_MC:x255";C_17.00.a;820;080;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Total loss amount";"TOTAL EVENT TYPES";;;;;;;;;;;"809#820";"CORPORATE ITEMS [CI]#Total loss amount";"TOTAL EVENT TYPES";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x13,ETY=eba_ET:x1,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;830;060;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Maximum single loss";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"809#830";"CORPORATE ITEMS [CI]#Maximum single loss";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x13,ETY=eba_ET:x5,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;830;070;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Maximum single loss";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"809#830";"CORPORATE ITEMS [CI]#Maximum single loss";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x13,MCY=eba_MC:x255";C_17.00.a;830;080;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Maximum single loss";"TOTAL EVENT TYPES";;;;;;;;;;;"809#830";"CORPORATE ITEMS [CI]#Maximum single loss";"TOTAL EVENT TYPES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x13,ETY=eba_ET:x7,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;840;010;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"INTERNAL FRAUD";;;;;;;;;;"809#840";"CORPORATE ITEMS [CI]#Sum of the five largest losses";"Event types#INTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x13,ETY=eba_ET:x6,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;840;020;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"EXTERNAL FRAUD";;;;;;;;;;"809#840";"CORPORATE ITEMS [CI]#Sum of the five largest losses";"Event types#EXTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x13,ETY=eba_ET:x4,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;840;030;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";;;;;;;;;;"809#840";"CORPORATE ITEMS [CI]#Sum of the five largest losses";"Event types#EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x13,ETY=eba_ET:x2,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;840;040;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"809#840";"CORPORATE ITEMS [CI]#Sum of the five largest losses";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x13,ETY=eba_ET:x3,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;840;050;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"809#840";"CORPORATE ITEMS [CI]#Sum of the five largest losses";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x13,ETY=eba_ET:x1,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;840;060;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"809#840";"CORPORATE ITEMS [CI]#Sum of the five largest losses";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x13,ETY=eba_ET:x5,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;840;070;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"809#840";"CORPORATE ITEMS [CI]#Sum of the five largest losses";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x13,MCY=eba_MC:x255";C_17.00.a;840;080;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Sum of the five largest losses";"TOTAL EVENT TYPES";;;;;;;;;;;"809#840";"CORPORATE ITEMS [CI]#Sum of the five largest losses";"TOTAL EVENT TYPES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:id176,BAS=eba_BA:x17,ETY=eba_ET:x7,MCY=eba_MC:x234,TRI=eba_TR:x24";C_17.00.a;910;010;;integerItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Number of events";"Event types";"INTERNAL FRAUD";;;;;;;;;;"909#910";"TOTAL BUSINESS LINES#Number of events";"Event types#INTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:id176,BAS=eba_BA:x17,ETY=eba_ET:x6,MCY=eba_MC:x234,TRI=eba_TR:x24";C_17.00.a;910;020;;integerItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Number of events";"Event types";"EXTERNAL FRAUD";;;;;;;;;;"909#910";"TOTAL BUSINESS LINES#Number of events";"Event types#EXTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:id176,BAS=eba_BA:x17,ETY=eba_ET:x4,MCY=eba_MC:x234,TRI=eba_TR:x24";C_17.00.a;910;030;;integerItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Number of events";"Event types";"EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";;;;;;;;;;"909#910";"TOTAL BUSINESS LINES#Number of events";"Event types#EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:id176,BAS=eba_BA:x17,ETY=eba_ET:x2,MCY=eba_MC:x234,TRI=eba_TR:x24";C_17.00.a;910;040;;integerItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Number of events";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"909#910";"TOTAL BUSINESS LINES#Number of events";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:id176,BAS=eba_BA:x17,ETY=eba_ET:x3,MCY=eba_MC:x234,TRI=eba_TR:x24";C_17.00.a;910;050;;integerItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Number of events";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"909#910";"TOTAL BUSINESS LINES#Number of events";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:id176,BAS=eba_BA:x17,ETY=eba_ET:x1,MCY=eba_MC:x234,TRI=eba_TR:x24";C_17.00.a;910;060;;integerItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Number of events";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"909#910";"TOTAL BUSINESS LINES#Number of events";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:id176,BAS=eba_BA:x17,ETY=eba_ET:x5,MCY=eba_MC:x234,TRI=eba_TR:x24";C_17.00.a;910;070;;integerItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Number of events";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"909#910";"TOTAL BUSINESS LINES#Number of events";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:id176,BAS=eba_BA:x17,MCY=eba_MC:x234";C_17.00.a;910;080;;integerItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Number of events";"TOTAL EVENT TYPES";;;;;;;;;;;"909#910";"TOTAL BUSINESS LINES#Number of events";"TOTAL EVENT TYPES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md234,BAS=eba_BA:x17,ETY=eba_ET:x7,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;920;010;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Total loss amount";"Event types";"INTERNAL FRAUD";;;;;;;;;;"909#920";"TOTAL BUSINESS LINES#Total loss amount";"Event types#INTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md234,BAS=eba_BA:x17,ETY=eba_ET:x6,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;920;020;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Total loss amount";"Event types";"EXTERNAL FRAUD";;;;;;;;;;"909#920";"TOTAL BUSINESS LINES#Total loss amount";"Event types#EXTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md234,BAS=eba_BA:x17,ETY=eba_ET:x4,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;920;030;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Total loss amount";"Event types";"EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";;;;;;;;;;"909#920";"TOTAL BUSINESS LINES#Total loss amount";"Event types#EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md234,BAS=eba_BA:x17,ETY=eba_ET:x2,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;920;040;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Total loss amount";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"909#920";"TOTAL BUSINESS LINES#Total loss amount";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md234,BAS=eba_BA:x17,ETY=eba_ET:x3,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;920;050;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Total loss amount";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"909#920";"TOTAL BUSINESS LINES#Total loss amount";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md234,BAS=eba_BA:x17,ETY=eba_ET:x1,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;920;060;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Total loss amount";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"909#920";"TOTAL BUSINESS LINES#Total loss amount";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md234,BAS=eba_BA:x17,ETY=eba_ET:x5,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;920;070;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Total loss amount";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"909#920";"TOTAL BUSINESS LINES#Total loss amount";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md234,BAS=eba_BA:x17,MCY=eba_MC:x255";C_17.00.a;920;080;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Total loss amount";"TOTAL EVENT TYPES";;;;;;;;;;;"909#920";"TOTAL BUSINESS LINES#Total loss amount";"TOTAL EVENT TYPES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md165,BAS=eba_BA:x17,ETY=eba_ET:x7,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;930;010;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Maximum single loss";"Event types";"INTERNAL FRAUD";;;;;;;;;;"909#930";"TOTAL BUSINESS LINES#Maximum single loss";"Event types#INTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md165,BAS=eba_BA:x17,ETY=eba_ET:x6,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;930;020;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Maximum single loss";"Event types";"EXTERNAL FRAUD";;;;;;;;;;"909#930";"TOTAL BUSINESS LINES#Maximum single loss";"Event types#EXTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md165,BAS=eba_BA:x17,ETY=eba_ET:x4,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;930;030;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Maximum single loss";"Event types";"EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";;;;;;;;;;"909#930";"TOTAL BUSINESS LINES#Maximum single loss";"Event types#EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md165,BAS=eba_BA:x17,ETY=eba_ET:x2,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;930;040;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Maximum single loss";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"909#930";"TOTAL BUSINESS LINES#Maximum single loss";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md165,BAS=eba_BA:x17,ETY=eba_ET:x3,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;930;050;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Maximum single loss";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"909#930";"TOTAL BUSINESS LINES#Maximum single loss";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md165,BAS=eba_BA:x17,ETY=eba_ET:x1,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;930;060;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Maximum single loss";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"909#930";"TOTAL BUSINESS LINES#Maximum single loss";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md165,BAS=eba_BA:x17,ETY=eba_ET:x5,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;930;070;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Maximum single loss";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"909#930";"TOTAL BUSINESS LINES#Maximum single loss";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md165,BAS=eba_BA:x17,MCY=eba_MC:x255";C_17.00.a;930;080;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Maximum single loss";"TOTAL EVENT TYPES";;;;;;;;;;;"909#930";"TOTAL BUSINESS LINES#Maximum single loss";"TOTAL EVENT TYPES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md226,BAS=eba_BA:x17,ETY=eba_ET:x7,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;940;010;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"INTERNAL FRAUD";;;;;;;;;;"909#940";"TOTAL BUSINESS LINES#Sum of the five largest losses";"Event types#INTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md226,BAS=eba_BA:x17,ETY=eba_ET:x6,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;940;020;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"EXTERNAL FRAUD";;;;;;;;;;"909#940";"TOTAL BUSINESS LINES#Sum of the five largest losses";"Event types#EXTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md226,BAS=eba_BA:x17,ETY=eba_ET:x4,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;940;030;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";;;;;;;;;;"909#940";"TOTAL BUSINESS LINES#Sum of the five largest losses";"Event types#EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md226,BAS=eba_BA:x17,ETY=eba_ET:x2,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;940;040;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"909#940";"TOTAL BUSINESS LINES#Sum of the five largest losses";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md226,BAS=eba_BA:x17,ETY=eba_ET:x3,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;940;050;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"909#940";"TOTAL BUSINESS LINES#Sum of the five largest losses";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md226,BAS=eba_BA:x17,ETY=eba_ET:x1,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;940;060;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"909#940";"TOTAL BUSINESS LINES#Sum of the five largest losses";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md226,BAS=eba_BA:x17,ETY=eba_ET:x5,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;940;070;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"909#940";"TOTAL BUSINESS LINES#Sum of the five largest losses";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:md226,BAS=eba_BA:x17,MCY=eba_MC:x255";C_17.00.a;940;080;;monetaryItemType;C 17.00.a (OPR Details) Operational risks: Gross losses by business lines and event types in the last year;"Sum of the five largest losses";"TOTAL EVENT TYPES";;;;;;;;;;;"909#940";"TOTAL BUSINESS LINES#Sum of the five largest losses";"TOTAL EVENT TYPES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi229,BAS=eba_BA:x17,BLI=eba_TA:x12,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.b;020;090;;monetaryItemType;C 17.00.b (OPR Details) Operational risks: Thresholds applied in data collections;"Total loss amount";"MEMORANDUM ITEM: THRESHOLD APPLIED IN DATA COLLECTION lowest";;;;;;;;;;;"019#020";"CORPORATE FINANCE [CF]#Total loss amount";"MEMORANDUM ITEM: THRESHOLD APPLIED IN DATA COLLECTION lowest";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi228,BAS=eba_BA:x17,BLI=eba_TA:x38,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.b;120;100;;monetaryItemType;C 17.00.b (OPR Details) Operational risks: Thresholds applied in data collections;"Total loss amount";"MEMORANDUM ITEM: THRESHOLD APPLIED IN DATA COLLECTION highest";;;;;;;;;;;"119#120";"TRADING AND SALES [TS]#Total loss amount";"MEMORANDUM ITEM: THRESHOLD APPLIED IN DATA COLLECTION highest";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi229,BAS=eba_BA:x17,BLI=eba_TA:x30,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.b;220;090;;monetaryItemType;C 17.00.b (OPR Details) Operational risks: Thresholds applied in data collections;"Total loss amount";"MEMORANDUM ITEM: THRESHOLD APPLIED IN DATA COLLECTION lowest";;;;;;;;;;;"219#220";"RETAIL BROKERAGE [RBr]#Total loss amount";"MEMORANDUM ITEM: THRESHOLD APPLIED IN DATA COLLECTION lowest";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi228,BAS=eba_BA:x17,BLI=eba_TA:x30,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.b;220;100;;monetaryItemType;C 17.00.b (OPR Details) Operational risks: Thresholds applied in data collections;"Total loss amount";"MEMORANDUM ITEM: THRESHOLD APPLIED IN DATA COLLECTION highest";;;;;;;;;;;"219#220";"RETAIL BROKERAGE [RBr]#Total loss amount";"MEMORANDUM ITEM: THRESHOLD APPLIED IN DATA COLLECTION highest";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi229,BAS=eba_BA:x17,BLI=eba_TA:x11,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.b;320;090;;monetaryItemType;C 17.00.b (OPR Details) Operational risks: Thresholds applied in data collections;"Total loss amount";"MEMORANDUM ITEM: THRESHOLD APPLIED IN DATA COLLECTION lowest";;;;;;;;;;;"319#320";"COMMERCIAL BANKING [CB]#Total loss amount";"MEMORANDUM ITEM: THRESHOLD APPLIED IN DATA COLLECTION lowest";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi228,BAS=eba_BA:x17,BLI=eba_TA:x11,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.b;320;100;;monetaryItemType;C 17.00.b (OPR Details) Operational risks: Thresholds applied in data collections;"Total loss amount";"MEMORANDUM ITEM: THRESHOLD APPLIED IN DATA COLLECTION highest";;;;;;;;;;;"319#320";"COMMERCIAL BANKING [CB]#Total loss amount";"MEMORANDUM ITEM: THRESHOLD APPLIED IN DATA COLLECTION highest";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi228,BAS=eba_BA:x17,BLI=eba_TA:x29,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.b;420;100;;monetaryItemType;C 17.00.b (OPR Details) Operational risks: Thresholds applied in data collections;"Total loss amount";"MEMORANDUM ITEM: THRESHOLD APPLIED IN DATA COLLECTION highest";;;;;;;;;;;"419#420";"RETAIL BANKING [RB]#Total loss amount";"MEMORANDUM ITEM: THRESHOLD APPLIED IN DATA COLLECTION highest";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi229,BAS=eba_BA:x17,BLI=eba_TA:x27,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.b;520;090;;monetaryItemType;C 17.00.b (OPR Details) Operational risks: Thresholds applied in data collections;"Total loss amount";"MEMORANDUM ITEM: THRESHOLD APPLIED IN DATA COLLECTION lowest";;;;;;;;;;;"519#520";"PAYMENT AND SETTLEMENT [PS]#Total loss amount";"MEMORANDUM ITEM: THRESHOLD APPLIED IN DATA COLLECTION lowest";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi228,BAS=eba_BA:x17,BLI=eba_TA:x27,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.b;520;100;;monetaryItemType;C 17.00.b (OPR Details) Operational risks: Thresholds applied in data collections;"Total loss amount";"MEMORANDUM ITEM: THRESHOLD APPLIED IN DATA COLLECTION highest";;;;;;;;;;;"519#520";"PAYMENT AND SETTLEMENT [PS]#Total loss amount";"MEMORANDUM ITEM: THRESHOLD APPLIED IN DATA COLLECTION highest";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi229,BAS=eba_BA:x17,BLI=eba_TA:x4,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.b;620;090;;monetaryItemType;C 17.00.b (OPR Details) Operational risks: Thresholds applied in data collections;"Total loss amount";"MEMORANDUM ITEM: THRESHOLD APPLIED IN DATA COLLECTION lowest";;;;;;;;;;;"619#620";"AGENCY SERVICES [AS]#Total loss amount";"MEMORANDUM ITEM: THRESHOLD APPLIED IN DATA COLLECTION lowest";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi229,BAS=eba_BA:x17,BLI=eba_TA:x5,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.b;720;090;;monetaryItemType;C 17.00.b (OPR Details) Operational risks: Thresholds applied in data collections;"Total loss amount";"MEMORANDUM ITEM: THRESHOLD APPLIED IN DATA COLLECTION lowest";;;;;;;;;;;"719#720";"ASSET MANAGEMENT [AM]#Total loss amount";"MEMORANDUM ITEM: THRESHOLD APPLIED IN DATA COLLECTION lowest";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi229,BAS=eba_BA:x17,BLI=eba_TA:x13,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.b;820;090;;monetaryItemType;C 17.00.b (OPR Details) Operational risks: Thresholds applied in data collections;"Total loss amount";"MEMORANDUM ITEM: THRESHOLD APPLIED IN DATA COLLECTION lowest";;;;;;;;;;;"819#820";"CORPORATE ITEMS [CI]#Total loss amount";"MEMORANDUM ITEM: THRESHOLD APPLIED IN DATA COLLECTION lowest";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi229,BAS=eba_BA:x17,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.b;920;090;;monetaryItemType;C 17.00.b (OPR Details) Operational risks: Thresholds applied in data collections;"Total loss amount";"MEMORANDUM ITEM: THRESHOLD APPLIED IN DATA COLLECTION lowest";;;;;;;;;;;"919#920";"TOTAL BUSINESS LINES#Total loss amount";"MEMORANDUM ITEM: THRESHOLD APPLIED IN DATA COLLECTION lowest";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi228,BAS=eba_BA:x17,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.b;920;100;;monetaryItemType;C 17.00.b (OPR Details) Operational risks: Thresholds applied in data collections;"Total loss amount";"MEMORANDUM ITEM: THRESHOLD APPLIED IN DATA COLLECTION highest";;;;;;;;;;;"919#920";"TOTAL BUSINESS LINES#Total loss amount";"MEMORANDUM ITEM: THRESHOLD APPLIED IN DATA COLLECTION highest";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;020;030;20609;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Maturity-based approach";"Positions";"Net positions";"Long";;;;;;;;"Total (001)";"011#020";"General risk#Maturity-based approach";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;020;040;20609;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Maturity-based approach";"Positions";"Net positions";"Short";;;;;;;;"Total (001)";"011#020";"General risk#Maturity-based approach";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x32,BAS=eba_BA:x9,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;020;050;20609;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Maturity-based approach";"Positions";"Positions subject to capital charge";;;;;;;;;"Total (001)";"011#020";"General risk#Maturity-based approach";"Positions#Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x32,BAS=eba_BA:x9,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;020;060;20609;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Maturity-based approach";"Own funds requirements";;;;;;;;;;"Total (001)";"011#020";"General risk#Maturity-based approach";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x69,TRI=eba_TR:x19";C_18.00;030;010;20609;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Zone 1";"Positions";"All positions";"Long";;;;;;;;"Total (001)";"011#020#030";"General risk#Maturity-based approach#Zone 1";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x69,TRI=eba_TR:x19";C_18.00;030;020;20609;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Zone 1";"Positions";"All positions";"Short";;;;;;;;"Total (001)";"011#020#030";"General risk#Maturity-based approach#Zone 1";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x69,TRI=eba_TR:x19";C_18.00;030;030;20609;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Zone 1";"Positions";"Net positions";"Long";;;;;;;;"Total (001)";"011#020#030";"General risk#Maturity-based approach#Zone 1";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x69,TRI=eba_TR:x19";C_18.00;030;040;20609;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Zone 1";"Positions";"Net positions";"Short";;;;;;;;"Total (001)";"011#020#030";"General risk#Maturity-based approach#Zone 1";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x1,TRI=eba_TR:x19";C_18.00;040;030;20609;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"0 <= 1 month";"Positions";"Net positions";"Long";;;;;;;;"Total (001)";"011#020#030#040";"General risk#Maturity-based approach#Zone 1#0 <= 1 month";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x1,TRI=eba_TR:x19";C_18.00;040;040;20609;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"0 <= 1 month";"Positions";"Net positions";"Short";;;;;;;;"Total (001)";"011#020#030#040";"General risk#Maturity-based approach#Zone 1#0 <= 1 month";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x34,TRI=eba_TR:x19";C_18.00;050;030;20609;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 3 months";"Positions";"Net positions";"Long";;;;;;;;"Total (001)";"011#020#030#050";"General risk#Maturity-based approach#Zone 1#> 1 <= 3 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x34,TRI=eba_TR:x19";C_18.00;050;040;20609;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 3 months";"Positions";"Net positions";"Short";;;;;;;;"Total (001)";"011#020#030#050";"General risk#Maturity-based approach#Zone 1#> 1 <= 3 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x36,TRI=eba_TR:x19";C_18.00;060;030;20609;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 6 months";"Positions";"Net positions";"Long";;;;;;;;"Total (001)";"011#020#030#060";"General risk#Maturity-based approach#Zone 1#> 3 <= 6 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x36,TRI=eba_TR:x19";C_18.00;060;040;20609;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 6 months";"Positions";"Net positions";"Short";;;;;;;;"Total (001)";"011#020#030#060";"General risk#Maturity-based approach#Zone 1#> 3 <= 6 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x37,TRI=eba_TR:x19";C_18.00;070;030;20609;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 6 <= 12 months";"Positions";"Net positions";"Long";;;;;;;;"Total (001)";"011#020#030#070";"General risk#Maturity-based approach#Zone 1#> 6 <= 12 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x37,TRI=eba_TR:x19";C_18.00;070;040;20609;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 6 <= 12 months";"Positions";"Net positions";"Short";;;;;;;;"Total (001)";"011#020#030#070";"General risk#Maturity-based approach#Zone 1#> 6 <= 12 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;010;20609;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"All positions";"Long";;;;;;;;"Total (001)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;020;20609;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"All positions";"Short";;;;;;;;"Total (001)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;030;20609;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"Net positions";"Long";;;;;;;;"Total (001)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;040;20609;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"Net positions";"Short";;;;;;;;"Total (001)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x38,TRI=eba_TR:x19";C_18.00;090;030;20609;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Total (001)";"011#020#080#090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x38,TRI=eba_TR:x19";C_18.00;090;040;20609;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Total (001)";"011#020#080#090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x40,TRI=eba_TR:x19";C_18.00;100;030;20609;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Total (001)";"011#020#080#100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x40,TRI=eba_TR:x19";C_18.00;100;040;20609;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Total (001)";"011#020#080#100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x43,TRI=eba_TR:x19";C_18.00;110;030;20609;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Total (001)";"011#020#080#110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x43,TRI=eba_TR:x19";C_18.00;110;040;20609;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Total (001)";"011#020#080#110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;010;20609;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Long";;;;;;;;"Total (001)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;020;20609;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Short";;;;;;;;"Total (001)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;030;20609;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Long";;;;;;;;"Total (001)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;040;20609;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Short";;;;;;;;"Total (001)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x44,TRI=eba_TR:x19";C_18.00;130;030;20609;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Total (001)";"011#020#120#130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x44,TRI=eba_TR:x19";C_18.00;130;040;20609;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Total (001)";"011#020#120#130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x46,TRI=eba_TR:x19";C_18.00;140;030;20609;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Total (001)";"011#020#120#140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x46,TRI=eba_TR:x19";C_18.00;140;040;20609;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Total (001)";"011#020#120#140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x47,TRI=eba_TR:x19";C_18.00;150;030;20609;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Total (001)";"011#020#120#150";"General risk#Maturity-based approach#1.3 Zone 3#> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x47,TRI=eba_TR:x19";C_18.00;150;040;20609;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Total (001)";"011#020#120#150";"General risk#Maturity-based approach#1.3 Zone 3#> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x48,TRI=eba_TR:x19";C_18.00;160;030;20609;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Total (001)";"011#020#120#160";"General risk#Maturity-based approach#1.3 Zone 3#> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x48,TRI=eba_TR:x19";C_18.00;160;040;20609;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Total (001)";"011#020#120#160";"General risk#Maturity-based approach#1.3 Zone 3#> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x50,TRI=eba_TR:x19";C_18.00;170;030;20609;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Total (001)";"011#020#120#170";"General risk#Maturity-based approach#1.3 Zone 3#> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x50,TRI=eba_TR:x19";C_18.00;170;040;20609;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Total (001)";"011#020#120#170";"General risk#Maturity-based approach#1.3 Zone 3#> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x4,TRI=eba_TR:x19";C_18.00;180;030;20609;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Total (001)";"011#020#120#180";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x4,TRI=eba_TR:x19";C_18.00;180;040;20609;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Total (001)";"011#020#120#180";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x5,TRI=eba_TR:x19";C_18.00;190;030;20609;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Total (001)";"011#020#120#190";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x5,TRI=eba_TR:x19";C_18.00;190;040;20609;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Total (001)";"011#020#120#190";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x42,TRI=eba_TR:x19";C_18.00;200;030;20609;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 20 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Total (001)";"011#020#120#200";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 20 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x42,TRI=eba_TR:x19";C_18.00;200;040;20609;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 20 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Total (001)";"011#020#120#200";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 20 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x22,BAS=eba_BA:x17,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;210;010;20609;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Duration-based approach";"Positions";"All positions";"Long";;;;;;;;"Total (001)";"011#210";"General risk#Duration-based approach";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x22,BAS=eba_BA:x17,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;210;020;20609;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Duration-based approach";"Positions";"All positions";"Short";;;;;;;;"Total (001)";"011#210";"General risk#Duration-based approach";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x22,BAS=eba_BA:x17,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;210;030;20609;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Duration-based approach";"Positions";"Net positions";"Long";;;;;;;;"Total (001)";"011#210";"General risk#Duration-based approach";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x22,BAS=eba_BA:x17,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;210;040;20609;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Duration-based approach";"Positions";"Net positions";"Short";;;;;;;;"Total (001)";"011#210";"General risk#Duration-based approach";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x22,BAS=eba_BA:x9,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;210;050;20609;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Duration-based approach";"Positions";"Positions subject to capital charge";;;;;;;;;"Total (001)";"011#210";"General risk#Duration-based approach";"Positions#Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x22,BAS=eba_BA:x9,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;210;060;20609;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Duration-based approach";"Own funds requirements";;;;;;;;;;"Total (001)";"011#210";"General risk#Duration-based approach";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x22,BAS=eba_BA:x17,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x64,TRI=eba_TR:x19";C_18.00;220;010;20609;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Zone 1";"Positions";"All positions";"Long";;;;;;;;"Total (001)";"011#210#220";"General risk#Duration-based approach#Zone 1";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x22,BAS=eba_BA:x17,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x64,TRI=eba_TR:x19";C_18.00;220;020;20609;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Zone 1";"Positions";"All positions";"Short";;;;;;;;"Total (001)";"011#210#220";"General risk#Duration-based approach#Zone 1";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x22,BAS=eba_BA:x17,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x64,TRI=eba_TR:x19";C_18.00;220;030;20609;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Zone 1";"Positions";"Net positions";"Long";;;;;;;;"Total (001)";"011#210#220";"General risk#Duration-based approach#Zone 1";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x22,BAS=eba_BA:x17,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x64,TRI=eba_TR:x19";C_18.00;220;040;20609;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Zone 1";"Positions";"Net positions";"Short";;;;;;;;"Total (001)";"011#210#220";"General risk#Duration-based approach#Zone 1";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x22,BAS=eba_BA:x17,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x65,TRI=eba_TR:x19";C_18.00;230;010;20609;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Zone 2";"Positions";"All positions";"Long";;;;;;;;"Total (001)";"011#210#230";"General risk#Duration-based approach#Zone 2";"Positions#All positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x22,BAS=eba_BA:x17,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x65,TRI=eba_TR:x19";C_18.00;230;030;20609;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Zone 2";"Positions";"Net positions";"Long";;;;;;;;"Total (001)";"011#210#230";"General risk#Duration-based approach#Zone 2";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x61,BAS=eba_BA:x9,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;360;060;20609;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Simplified method";"Own funds requirements";;;;;;;;;;"Total (001)";"350#360";"Additional requirements for options (non-delta risks)#Simplified method";"Own funds requirements";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x10,BAS=eba_BA:x17,CUE=eba_CU:EUR,MCY=eba_MC:x99,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;012;010;20610;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Derivatives";"Positions";"All positions";"Long";;;;;;;;"Euro (002)";"011#012";"General risk#Derivatives";"Positions#All positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x10,BAS=eba_BA:x17,CUE=eba_CU:EUR,MCY=eba_MC:x157,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;013;010;20610;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Other assets and liabilities";"Positions";"All positions";"Long";;;;;;;;"Euro (002)";"011#013";"General risk#Other assets and liabilities";"Positions#All positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x32,BAS=eba_BA:x9,CUE=eba_CU:EUR,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;020;050;20610;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Maturity-based approach";"Positions";"Positions subject to capital charge";;;;;;;;;"Euro (002)";"011#020";"General risk#Maturity-based approach";"Positions#Positions subject to capital charge";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EUR,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x34,TRI=eba_TR:x19";C_18.00;050;030;20610;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 3 months";"Positions";"Net positions";"Long";;;;;;;;"Euro (002)";"011#020#030#050";"General risk#Maturity-based approach#Zone 1#> 1 <= 3 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EUR,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x34,TRI=eba_TR:x19";C_18.00;050;040;20610;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 3 months";"Positions";"Net positions";"Short";;;;;;;;"Euro (002)";"011#020#030#050";"General risk#Maturity-based approach#Zone 1#> 1 <= 3 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EUR,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x36,TRI=eba_TR:x19";C_18.00;060;030;20610;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 6 months";"Positions";"Net positions";"Long";;;;;;;;"Euro (002)";"011#020#030#060";"General risk#Maturity-based approach#Zone 1#> 3 <= 6 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EUR,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x36,TRI=eba_TR:x19";C_18.00;060;040;20610;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 6 months";"Positions";"Net positions";"Short";;;;;;;;"Euro (002)";"011#020#030#060";"General risk#Maturity-based approach#Zone 1#> 3 <= 6 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EUR,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x37,TRI=eba_TR:x19";C_18.00;070;030;20610;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 6 <= 12 months";"Positions";"Net positions";"Long";;;;;;;;"Euro (002)";"011#020#030#070";"General risk#Maturity-based approach#Zone 1#> 6 <= 12 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EUR,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x37,TRI=eba_TR:x19";C_18.00;070;040;20610;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 6 <= 12 months";"Positions";"Net positions";"Short";;;;;;;;"Euro (002)";"011#020#030#070";"General risk#Maturity-based approach#Zone 1#> 6 <= 12 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EUR,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;010;20610;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"All positions";"Long";;;;;;;;"Euro (002)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EUR,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;020;20610;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"All positions";"Short";;;;;;;;"Euro (002)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EUR,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;030;20610;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"Net positions";"Long";;;;;;;;"Euro (002)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EUR,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;040;20610;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"Net positions";"Short";;;;;;;;"Euro (002)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EUR,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x38,TRI=eba_TR:x19";C_18.00;090;030;20610;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Euro (002)";"011#020#080#090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EUR,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x38,TRI=eba_TR:x19";C_18.00;090;040;20610;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Euro (002)";"011#020#080#090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EUR,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x40,TRI=eba_TR:x19";C_18.00;100;030;20610;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Euro (002)";"011#020#080#100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EUR,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x40,TRI=eba_TR:x19";C_18.00;100;040;20610;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Euro (002)";"011#020#080#100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EUR,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x43,TRI=eba_TR:x19";C_18.00;110;030;20610;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Euro (002)";"011#020#080#110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EUR,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x43,TRI=eba_TR:x19";C_18.00;110;040;20610;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Euro (002)";"011#020#080#110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EUR,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;010;20610;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Long";;;;;;;;"Euro (002)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EUR,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;020;20610;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Short";;;;;;;;"Euro (002)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EUR,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;030;20610;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Long";;;;;;;;"Euro (002)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EUR,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;040;20610;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Short";;;;;;;;"Euro (002)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EUR,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x44,TRI=eba_TR:x19";C_18.00;130;030;20610;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Euro (002)";"011#020#120#130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EUR,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x44,TRI=eba_TR:x19";C_18.00;130;040;20610;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Euro (002)";"011#020#120#130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EUR,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x46,TRI=eba_TR:x19";C_18.00;140;030;20610;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Euro (002)";"011#020#120#140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EUR,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x46,TRI=eba_TR:x19";C_18.00;140;040;20610;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Euro (002)";"011#020#120#140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EUR,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x47,TRI=eba_TR:x19";C_18.00;150;030;20610;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Euro (002)";"011#020#120#150";"General risk#Maturity-based approach#1.3 Zone 3#> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EUR,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x47,TRI=eba_TR:x19";C_18.00;150;040;20610;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Euro (002)";"011#020#120#150";"General risk#Maturity-based approach#1.3 Zone 3#> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EUR,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x48,TRI=eba_TR:x19";C_18.00;160;030;20610;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Euro (002)";"011#020#120#160";"General risk#Maturity-based approach#1.3 Zone 3#> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EUR,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x48,TRI=eba_TR:x19";C_18.00;160;040;20610;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Euro (002)";"011#020#120#160";"General risk#Maturity-based approach#1.3 Zone 3#> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EUR,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x50,TRI=eba_TR:x19";C_18.00;170;030;20610;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Euro (002)";"011#020#120#170";"General risk#Maturity-based approach#1.3 Zone 3#> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EUR,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x50,TRI=eba_TR:x19";C_18.00;170;040;20610;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Euro (002)";"011#020#120#170";"General risk#Maturity-based approach#1.3 Zone 3#> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EUR,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x4,TRI=eba_TR:x19";C_18.00;180;030;20610;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Euro (002)";"011#020#120#180";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EUR,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x4,TRI=eba_TR:x19";C_18.00;180;040;20610;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Euro (002)";"011#020#120#180";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:EUR,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x1,TRI=eba_TR:x20";C_18.00;260;020;20610;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the first category";"Positions";"All positions";"Short";;;;;;;;"Euro (002)";"250#251#260";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the first category";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:EUR,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x1,TRI=eba_TR:x20";C_18.00;260;030;20610;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the first category";"Positions";"Net positions";"Long";;;;;;;;"Euro (002)";"250#251#260";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the first category";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:EUR,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x1,TRI=eba_TR:x20";C_18.00;260;050;20610;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the first category";"Positions";"Positions subject to capital charge";;;;;;;;;"Euro (002)";"250#251#260";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the first category";"Positions#Positions subject to capital charge";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:EUR,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x52,TRI=eba_TR:x20";C_18.00;270;050;20610;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the second category";"Positions";"Positions subject to capital charge";;;;;;;;;"Euro (002)";"250#251#270";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category";"Positions#Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:EUR,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x52,TRI=eba_TR:x20";C_18.00;270;060;20610;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the second category";"Own funds requirements";;;;;;;;;;"Euro (002)";"250#251#270";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category";"Own funds requirements";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:EUR,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x35,TRI=eba_TR:x20";C_18.00;280;030;20610;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With residual term <= 6 months";"Positions";"Net positions";"Long";;;;;;;;"Euro (002)";"250#251#270#280";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With residual term <= 6 months";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:EUR,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x35,TRI=eba_TR:x20";C_18.00;280;060;20610;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With residual term <= 6 months";"Own funds requirements";;;;;;;;;;"Euro (002)";"250#251#270#280";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With residual term <= 6 months";"Own funds requirements";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:EUR,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x2,TRI=eba_TR:x20";C_18.00;290;020;20610;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With a residual term > 6 months and <= 24 months";"Positions";"All positions";"Short";;;;;;;;"Euro (002)";"250#251#270#290";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With a residual term > 6 months and <= 24 months";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:EUR,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x2,TRI=eba_TR:x20";C_18.00;290;030;20610;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With a residual term > 6 months and <= 24 months";"Positions";"Net positions";"Long";;;;;;;;"Euro (002)";"250#251#270#290";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With a residual term > 6 months and <= 24 months";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:EUR,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x39,TRI=eba_TR:x20";C_18.00;300;060;20610;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With a residual term > 24 months";"Own funds requirements";;;;;;;;;;"Euro (002)";"250#251#270#300";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With a residual term > 24 months";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:EUR,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x5,TRI=eba_TR:x20";C_18.00;310;010;20610;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the third category";"Positions";"All positions";"Long";;;;;;;;"Euro (002)";"250#251#310";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the third category";"Positions#All positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:EUR,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x5,TRI=eba_TR:x20";C_18.00;310;060;20610;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the third category";"Own funds requirements";;;;;;;;;;"Euro (002)";"250#251#310";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the third category";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:EUR,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x7,TRI=eba_TR:x20";C_18.00;320;010;20610;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the fourth category";"Positions";"All positions";"Long";;;;;;;;"Euro (002)";"250#251#320";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the fourth category";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:EUR,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x7,TRI=eba_TR:x20";C_18.00;320;020;20610;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the fourth category";"Positions";"All positions";"Short";;;;;;;;"Euro (002)";"250#251#320";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the fourth category";"Positions#All positions#Short";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:EUR,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x7,TRI=eba_TR:x20";C_18.00;320;050;20610;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the fourth category";"Positions";"Positions subject to capital charge";;;;;;;;;"Euro (002)";"250#251#320";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the fourth category";"Positions#Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:EUR,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x7,TRI=eba_TR:x20";C_18.00;320;060;20610;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the fourth category";"Own funds requirements";;;;;;;;;;"Euro (002)";"250#251#320";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the fourth category";"Own funds requirements";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:EUR,EXT=eba_ER:x1,MCY=eba_MC:x244,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x20";C_18.00;321;030;20610;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Rated nth-to default credit derivatives";"Positions";"Net positions";"Long";;;;;;;;"Euro (002)";"250#251#321";"Specific risk#Own funds requirement for non-securitisation debt instruments#Rated nth-to default credit derivatives";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:EUR,EXT=eba_ER:x1,MCY=eba_MC:x244,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x20";C_18.00;321;040;20610;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Rated nth-to default credit derivatives";"Positions";"Net positions";"Short";;;;;;;;"Euro (002)";"250#251#321";"Specific risk#Own funds requirement for non-securitisation debt instruments#Rated nth-to default credit derivatives";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:EUR,EXT=eba_ER:x1,MCY=eba_MC:x244,PRP=eba_PL:x51,TRI=eba_TR:x20";C_18.00;321;050;20610;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Rated nth-to default credit derivatives";"Positions";"Positions subject to capital charge";;;;;;;;;"Euro (002)";"250#251#321";"Specific risk#Own funds requirement for non-securitisation debt instruments#Rated nth-to default credit derivatives";"Positions#Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:EUR,EXT=eba_ER:x1,MCY=eba_MC:x244,PRP=eba_PL:x51,TRI=eba_TR:x20";C_18.00;321;060;20610;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Rated nth-to default credit derivatives";"Own funds requirements";;;;;;;;;;"Euro (002)";"250#251#321";"Specific risk#Own funds requirement for non-securitisation debt instruments#Rated nth-to default credit derivatives";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x9,BAS=eba_BA:x9,CUE=eba_CU:EUR,MCY=eba_MC:x19,PRP=eba_PL:x51,TRI=eba_TR:x22";C_18.00;325;060;20610;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Own funds requirement for securitisation instruments";"Own funds requirements";;;;;;;;;;"Euro (002)";"250#325";"Specific risk#Own funds requirement for securitisation instruments";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x6,BAS=eba_BA:x9,CUE=eba_CU:EUR,MCY=eba_MC:x189,PRP=eba_PL:x51,TRI=eba_TR:x21";C_18.00;330;060;20610;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Own funds requirement for the correlation trading portfolio";"Own funds requirements";;;;;;;;;;"Euro (002)";"250#330";"Specific risk#Own funds requirement for the correlation trading portfolio";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x39,BAS=eba_BA:x9,CUE=eba_CU:EUR,MCY=eba_MC:x49,PRP=eba_PL:x51,TRI=eba_TR:x17";C_18.00;340;060;20610;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Particular Approach for position risk in CIUs";"Own funds requirements";;;;;;;;;;"Euro (002)";"340";"Particular Approach for position risk in CIUs";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x11,BAS=eba_BA:x9,CUE=eba_CU:EUR,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;350;060;20610;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Additional requirements for options (non-delta risks)";"Own funds requirements";;;;;;;;;;"Euro (002)";"350";"Additional requirements for options (non-delta risks)";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x61,BAS=eba_BA:x9,CUE=eba_CU:EUR,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;360;060;20610;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Simplified method";"Own funds requirements";;;;;;;;;;"Euro (002)";"350#360";"Additional requirements for options (non-delta risks)#Simplified method";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x62,BAS=eba_BA:x9,CUE=eba_CU:EUR,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;370;060;20610;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Delta plus approach - additional requirements for gamma risk";"Own funds requirements";;;;;;;;;;"Euro (002)";"350#370";"Additional requirements for options (non-delta risks)#Delta plus approach - additional requirements for gamma risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x63,BAS=eba_BA:x9,CUE=eba_CU:EUR,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;380;060;20610;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Delta plus approach - additional requirements for vega risk";"Own funds requirements";;;;;;;;;;"Euro (002)";"350#380";"Additional requirements for options (non-delta risks)#Delta plus approach - additional requirements for vega risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x64,BAS=eba_BA:x9,CUE=eba_CU:EUR,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;390;060;20610;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Scenario matrix approach";"Own funds requirements";;;;;;;;;;"Euro (002)";"350#390";"Additional requirements for options (non-delta risks)#Scenario matrix approach";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x48,BAS=eba_BA:x9,CUE=eba_CU:ALL,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;010;060;20611;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"TRADED DEBT INSTRUMENTS IN TRADING BOOK";"Own funds requirements";;;;;;;;;;"Lek (003)";"010";"TRADED DEBT INSTRUMENTS IN TRADING BOOK";"Own funds requirements";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x10,BAS=eba_BA:x9,CUE=eba_CU:ALL,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;011;060;20611;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"General risk";"Own funds requirements";;;;;;;;;;"Lek (003)";"011";"General risk";"Own funds requirements";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x32,BAS=eba_BA:x9,CUE=eba_CU:ALL,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;020;050;20611;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Maturity-based approach";"Positions";"Positions subject to capital charge";;;;;;;;;"Lek (003)";"011#020";"General risk#Maturity-based approach";"Positions#Positions subject to capital charge";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ALL,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x69,TRI=eba_TR:x19";C_18.00;030;010;20611;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Zone 1";"Positions";"All positions";"Long";;;;;;;;"Lek (003)";"011#020#030";"General risk#Maturity-based approach#Zone 1";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ALL,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x69,TRI=eba_TR:x19";C_18.00;030;020;20611;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Zone 1";"Positions";"All positions";"Short";;;;;;;;"Lek (003)";"011#020#030";"General risk#Maturity-based approach#Zone 1";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ALL,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x69,TRI=eba_TR:x19";C_18.00;030;030;20611;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Zone 1";"Positions";"Net positions";"Long";;;;;;;;"Lek (003)";"011#020#030";"General risk#Maturity-based approach#Zone 1";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ALL,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x69,TRI=eba_TR:x19";C_18.00;030;040;20611;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Zone 1";"Positions";"Net positions";"Short";;;;;;;;"Lek (003)";"011#020#030";"General risk#Maturity-based approach#Zone 1";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ALL,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x1,TRI=eba_TR:x19";C_18.00;040;030;20611;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"0 <= 1 month";"Positions";"Net positions";"Long";;;;;;;;"Lek (003)";"011#020#030#040";"General risk#Maturity-based approach#Zone 1#0 <= 1 month";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ALL,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x1,TRI=eba_TR:x19";C_18.00;040;040;20611;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"0 <= 1 month";"Positions";"Net positions";"Short";;;;;;;;"Lek (003)";"011#020#030#040";"General risk#Maturity-based approach#Zone 1#0 <= 1 month";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ALL,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x34,TRI=eba_TR:x19";C_18.00;050;030;20611;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 3 months";"Positions";"Net positions";"Long";;;;;;;;"Lek (003)";"011#020#030#050";"General risk#Maturity-based approach#Zone 1#> 1 <= 3 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ALL,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x34,TRI=eba_TR:x19";C_18.00;050;040;20611;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 3 months";"Positions";"Net positions";"Short";;;;;;;;"Lek (003)";"011#020#030#050";"General risk#Maturity-based approach#Zone 1#> 1 <= 3 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ALL,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x36,TRI=eba_TR:x19";C_18.00;060;030;20611;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 6 months";"Positions";"Net positions";"Long";;;;;;;;"Lek (003)";"011#020#030#060";"General risk#Maturity-based approach#Zone 1#> 3 <= 6 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ALL,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x36,TRI=eba_TR:x19";C_18.00;060;040;20611;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 6 months";"Positions";"Net positions";"Short";;;;;;;;"Lek (003)";"011#020#030#060";"General risk#Maturity-based approach#Zone 1#> 3 <= 6 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ALL,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x37,TRI=eba_TR:x19";C_18.00;070;030;20611;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 6 <= 12 months";"Positions";"Net positions";"Long";;;;;;;;"Lek (003)";"011#020#030#070";"General risk#Maturity-based approach#Zone 1#> 6 <= 12 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ALL,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x37,TRI=eba_TR:x19";C_18.00;070;040;20611;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 6 <= 12 months";"Positions";"Net positions";"Short";;;;;;;;"Lek (003)";"011#020#030#070";"General risk#Maturity-based approach#Zone 1#> 6 <= 12 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ALL,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;010;20611;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"All positions";"Long";;;;;;;;"Lek (003)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ALL,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;020;20611;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"All positions";"Short";;;;;;;;"Lek (003)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ALL,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;030;20611;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"Net positions";"Long";;;;;;;;"Lek (003)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ALL,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;040;20611;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"Net positions";"Short";;;;;;;;"Lek (003)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ALL,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x38,TRI=eba_TR:x19";C_18.00;090;030;20611;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Lek (003)";"011#020#080#090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ALL,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x38,TRI=eba_TR:x19";C_18.00;090;040;20611;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Lek (003)";"011#020#080#090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ALL,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x40,TRI=eba_TR:x19";C_18.00;100;030;20611;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Lek (003)";"011#020#080#100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ALL,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x40,TRI=eba_TR:x19";C_18.00;100;040;20611;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Lek (003)";"011#020#080#100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ALL,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x43,TRI=eba_TR:x19";C_18.00;110;030;20611;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Lek (003)";"011#020#080#110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ALL,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x43,TRI=eba_TR:x19";C_18.00;110;040;20611;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Lek (003)";"011#020#080#110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ALL,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;010;20611;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Long";;;;;;;;"Lek (003)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ALL,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;020;20611;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Short";;;;;;;;"Lek (003)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ALL,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;030;20611;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Long";;;;;;;;"Lek (003)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ALL,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;040;20611;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Short";;;;;;;;"Lek (003)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ALL,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x44,TRI=eba_TR:x19";C_18.00;130;030;20611;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Lek (003)";"011#020#120#130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ALL,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x44,TRI=eba_TR:x19";C_18.00;130;040;20611;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Lek (003)";"011#020#120#130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ALL,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x46,TRI=eba_TR:x19";C_18.00;140;030;20611;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Lek (003)";"011#020#120#140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ALL,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x46,TRI=eba_TR:x19";C_18.00;140;040;20611;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Lek (003)";"011#020#120#140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ALL,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x47,TRI=eba_TR:x19";C_18.00;150;030;20611;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Lek (003)";"011#020#120#150";"General risk#Maturity-based approach#1.3 Zone 3#> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ALL,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x47,TRI=eba_TR:x19";C_18.00;150;040;20611;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Lek (003)";"011#020#120#150";"General risk#Maturity-based approach#1.3 Zone 3#> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ALL,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x48,TRI=eba_TR:x19";C_18.00;160;030;20611;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Lek (003)";"011#020#120#160";"General risk#Maturity-based approach#1.3 Zone 3#> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ALL,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x48,TRI=eba_TR:x19";C_18.00;160;040;20611;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Lek (003)";"011#020#120#160";"General risk#Maturity-based approach#1.3 Zone 3#> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ALL,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x50,TRI=eba_TR:x19";C_18.00;170;030;20611;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Lek (003)";"011#020#120#170";"General risk#Maturity-based approach#1.3 Zone 3#> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ALL,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x50,TRI=eba_TR:x19";C_18.00;170;040;20611;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Lek (003)";"011#020#120#170";"General risk#Maturity-based approach#1.3 Zone 3#> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ALL,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x4,TRI=eba_TR:x19";C_18.00;180;030;20611;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Lek (003)";"011#020#120#180";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ALL,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x4,TRI=eba_TR:x19";C_18.00;180;040;20611;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Lek (003)";"011#020#120#180";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ALL,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x5,TRI=eba_TR:x19";C_18.00;190;030;20611;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Lek (003)";"011#020#120#190";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ALL,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x5,TRI=eba_TR:x19";C_18.00;190;040;20611;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Lek (003)";"011#020#120#190";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ALL,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x42,TRI=eba_TR:x19";C_18.00;200;030;20611;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 20 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Lek (003)";"011#020#120#200";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 20 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ALL,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x42,TRI=eba_TR:x19";C_18.00;200;040;20611;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 20 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Lek (003)";"011#020#120#200";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 20 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x22,BAS=eba_BA:x17,CUE=eba_CU:ALL,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;210;010;20611;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Duration-based approach";"Positions";"All positions";"Long";;;;;;;;"Lek (003)";"011#210";"General risk#Duration-based approach";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x22,BAS=eba_BA:x17,CUE=eba_CU:ALL,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;210;020;20611;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Duration-based approach";"Positions";"All positions";"Short";;;;;;;;"Lek (003)";"011#210";"General risk#Duration-based approach";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x22,BAS=eba_BA:x17,CUE=eba_CU:ALL,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;210;030;20611;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Duration-based approach";"Positions";"Net positions";"Long";;;;;;;;"Lek (003)";"011#210";"General risk#Duration-based approach";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:ALL,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x7,TRI=eba_TR:x20";C_18.00;320;010;20611;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the fourth category";"Positions";"All positions";"Long";;;;;;;;"Lek (003)";"250#251#320";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the fourth category";"Positions#All positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:BGN,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x69,TRI=eba_TR:x19";C_18.00;030;030;20612;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Zone 1";"Positions";"Net positions";"Long";;;;;;;;"Bulgarian Lev (004)";"011#020#030";"General risk#Maturity-based approach#Zone 1";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:BGN,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x69,TRI=eba_TR:x19";C_18.00;030;040;20612;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Zone 1";"Positions";"Net positions";"Short";;;;;;;;"Bulgarian Lev (004)";"011#020#030";"General risk#Maturity-based approach#Zone 1";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:BGN,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x1,TRI=eba_TR:x19";C_18.00;040;030;20612;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"0 <= 1 month";"Positions";"Net positions";"Long";;;;;;;;"Bulgarian Lev (004)";"011#020#030#040";"General risk#Maturity-based approach#Zone 1#0 <= 1 month";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:BGN,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x1,TRI=eba_TR:x19";C_18.00;040;040;20612;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"0 <= 1 month";"Positions";"Net positions";"Short";;;;;;;;"Bulgarian Lev (004)";"011#020#030#040";"General risk#Maturity-based approach#Zone 1#0 <= 1 month";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:BGN,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x34,TRI=eba_TR:x19";C_18.00;050;030;20612;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 3 months";"Positions";"Net positions";"Long";;;;;;;;"Bulgarian Lev (004)";"011#020#030#050";"General risk#Maturity-based approach#Zone 1#> 1 <= 3 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:BGN,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x34,TRI=eba_TR:x19";C_18.00;050;040;20612;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 3 months";"Positions";"Net positions";"Short";;;;;;;;"Bulgarian Lev (004)";"011#020#030#050";"General risk#Maturity-based approach#Zone 1#> 1 <= 3 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:BGN,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x36,TRI=eba_TR:x19";C_18.00;060;030;20612;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 6 months";"Positions";"Net positions";"Long";;;;;;;;"Bulgarian Lev (004)";"011#020#030#060";"General risk#Maturity-based approach#Zone 1#> 3 <= 6 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:BGN,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x36,TRI=eba_TR:x19";C_18.00;060;040;20612;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 6 months";"Positions";"Net positions";"Short";;;;;;;;"Bulgarian Lev (004)";"011#020#030#060";"General risk#Maturity-based approach#Zone 1#> 3 <= 6 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:BGN,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x37,TRI=eba_TR:x19";C_18.00;070;030;20612;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 6 <= 12 months";"Positions";"Net positions";"Long";;;;;;;;"Bulgarian Lev (004)";"011#020#030#070";"General risk#Maturity-based approach#Zone 1#> 6 <= 12 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:BGN,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x37,TRI=eba_TR:x19";C_18.00;070;040;20612;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 6 <= 12 months";"Positions";"Net positions";"Short";;;;;;;;"Bulgarian Lev (004)";"011#020#030#070";"General risk#Maturity-based approach#Zone 1#> 6 <= 12 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:BGN,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;010;20612;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"All positions";"Long";;;;;;;;"Bulgarian Lev (004)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:BGN,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;020;20612;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"All positions";"Short";;;;;;;;"Bulgarian Lev (004)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:BGN,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;030;20612;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"Net positions";"Long";;;;;;;;"Bulgarian Lev (004)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:BGN,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;040;20612;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"Net positions";"Short";;;;;;;;"Bulgarian Lev (004)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:BGN,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x38,TRI=eba_TR:x19";C_18.00;090;030;20612;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Bulgarian Lev (004)";"011#020#080#090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:BGN,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x38,TRI=eba_TR:x19";C_18.00;090;040;20612;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Bulgarian Lev (004)";"011#020#080#090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:BGN,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x40,TRI=eba_TR:x19";C_18.00;100;030;20612;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Bulgarian Lev (004)";"011#020#080#100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:BGN,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x40,TRI=eba_TR:x19";C_18.00;100;040;20612;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Bulgarian Lev (004)";"011#020#080#100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:BGN,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x43,TRI=eba_TR:x19";C_18.00;110;030;20612;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Bulgarian Lev (004)";"011#020#080#110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:BGN,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x43,TRI=eba_TR:x19";C_18.00;110;040;20612;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Bulgarian Lev (004)";"011#020#080#110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:BGN,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;010;20612;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Long";;;;;;;;"Bulgarian Lev (004)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:BGN,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;020;20612;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Short";;;;;;;;"Bulgarian Lev (004)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:BGN,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;030;20612;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Long";;;;;;;;"Bulgarian Lev (004)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:BGN,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;040;20612;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Short";;;;;;;;"Bulgarian Lev (004)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:BGN,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x44,TRI=eba_TR:x19";C_18.00;130;030;20612;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Bulgarian Lev (004)";"011#020#120#130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:BGN,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x44,TRI=eba_TR:x19";C_18.00;130;040;20612;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Bulgarian Lev (004)";"011#020#120#130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:BGN,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x46,TRI=eba_TR:x19";C_18.00;140;030;20612;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Bulgarian Lev (004)";"011#020#120#140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:BGN,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x48,TRI=eba_TR:x19";C_18.00;160;030;20612;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Bulgarian Lev (004)";"011#020#120#160";"General risk#Maturity-based approach#1.3 Zone 3#> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:BGN,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x50,TRI=eba_TR:x19";C_18.00;170;030;20612;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Bulgarian Lev (004)";"011#020#120#170";"General risk#Maturity-based approach#1.3 Zone 3#> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:BGN,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x4,TRI=eba_TR:x19";C_18.00;180;030;20612;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Bulgarian Lev (004)";"011#020#120#180";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:BGN,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x5,TRI=eba_TR:x19";C_18.00;190;030;20612;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Bulgarian Lev (004)";"011#020#120#190";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x22,BAS=eba_BA:x9,CUE=eba_CU:BGN,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;210;050;20612;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Duration-based approach";"Positions";"Positions subject to capital charge";;;;;;;;;"Bulgarian Lev (004)";"011#210";"General risk#Duration-based approach";"Positions#Positions subject to capital charge";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x22,BAS=eba_BA:x17,CUE=eba_CU:BGN,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x64,TRI=eba_TR:x19";C_18.00;220;010;20612;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Zone 1";"Positions";"All positions";"Long";;;;;;;;"Bulgarian Lev (004)";"011#210#220";"General risk#Duration-based approach#Zone 1";"Positions#All positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CZK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x34,TRI=eba_TR:x19";C_18.00;050;040;20613;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 3 months";"Positions";"Net positions";"Short";;;;;;;;"Czech Koruna (005)";"011#020#030#050";"General risk#Maturity-based approach#Zone 1#> 1 <= 3 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CZK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x36,TRI=eba_TR:x19";C_18.00;060;030;20613;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 6 months";"Positions";"Net positions";"Long";;;;;;;;"Czech Koruna (005)";"011#020#030#060";"General risk#Maturity-based approach#Zone 1#> 3 <= 6 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CZK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x36,TRI=eba_TR:x19";C_18.00;060;040;20613;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 6 months";"Positions";"Net positions";"Short";;;;;;;;"Czech Koruna (005)";"011#020#030#060";"General risk#Maturity-based approach#Zone 1#> 3 <= 6 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CZK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x37,TRI=eba_TR:x19";C_18.00;070;030;20613;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 6 <= 12 months";"Positions";"Net positions";"Long";;;;;;;;"Czech Koruna (005)";"011#020#030#070";"General risk#Maturity-based approach#Zone 1#> 6 <= 12 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CZK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x37,TRI=eba_TR:x19";C_18.00;070;040;20613;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 6 <= 12 months";"Positions";"Net positions";"Short";;;;;;;;"Czech Koruna (005)";"011#020#030#070";"General risk#Maturity-based approach#Zone 1#> 6 <= 12 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CZK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;010;20613;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"All positions";"Long";;;;;;;;"Czech Koruna (005)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CZK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;020;20613;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"All positions";"Short";;;;;;;;"Czech Koruna (005)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CZK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;030;20613;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"Net positions";"Long";;;;;;;;"Czech Koruna (005)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CZK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;040;20613;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"Net positions";"Short";;;;;;;;"Czech Koruna (005)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CZK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x38,TRI=eba_TR:x19";C_18.00;090;030;20613;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Czech Koruna (005)";"011#020#080#090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CZK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x38,TRI=eba_TR:x19";C_18.00;090;040;20613;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Czech Koruna (005)";"011#020#080#090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CZK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x40,TRI=eba_TR:x19";C_18.00;100;030;20613;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Czech Koruna (005)";"011#020#080#100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CZK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x40,TRI=eba_TR:x19";C_18.00;100;040;20613;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Czech Koruna (005)";"011#020#080#100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CZK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x43,TRI=eba_TR:x19";C_18.00;110;030;20613;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Czech Koruna (005)";"011#020#080#110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CZK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x43,TRI=eba_TR:x19";C_18.00;110;040;20613;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Czech Koruna (005)";"011#020#080#110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CZK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;010;20613;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Long";;;;;;;;"Czech Koruna (005)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CZK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;020;20613;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Short";;;;;;;;"Czech Koruna (005)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CZK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;030;20613;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Long";;;;;;;;"Czech Koruna (005)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CZK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;040;20613;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Short";;;;;;;;"Czech Koruna (005)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CZK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x44,TRI=eba_TR:x19";C_18.00;130;030;20613;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Czech Koruna (005)";"011#020#120#130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CZK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x44,TRI=eba_TR:x19";C_18.00;130;040;20613;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Czech Koruna (005)";"011#020#120#130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CZK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x46,TRI=eba_TR:x19";C_18.00;140;030;20613;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Czech Koruna (005)";"011#020#120#140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CZK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x46,TRI=eba_TR:x19";C_18.00;140;040;20613;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Czech Koruna (005)";"011#020#120#140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CZK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x47,TRI=eba_TR:x19";C_18.00;150;030;20613;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Czech Koruna (005)";"011#020#120#150";"General risk#Maturity-based approach#1.3 Zone 3#> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CZK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x47,TRI=eba_TR:x19";C_18.00;150;040;20613;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Czech Koruna (005)";"011#020#120#150";"General risk#Maturity-based approach#1.3 Zone 3#> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CZK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x48,TRI=eba_TR:x19";C_18.00;160;030;20613;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Czech Koruna (005)";"011#020#120#160";"General risk#Maturity-based approach#1.3 Zone 3#> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CZK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x48,TRI=eba_TR:x19";C_18.00;160;040;20613;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Czech Koruna (005)";"011#020#120#160";"General risk#Maturity-based approach#1.3 Zone 3#> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CZK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x50,TRI=eba_TR:x19";C_18.00;170;030;20613;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Czech Koruna (005)";"011#020#120#170";"General risk#Maturity-based approach#1.3 Zone 3#> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x9,BAS=eba_BA:x9,CUE=eba_CU:CZK,MCY=eba_MC:x19,PRP=eba_PL:x51,TRI=eba_TR:x22";C_18.00;325;060;20613;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Own funds requirement for securitisation instruments";"Own funds requirements";;;;;;;;;;"Czech Koruna (005)";"250#325";"Specific risk#Own funds requirement for securitisation instruments";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x6,BAS=eba_BA:x9,CUE=eba_CU:CZK,MCY=eba_MC:x189,PRP=eba_PL:x51,TRI=eba_TR:x21";C_18.00;330;060;20613;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Own funds requirement for the correlation trading portfolio";"Own funds requirements";;;;;;;;;;"Czech Koruna (005)";"250#330";"Specific risk#Own funds requirement for the correlation trading portfolio";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x39,BAS=eba_BA:x9,CUE=eba_CU:CZK,MCY=eba_MC:x49,PRP=eba_PL:x51,TRI=eba_TR:x17";C_18.00;340;060;20613;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Particular Approach for position risk in CIUs";"Own funds requirements";;;;;;;;;;"Czech Koruna (005)";"340";"Particular Approach for position risk in CIUs";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x11,BAS=eba_BA:x9,CUE=eba_CU:CZK,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;350;060;20613;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Additional requirements for options (non-delta risks)";"Own funds requirements";;;;;;;;;;"Czech Koruna (005)";"350";"Additional requirements for options (non-delta risks)";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x61,BAS=eba_BA:x9,CUE=eba_CU:CZK,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;360;060;20613;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Simplified method";"Own funds requirements";;;;;;;;;;"Czech Koruna (005)";"350#360";"Additional requirements for options (non-delta risks)#Simplified method";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x62,BAS=eba_BA:x9,CUE=eba_CU:CZK,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;370;060;20613;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Delta plus approach - additional requirements for gamma risk";"Own funds requirements";;;;;;;;;;"Czech Koruna (005)";"350#370";"Additional requirements for options (non-delta risks)#Delta plus approach - additional requirements for gamma risk";"Own funds requirements";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x64,BAS=eba_BA:x9,CUE=eba_CU:CZK,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;390;060;20613;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Scenario matrix approach";"Own funds requirements";;;;;;;;;;"Czech Koruna (005)";"350#390";"Additional requirements for options (non-delta risks)#Scenario matrix approach";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x48,BAS=eba_BA:x9,CUE=eba_CU:DKK,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;010;060;20614;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"TRADED DEBT INSTRUMENTS IN TRADING BOOK";"Own funds requirements";;;;;;;;;;"Danish Krone (006)";"010";"TRADED DEBT INSTRUMENTS IN TRADING BOOK";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi235,APR=eba_AP:x48,BAS=eba_BA:x9,CUE=eba_CU:DKK,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;010;070;20614;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"TRADED DEBT INSTRUMENTS IN TRADING BOOK";"Total risk exposure amount";;;;;;;;;;"Danish Krone (006)";"010";"TRADED DEBT INSTRUMENTS IN TRADING BOOK";"Total risk exposure amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x10,BAS=eba_BA:x9,CUE=eba_CU:DKK,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;011;060;20614;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"General risk";"Own funds requirements";;;;;;;;;;"Danish Krone (006)";"011";"General risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x10,BAS=eba_BA:x17,CUE=eba_CU:DKK,MCY=eba_MC:x99,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;012;010;20614;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Derivatives";"Positions";"All positions";"Long";;;;;;;;"Danish Krone (006)";"011#012";"General risk#Derivatives";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x10,BAS=eba_BA:x17,CUE=eba_CU:DKK,MCY=eba_MC:x99,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;012;020;20614;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Derivatives";"Positions";"All positions";"Short";;;;;;;;"Danish Krone (006)";"011#012";"General risk#Derivatives";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x10,BAS=eba_BA:x17,CUE=eba_CU:DKK,MCY=eba_MC:x157,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;013;010;20614;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Other assets and liabilities";"Positions";"All positions";"Long";;;;;;;;"Danish Krone (006)";"011#013";"General risk#Other assets and liabilities";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x10,BAS=eba_BA:x17,CUE=eba_CU:DKK,MCY=eba_MC:x157,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;013;020;20614;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Other assets and liabilities";"Positions";"All positions";"Short";;;;;;;;"Danish Krone (006)";"011#013";"General risk#Other assets and liabilities";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:DKK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;020;010;20614;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Maturity-based approach";"Positions";"All positions";"Long";;;;;;;;"Danish Krone (006)";"011#020";"General risk#Maturity-based approach";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:DKK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;020;020;20614;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Maturity-based approach";"Positions";"All positions";"Short";;;;;;;;"Danish Krone (006)";"011#020";"General risk#Maturity-based approach";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:DKK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;020;030;20614;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Maturity-based approach";"Positions";"Net positions";"Long";;;;;;;;"Danish Krone (006)";"011#020";"General risk#Maturity-based approach";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:DKK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;020;040;20614;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Maturity-based approach";"Positions";"Net positions";"Short";;;;;;;;"Danish Krone (006)";"011#020";"General risk#Maturity-based approach";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x32,BAS=eba_BA:x9,CUE=eba_CU:DKK,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;020;050;20614;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Maturity-based approach";"Positions";"Positions subject to capital charge";;;;;;;;;"Danish Krone (006)";"011#020";"General risk#Maturity-based approach";"Positions#Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x32,BAS=eba_BA:x9,CUE=eba_CU:DKK,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;020;060;20614;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Maturity-based approach";"Own funds requirements";;;;;;;;;;"Danish Krone (006)";"011#020";"General risk#Maturity-based approach";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:DKK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x69,TRI=eba_TR:x19";C_18.00;030;010;20614;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Zone 1";"Positions";"All positions";"Long";;;;;;;;"Danish Krone (006)";"011#020#030";"General risk#Maturity-based approach#Zone 1";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:DKK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x69,TRI=eba_TR:x19";C_18.00;030;020;20614;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Zone 1";"Positions";"All positions";"Short";;;;;;;;"Danish Krone (006)";"011#020#030";"General risk#Maturity-based approach#Zone 1";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:DKK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x69,TRI=eba_TR:x19";C_18.00;030;030;20614;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Zone 1";"Positions";"Net positions";"Long";;;;;;;;"Danish Krone (006)";"011#020#030";"General risk#Maturity-based approach#Zone 1";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:DKK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x69,TRI=eba_TR:x19";C_18.00;030;040;20614;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Zone 1";"Positions";"Net positions";"Short";;;;;;;;"Danish Krone (006)";"011#020#030";"General risk#Maturity-based approach#Zone 1";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:DKK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x1,TRI=eba_TR:x19";C_18.00;040;030;20614;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"0 <= 1 month";"Positions";"Net positions";"Long";;;;;;;;"Danish Krone (006)";"011#020#030#040";"General risk#Maturity-based approach#Zone 1#0 <= 1 month";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:DKK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x1,TRI=eba_TR:x19";C_18.00;040;040;20614;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"0 <= 1 month";"Positions";"Net positions";"Short";;;;;;;;"Danish Krone (006)";"011#020#030#040";"General risk#Maturity-based approach#Zone 1#0 <= 1 month";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:DKK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x34,TRI=eba_TR:x19";C_18.00;050;030;20614;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 3 months";"Positions";"Net positions";"Long";;;;;;;;"Danish Krone (006)";"011#020#030#050";"General risk#Maturity-based approach#Zone 1#> 1 <= 3 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:DKK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x34,TRI=eba_TR:x19";C_18.00;050;040;20614;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 3 months";"Positions";"Net positions";"Short";;;;;;;;"Danish Krone (006)";"011#020#030#050";"General risk#Maturity-based approach#Zone 1#> 1 <= 3 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:DKK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x36,TRI=eba_TR:x19";C_18.00;060;030;20614;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 6 months";"Positions";"Net positions";"Long";;;;;;;;"Danish Krone (006)";"011#020#030#060";"General risk#Maturity-based approach#Zone 1#> 3 <= 6 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:DKK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x36,TRI=eba_TR:x19";C_18.00;060;040;20614;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 6 months";"Positions";"Net positions";"Short";;;;;;;;"Danish Krone (006)";"011#020#030#060";"General risk#Maturity-based approach#Zone 1#> 3 <= 6 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:DKK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x37,TRI=eba_TR:x19";C_18.00;070;030;20614;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 6 <= 12 months";"Positions";"Net positions";"Long";;;;;;;;"Danish Krone (006)";"011#020#030#070";"General risk#Maturity-based approach#Zone 1#> 6 <= 12 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:DKK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x37,TRI=eba_TR:x19";C_18.00;070;040;20614;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 6 <= 12 months";"Positions";"Net positions";"Short";;;;;;;;"Danish Krone (006)";"011#020#030#070";"General risk#Maturity-based approach#Zone 1#> 6 <= 12 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:DKK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;010;20614;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"All positions";"Long";;;;;;;;"Danish Krone (006)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:DKK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;020;20614;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"All positions";"Short";;;;;;;;"Danish Krone (006)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:DKK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;030;20614;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"Net positions";"Long";;;;;;;;"Danish Krone (006)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:DKK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;040;20614;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"Net positions";"Short";;;;;;;;"Danish Krone (006)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:DKK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x38,TRI=eba_TR:x19";C_18.00;090;030;20614;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Danish Krone (006)";"011#020#080#090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:DKK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x38,TRI=eba_TR:x19";C_18.00;090;040;20614;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Danish Krone (006)";"011#020#080#090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:DKK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x40,TRI=eba_TR:x19";C_18.00;100;030;20614;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Danish Krone (006)";"011#020#080#100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:DKK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x40,TRI=eba_TR:x19";C_18.00;100;040;20614;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Danish Krone (006)";"011#020#080#100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:DKK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x43,TRI=eba_TR:x19";C_18.00;110;030;20614;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Danish Krone (006)";"011#020#080#110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:DKK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x43,TRI=eba_TR:x19";C_18.00;110;040;20614;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Danish Krone (006)";"011#020#080#110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:DKK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;010;20614;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Long";;;;;;;;"Danish Krone (006)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:DKK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;020;20614;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Short";;;;;;;;"Danish Krone (006)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:DKK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;030;20614;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Long";;;;;;;;"Danish Krone (006)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:DKK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;040;20614;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Short";;;;;;;;"Danish Krone (006)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:DKK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x44,TRI=eba_TR:x19";C_18.00;130;030;20614;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Danish Krone (006)";"011#020#120#130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:DKK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x44,TRI=eba_TR:x19";C_18.00;130;040;20614;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Danish Krone (006)";"011#020#120#130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:DKK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x46,TRI=eba_TR:x19";C_18.00;140;030;20614;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Danish Krone (006)";"011#020#120#140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:DKK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x46,TRI=eba_TR:x19";C_18.00;140;040;20614;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Danish Krone (006)";"011#020#120#140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:DKK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x47,TRI=eba_TR:x19";C_18.00;150;030;20614;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Danish Krone (006)";"011#020#120#150";"General risk#Maturity-based approach#1.3 Zone 3#> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:DKK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x47,TRI=eba_TR:x19";C_18.00;150;040;20614;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Danish Krone (006)";"011#020#120#150";"General risk#Maturity-based approach#1.3 Zone 3#> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:DKK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x48,TRI=eba_TR:x19";C_18.00;160;030;20614;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Danish Krone (006)";"011#020#120#160";"General risk#Maturity-based approach#1.3 Zone 3#> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:DKK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x48,TRI=eba_TR:x19";C_18.00;160;040;20614;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Danish Krone (006)";"011#020#120#160";"General risk#Maturity-based approach#1.3 Zone 3#> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:DKK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x50,TRI=eba_TR:x19";C_18.00;170;030;20614;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Danish Krone (006)";"011#020#120#170";"General risk#Maturity-based approach#1.3 Zone 3#> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:DKK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x50,TRI=eba_TR:x19";C_18.00;170;040;20614;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Danish Krone (006)";"011#020#120#170";"General risk#Maturity-based approach#1.3 Zone 3#> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:DKK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x4,TRI=eba_TR:x19";C_18.00;180;030;20614;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Danish Krone (006)";"011#020#120#180";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:DKK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x4,TRI=eba_TR:x19";C_18.00;180;040;20614;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Danish Krone (006)";"011#020#120#180";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:DKK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x5,TRI=eba_TR:x19";C_18.00;190;030;20614;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Danish Krone (006)";"011#020#120#190";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:DKK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x5,TRI=eba_TR:x19";C_18.00;190;040;20614;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Danish Krone (006)";"011#020#120#190";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:DKK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x42,TRI=eba_TR:x19";C_18.00;200;030;20614;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 20 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Danish Krone (006)";"011#020#120#200";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 20 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x32,BAS=eba_BA:x9,CUE=eba_CU:GBP,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;020;050;20615;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Maturity-based approach";"Positions";"Positions subject to capital charge";;;;;;;;;"Pound Sterling (007)";"011#020";"General risk#Maturity-based approach";"Positions#Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x32,BAS=eba_BA:x9,CUE=eba_CU:GBP,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;020;060;20615;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Maturity-based approach";"Own funds requirements";;;;;;;;;;"Pound Sterling (007)";"011#020";"General risk#Maturity-based approach";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:GBP,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x69,TRI=eba_TR:x19";C_18.00;030;010;20615;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Zone 1";"Positions";"All positions";"Long";;;;;;;;"Pound Sterling (007)";"011#020#030";"General risk#Maturity-based approach#Zone 1";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:GBP,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x69,TRI=eba_TR:x19";C_18.00;030;020;20615;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Zone 1";"Positions";"All positions";"Short";;;;;;;;"Pound Sterling (007)";"011#020#030";"General risk#Maturity-based approach#Zone 1";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:GBP,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x69,TRI=eba_TR:x19";C_18.00;030;030;20615;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Zone 1";"Positions";"Net positions";"Long";;;;;;;;"Pound Sterling (007)";"011#020#030";"General risk#Maturity-based approach#Zone 1";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:GBP,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x69,TRI=eba_TR:x19";C_18.00;030;040;20615;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Zone 1";"Positions";"Net positions";"Short";;;;;;;;"Pound Sterling (007)";"011#020#030";"General risk#Maturity-based approach#Zone 1";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:GBP,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x1,TRI=eba_TR:x19";C_18.00;040;030;20615;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"0 <= 1 month";"Positions";"Net positions";"Long";;;;;;;;"Pound Sterling (007)";"011#020#030#040";"General risk#Maturity-based approach#Zone 1#0 <= 1 month";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:GBP,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x1,TRI=eba_TR:x19";C_18.00;040;040;20615;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"0 <= 1 month";"Positions";"Net positions";"Short";;;;;;;;"Pound Sterling (007)";"011#020#030#040";"General risk#Maturity-based approach#Zone 1#0 <= 1 month";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:GBP,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x34,TRI=eba_TR:x19";C_18.00;050;030;20615;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 3 months";"Positions";"Net positions";"Long";;;;;;;;"Pound Sterling (007)";"011#020#030#050";"General risk#Maturity-based approach#Zone 1#> 1 <= 3 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:GBP,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x34,TRI=eba_TR:x19";C_18.00;050;040;20615;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 3 months";"Positions";"Net positions";"Short";;;;;;;;"Pound Sterling (007)";"011#020#030#050";"General risk#Maturity-based approach#Zone 1#> 1 <= 3 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:GBP,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x36,TRI=eba_TR:x19";C_18.00;060;030;20615;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 6 months";"Positions";"Net positions";"Long";;;;;;;;"Pound Sterling (007)";"011#020#030#060";"General risk#Maturity-based approach#Zone 1#> 3 <= 6 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:GBP,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x36,TRI=eba_TR:x19";C_18.00;060;040;20615;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 6 months";"Positions";"Net positions";"Short";;;;;;;;"Pound Sterling (007)";"011#020#030#060";"General risk#Maturity-based approach#Zone 1#> 3 <= 6 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:GBP,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x37,TRI=eba_TR:x19";C_18.00;070;030;20615;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 6 <= 12 months";"Positions";"Net positions";"Long";;;;;;;;"Pound Sterling (007)";"011#020#030#070";"General risk#Maturity-based approach#Zone 1#> 6 <= 12 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:GBP,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x37,TRI=eba_TR:x19";C_18.00;070;040;20615;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 6 <= 12 months";"Positions";"Net positions";"Short";;;;;;;;"Pound Sterling (007)";"011#020#030#070";"General risk#Maturity-based approach#Zone 1#> 6 <= 12 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:GBP,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;010;20615;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"All positions";"Long";;;;;;;;"Pound Sterling (007)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:GBP,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;020;20615;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"All positions";"Short";;;;;;;;"Pound Sterling (007)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:GBP,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;030;20615;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"Net positions";"Long";;;;;;;;"Pound Sterling (007)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:GBP,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;040;20615;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"Net positions";"Short";;;;;;;;"Pound Sterling (007)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:GBP,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x38,TRI=eba_TR:x19";C_18.00;090;030;20615;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Pound Sterling (007)";"011#020#080#090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:GBP,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x38,TRI=eba_TR:x19";C_18.00;090;040;20615;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Pound Sterling (007)";"011#020#080#090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:GBP,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x40,TRI=eba_TR:x19";C_18.00;100;030;20615;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Pound Sterling (007)";"011#020#080#100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:GBP,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x40,TRI=eba_TR:x19";C_18.00;100;040;20615;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Pound Sterling (007)";"011#020#080#100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:GBP,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x43,TRI=eba_TR:x19";C_18.00;110;030;20615;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Pound Sterling (007)";"011#020#080#110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:GBP,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x43,TRI=eba_TR:x19";C_18.00;110;040;20615;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Pound Sterling (007)";"011#020#080#110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:GBP,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;010;20615;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Long";;;;;;;;"Pound Sterling (007)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:GBP,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;020;20615;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Short";;;;;;;;"Pound Sterling (007)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:GBP,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;030;20615;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Long";;;;;;;;"Pound Sterling (007)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:GBP,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;040;20615;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Short";;;;;;;;"Pound Sterling (007)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:GBP,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x44,TRI=eba_TR:x19";C_18.00;130;030;20615;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Pound Sterling (007)";"011#020#120#130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:GBP,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x44,TRI=eba_TR:x19";C_18.00;130;040;20615;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Pound Sterling (007)";"011#020#120#130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:GBP,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x46,TRI=eba_TR:x19";C_18.00;140;030;20615;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Pound Sterling (007)";"011#020#120#140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:GBP,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x46,TRI=eba_TR:x19";C_18.00;140;040;20615;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Pound Sterling (007)";"011#020#120#140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:GBP,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x47,TRI=eba_TR:x19";C_18.00;150;030;20615;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Pound Sterling (007)";"011#020#120#150";"General risk#Maturity-based approach#1.3 Zone 3#> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:GBP,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x47,TRI=eba_TR:x19";C_18.00;150;040;20615;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Pound Sterling (007)";"011#020#120#150";"General risk#Maturity-based approach#1.3 Zone 3#> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:GBP,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x48,TRI=eba_TR:x19";C_18.00;160;030;20615;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Pound Sterling (007)";"011#020#120#160";"General risk#Maturity-based approach#1.3 Zone 3#> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:GBP,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x48,TRI=eba_TR:x19";C_18.00;160;040;20615;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Pound Sterling (007)";"011#020#120#160";"General risk#Maturity-based approach#1.3 Zone 3#> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:GBP,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x50,TRI=eba_TR:x19";C_18.00;170;030;20615;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Pound Sterling (007)";"011#020#120#170";"General risk#Maturity-based approach#1.3 Zone 3#> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:GBP,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x50,TRI=eba_TR:x19";C_18.00;170;040;20615;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Pound Sterling (007)";"011#020#120#170";"General risk#Maturity-based approach#1.3 Zone 3#> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:GBP,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x4,TRI=eba_TR:x19";C_18.00;180;030;20615;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Pound Sterling (007)";"011#020#120#180";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:GBP,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x4,TRI=eba_TR:x19";C_18.00;180;040;20615;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Pound Sterling (007)";"011#020#120#180";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:GBP,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x5,TRI=eba_TR:x19";C_18.00;190;030;20615;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Pound Sterling (007)";"011#020#120#190";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:GBP,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x5,TRI=eba_TR:x19";C_18.00;190;040;20615;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Pound Sterling (007)";"011#020#120#190";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:GBP,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x42,TRI=eba_TR:x19";C_18.00;200;030;20615;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 20 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Pound Sterling (007)";"011#020#120#200";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 20 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:GBP,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x42,TRI=eba_TR:x19";C_18.00;200;040;20615;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 20 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Pound Sterling (007)";"011#020#120#200";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 20 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x22,BAS=eba_BA:x17,CUE=eba_CU:GBP,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;210;010;20615;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Duration-based approach";"Positions";"All positions";"Long";;;;;;;;"Pound Sterling (007)";"011#210";"General risk#Duration-based approach";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x22,BAS=eba_BA:x17,CUE=eba_CU:GBP,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;210;020;20615;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Duration-based approach";"Positions";"All positions";"Short";;;;;;;;"Pound Sterling (007)";"011#210";"General risk#Duration-based approach";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x22,BAS=eba_BA:x17,CUE=eba_CU:GBP,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;210;030;20615;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Duration-based approach";"Positions";"Net positions";"Long";;;;;;;;"Pound Sterling (007)";"011#210";"General risk#Duration-based approach";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x22,BAS=eba_BA:x17,CUE=eba_CU:GBP,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;210;040;20615;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Duration-based approach";"Positions";"Net positions";"Short";;;;;;;;"Pound Sterling (007)";"011#210";"General risk#Duration-based approach";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x22,BAS=eba_BA:x9,CUE=eba_CU:GBP,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;210;050;20615;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Duration-based approach";"Positions";"Positions subject to capital charge";;;;;;;;;"Pound Sterling (007)";"011#210";"General risk#Duration-based approach";"Positions#Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x22,BAS=eba_BA:x9,CUE=eba_CU:GBP,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;210;060;20615;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Duration-based approach";"Own funds requirements";;;;;;;;;;"Pound Sterling (007)";"011#210";"General risk#Duration-based approach";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x22,BAS=eba_BA:x17,CUE=eba_CU:GBP,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x64,TRI=eba_TR:x19";C_18.00;220;010;20615;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Zone 1";"Positions";"All positions";"Long";;;;;;;;"Pound Sterling (007)";"011#210#220";"General risk#Duration-based approach#Zone 1";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x22,BAS=eba_BA:x17,CUE=eba_CU:GBP,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x64,TRI=eba_TR:x19";C_18.00;220;020;20615;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Zone 1";"Positions";"All positions";"Short";;;;;;;;"Pound Sterling (007)";"011#210#220";"General risk#Duration-based approach#Zone 1";"Positions#All positions#Short";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:HUF,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x1,TRI=eba_TR:x19";C_18.00;040;040;20616;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"0 <= 1 month";"Positions";"Net positions";"Short";;;;;;;;"Forint (008)";"011#020#030#040";"General risk#Maturity-based approach#Zone 1#0 <= 1 month";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:HUF,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x34,TRI=eba_TR:x19";C_18.00;050;030;20616;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 3 months";"Positions";"Net positions";"Long";;;;;;;;"Forint (008)";"011#020#030#050";"General risk#Maturity-based approach#Zone 1#> 1 <= 3 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:HUF,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x34,TRI=eba_TR:x19";C_18.00;050;040;20616;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 3 months";"Positions";"Net positions";"Short";;;;;;;;"Forint (008)";"011#020#030#050";"General risk#Maturity-based approach#Zone 1#> 1 <= 3 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:HUF,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x36,TRI=eba_TR:x19";C_18.00;060;030;20616;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 6 months";"Positions";"Net positions";"Long";;;;;;;;"Forint (008)";"011#020#030#060";"General risk#Maturity-based approach#Zone 1#> 3 <= 6 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:HUF,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x36,TRI=eba_TR:x19";C_18.00;060;040;20616;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 6 months";"Positions";"Net positions";"Short";;;;;;;;"Forint (008)";"011#020#030#060";"General risk#Maturity-based approach#Zone 1#> 3 <= 6 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:HUF,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x37,TRI=eba_TR:x19";C_18.00;070;030;20616;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 6 <= 12 months";"Positions";"Net positions";"Long";;;;;;;;"Forint (008)";"011#020#030#070";"General risk#Maturity-based approach#Zone 1#> 6 <= 12 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:HUF,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x37,TRI=eba_TR:x19";C_18.00;070;040;20616;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 6 <= 12 months";"Positions";"Net positions";"Short";;;;;;;;"Forint (008)";"011#020#030#070";"General risk#Maturity-based approach#Zone 1#> 6 <= 12 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:HUF,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;010;20616;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"All positions";"Long";;;;;;;;"Forint (008)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:HUF,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;020;20616;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"All positions";"Short";;;;;;;;"Forint (008)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:HUF,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;030;20616;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"Net positions";"Long";;;;;;;;"Forint (008)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:HUF,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;040;20616;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"Net positions";"Short";;;;;;;;"Forint (008)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:HUF,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x38,TRI=eba_TR:x19";C_18.00;090;030;20616;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Forint (008)";"011#020#080#090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:HUF,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x38,TRI=eba_TR:x19";C_18.00;090;040;20616;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Forint (008)";"011#020#080#090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:HUF,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x40,TRI=eba_TR:x19";C_18.00;100;030;20616;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Forint (008)";"011#020#080#100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:HUF,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x40,TRI=eba_TR:x19";C_18.00;100;040;20616;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Forint (008)";"011#020#080#100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:HUF,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x43,TRI=eba_TR:x19";C_18.00;110;030;20616;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Forint (008)";"011#020#080#110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:HUF,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x43,TRI=eba_TR:x19";C_18.00;110;040;20616;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Forint (008)";"011#020#080#110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:HUF,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;010;20616;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Long";;;;;;;;"Forint (008)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:HUF,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;020;20616;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Short";;;;;;;;"Forint (008)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:HUF,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;030;20616;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Long";;;;;;;;"Forint (008)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:HUF,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;040;20616;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Short";;;;;;;;"Forint (008)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:HUF,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x44,TRI=eba_TR:x19";C_18.00;130;030;20616;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Forint (008)";"011#020#120#130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:HUF,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x44,TRI=eba_TR:x19";C_18.00;130;040;20616;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Forint (008)";"011#020#120#130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:HUF,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x46,TRI=eba_TR:x19";C_18.00;140;030;20616;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Forint (008)";"011#020#120#140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:HUF,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x46,TRI=eba_TR:x19";C_18.00;140;040;20616;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Forint (008)";"011#020#120#140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:HUF,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x47,TRI=eba_TR:x19";C_18.00;150;030;20616;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Forint (008)";"011#020#120#150";"General risk#Maturity-based approach#1.3 Zone 3#> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:HUF,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x47,TRI=eba_TR:x19";C_18.00;150;040;20616;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Forint (008)";"011#020#120#150";"General risk#Maturity-based approach#1.3 Zone 3#> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x11,BAS=eba_BA:x9,CUE=eba_CU:HUF,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;350;060;20616;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Additional requirements for options (non-delta risks)";"Own funds requirements";;;;;;;;;;"Forint (008)";"350";"Additional requirements for options (non-delta risks)";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x61,BAS=eba_BA:x9,CUE=eba_CU:HUF,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;360;060;20616;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Simplified method";"Own funds requirements";;;;;;;;;;"Forint (008)";"350#360";"Additional requirements for options (non-delta risks)#Simplified method";"Own funds requirements";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:JPY,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;020;20617;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"All positions";"Short";;;;;;;;"Yen (009)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:JPY,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;030;20617;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"Net positions";"Long";;;;;;;;"Yen (009)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:JPY,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;040;20617;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"Net positions";"Short";;;;;;;;"Yen (009)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:JPY,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x38,TRI=eba_TR:x19";C_18.00;090;030;20617;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Yen (009)";"011#020#080#090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:JPY,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x38,TRI=eba_TR:x19";C_18.00;090;040;20617;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Yen (009)";"011#020#080#090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:JPY,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x40,TRI=eba_TR:x19";C_18.00;100;030;20617;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Yen (009)";"011#020#080#100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:JPY,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x40,TRI=eba_TR:x19";C_18.00;100;040;20617;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Yen (009)";"011#020#080#100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:JPY,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x43,TRI=eba_TR:x19";C_18.00;110;030;20617;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Yen (009)";"011#020#080#110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:JPY,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x43,TRI=eba_TR:x19";C_18.00;110;040;20617;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Yen (009)";"011#020#080#110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:JPY,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;010;20617;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Long";;;;;;;;"Yen (009)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:JPY,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;020;20617;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Short";;;;;;;;"Yen (009)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:JPY,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;030;20617;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Long";;;;;;;;"Yen (009)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:JPY,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;040;20617;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Short";;;;;;;;"Yen (009)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:JPY,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x44,TRI=eba_TR:x19";C_18.00;130;030;20617;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Yen (009)";"011#020#120#130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:JPY,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x44,TRI=eba_TR:x19";C_18.00;130;040;20617;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Yen (009)";"011#020#120#130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:JPY,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x46,TRI=eba_TR:x19";C_18.00;140;030;20617;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Yen (009)";"011#020#120#140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:JPY,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x46,TRI=eba_TR:x19";C_18.00;140;040;20617;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Yen (009)";"011#020#120#140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:JPY,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x47,TRI=eba_TR:x19";C_18.00;150;030;20617;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Yen (009)";"011#020#120#150";"General risk#Maturity-based approach#1.3 Zone 3#> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:JPY,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x47,TRI=eba_TR:x19";C_18.00;150;040;20617;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Yen (009)";"011#020#120#150";"General risk#Maturity-based approach#1.3 Zone 3#> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:JPY,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x48,TRI=eba_TR:x19";C_18.00;160;030;20617;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Yen (009)";"011#020#120#160";"General risk#Maturity-based approach#1.3 Zone 3#> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:JPY,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x48,TRI=eba_TR:x19";C_18.00;160;040;20617;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Yen (009)";"011#020#120#160";"General risk#Maturity-based approach#1.3 Zone 3#> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:JPY,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x50,TRI=eba_TR:x19";C_18.00;170;030;20617;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Yen (009)";"011#020#120#170";"General risk#Maturity-based approach#1.3 Zone 3#> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:JPY,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x50,TRI=eba_TR:x19";C_18.00;170;040;20617;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Yen (009)";"011#020#120#170";"General risk#Maturity-based approach#1.3 Zone 3#> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:JPY,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x4,TRI=eba_TR:x19";C_18.00;180;030;20617;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Yen (009)";"011#020#120#180";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:JPY,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x4,TRI=eba_TR:x19";C_18.00;180;040;20617;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Yen (009)";"011#020#120#180";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x9,BAS=eba_BA:x9,CUE=eba_CU:JPY,MCY=eba_MC:x19,PRP=eba_PL:x51,TRI=eba_TR:x22";C_18.00;325;060;20617;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Own funds requirement for securitisation instruments";"Own funds requirements";;;;;;;;;;"Yen (009)";"250#325";"Specific risk#Own funds requirement for securitisation instruments";"Own funds requirements";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x11,BAS=eba_BA:x9,CUE=eba_CU:JPY,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;350;060;20617;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Additional requirements for options (non-delta risks)";"Own funds requirements";;;;;;;;;;"Yen (009)";"350";"Additional requirements for options (non-delta risks)";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x61,BAS=eba_BA:x9,CUE=eba_CU:JPY,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;360;060;20617;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Simplified method";"Own funds requirements";;;;;;;;;;"Yen (009)";"350#360";"Additional requirements for options (non-delta risks)#Simplified method";"Own funds requirements";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:LVL,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;020;010;20618;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Maturity-based approach";"Positions";"All positions";"Long";;;;;;;;"Latvian Lats (010)";"011#020";"General risk#Maturity-based approach";"Positions#All positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:LVL,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;020;040;20618;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Maturity-based approach";"Positions";"Net positions";"Short";;;;;;;;"Latvian Lats (010)";"011#020";"General risk#Maturity-based approach";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x32,BAS=eba_BA:x9,CUE=eba_CU:LVL,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;020;050;20618;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Maturity-based approach";"Positions";"Positions subject to capital charge";;;;;;;;;"Latvian Lats (010)";"011#020";"General risk#Maturity-based approach";"Positions#Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x32,BAS=eba_BA:x9,CUE=eba_CU:LVL,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;020;060;20618;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Maturity-based approach";"Own funds requirements";;;;;;;;;;"Latvian Lats (010)";"011#020";"General risk#Maturity-based approach";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:LVL,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x69,TRI=eba_TR:x19";C_18.00;030;010;20618;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Zone 1";"Positions";"All positions";"Long";;;;;;;;"Latvian Lats (010)";"011#020#030";"General risk#Maturity-based approach#Zone 1";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:LVL,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x69,TRI=eba_TR:x19";C_18.00;030;020;20618;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Zone 1";"Positions";"All positions";"Short";;;;;;;;"Latvian Lats (010)";"011#020#030";"General risk#Maturity-based approach#Zone 1";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:LVL,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x69,TRI=eba_TR:x19";C_18.00;030;030;20618;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Zone 1";"Positions";"Net positions";"Long";;;;;;;;"Latvian Lats (010)";"011#020#030";"General risk#Maturity-based approach#Zone 1";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:LVL,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x69,TRI=eba_TR:x19";C_18.00;030;040;20618;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Zone 1";"Positions";"Net positions";"Short";;;;;;;;"Latvian Lats (010)";"011#020#030";"General risk#Maturity-based approach#Zone 1";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:LVL,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x1,TRI=eba_TR:x19";C_18.00;040;030;20618;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"0 <= 1 month";"Positions";"Net positions";"Long";;;;;;;;"Latvian Lats (010)";"011#020#030#040";"General risk#Maturity-based approach#Zone 1#0 <= 1 month";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:LVL,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x1,TRI=eba_TR:x19";C_18.00;040;040;20618;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"0 <= 1 month";"Positions";"Net positions";"Short";;;;;;;;"Latvian Lats (010)";"011#020#030#040";"General risk#Maturity-based approach#Zone 1#0 <= 1 month";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:LVL,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x34,TRI=eba_TR:x19";C_18.00;050;030;20618;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 3 months";"Positions";"Net positions";"Long";;;;;;;;"Latvian Lats (010)";"011#020#030#050";"General risk#Maturity-based approach#Zone 1#> 1 <= 3 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:LVL,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x34,TRI=eba_TR:x19";C_18.00;050;040;20618;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 3 months";"Positions";"Net positions";"Short";;;;;;;;"Latvian Lats (010)";"011#020#030#050";"General risk#Maturity-based approach#Zone 1#> 1 <= 3 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:LVL,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x36,TRI=eba_TR:x19";C_18.00;060;030;20618;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 6 months";"Positions";"Net positions";"Long";;;;;;;;"Latvian Lats (010)";"011#020#030#060";"General risk#Maturity-based approach#Zone 1#> 3 <= 6 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:LVL,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x36,TRI=eba_TR:x19";C_18.00;060;040;20618;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 6 months";"Positions";"Net positions";"Short";;;;;;;;"Latvian Lats (010)";"011#020#030#060";"General risk#Maturity-based approach#Zone 1#> 3 <= 6 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:LVL,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x37,TRI=eba_TR:x19";C_18.00;070;030;20618;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 6 <= 12 months";"Positions";"Net positions";"Long";;;;;;;;"Latvian Lats (010)";"011#020#030#070";"General risk#Maturity-based approach#Zone 1#> 6 <= 12 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:LVL,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x37,TRI=eba_TR:x19";C_18.00;070;040;20618;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 6 <= 12 months";"Positions";"Net positions";"Short";;;;;;;;"Latvian Lats (010)";"011#020#030#070";"General risk#Maturity-based approach#Zone 1#> 6 <= 12 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:LVL,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;010;20618;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"All positions";"Long";;;;;;;;"Latvian Lats (010)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:LVL,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;020;20618;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"All positions";"Short";;;;;;;;"Latvian Lats (010)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:LVL,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;030;20618;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"Net positions";"Long";;;;;;;;"Latvian Lats (010)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:LVL,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;040;20618;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"Net positions";"Short";;;;;;;;"Latvian Lats (010)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:LVL,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x38,TRI=eba_TR:x19";C_18.00;090;030;20618;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Latvian Lats (010)";"011#020#080#090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:LVL,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x38,TRI=eba_TR:x19";C_18.00;090;040;20618;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Latvian Lats (010)";"011#020#080#090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:LVL,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x40,TRI=eba_TR:x19";C_18.00;100;030;20618;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Latvian Lats (010)";"011#020#080#100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:LVL,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x40,TRI=eba_TR:x19";C_18.00;100;040;20618;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Latvian Lats (010)";"011#020#080#100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:LVL,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x43,TRI=eba_TR:x19";C_18.00;110;030;20618;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Latvian Lats (010)";"011#020#080#110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:LVL,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x43,TRI=eba_TR:x19";C_18.00;110;040;20618;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Latvian Lats (010)";"011#020#080#110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:LVL,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;010;20618;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Long";;;;;;;;"Latvian Lats (010)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:LVL,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;020;20618;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Short";;;;;;;;"Latvian Lats (010)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:LVL,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;030;20618;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Long";;;;;;;;"Latvian Lats (010)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:LVL,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;040;20618;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Short";;;;;;;;"Latvian Lats (010)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:LVL,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x44,TRI=eba_TR:x19";C_18.00;130;030;20618;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Latvian Lats (010)";"011#020#120#130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:LVL,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x44,TRI=eba_TR:x19";C_18.00;130;040;20618;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Latvian Lats (010)";"011#020#120#130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:LVL,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x46,TRI=eba_TR:x19";C_18.00;140;030;20618;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Latvian Lats (010)";"011#020#120#140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:LVL,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x46,TRI=eba_TR:x19";C_18.00;140;040;20618;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Latvian Lats (010)";"011#020#120#140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:LVL,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x47,TRI=eba_TR:x19";C_18.00;150;030;20618;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Latvian Lats (010)";"011#020#120#150";"General risk#Maturity-based approach#1.3 Zone 3#> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:LVL,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x47,TRI=eba_TR:x19";C_18.00;150;040;20618;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Latvian Lats (010)";"011#020#120#150";"General risk#Maturity-based approach#1.3 Zone 3#> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:LVL,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x48,TRI=eba_TR:x19";C_18.00;160;030;20618;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Latvian Lats (010)";"011#020#120#160";"General risk#Maturity-based approach#1.3 Zone 3#> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:LVL,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x48,TRI=eba_TR:x19";C_18.00;160;040;20618;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Latvian Lats (010)";"011#020#120#160";"General risk#Maturity-based approach#1.3 Zone 3#> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:LVL,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x50,TRI=eba_TR:x19";C_18.00;170;030;20618;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Latvian Lats (010)";"011#020#120#170";"General risk#Maturity-based approach#1.3 Zone 3#> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:LVL,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x50,TRI=eba_TR:x19";C_18.00;170;040;20618;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Latvian Lats (010)";"011#020#120#170";"General risk#Maturity-based approach#1.3 Zone 3#> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:LVL,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x4,TRI=eba_TR:x19";C_18.00;180;030;20618;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Latvian Lats (010)";"011#020#120#180";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:LVL,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x4,TRI=eba_TR:x19";C_18.00;180;040;20618;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Latvian Lats (010)";"011#020#120#180";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:LVL,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x5,TRI=eba_TR:x19";C_18.00;190;030;20618;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Latvian Lats (010)";"011#020#120#190";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:LVL,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x5,TRI=eba_TR:x19";C_18.00;190;040;20618;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Latvian Lats (010)";"011#020#120#190";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:LVL,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x42,TRI=eba_TR:x19";C_18.00;200;030;20618;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 20 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Latvian Lats (010)";"011#020#120#200";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 20 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:LVL,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x42,TRI=eba_TR:x19";C_18.00;200;040;20618;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 20 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Latvian Lats (010)";"011#020#120#200";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 20 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x22,BAS=eba_BA:x17,CUE=eba_CU:LVL,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;210;010;20618;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Duration-based approach";"Positions";"All positions";"Long";;;;;;;;"Latvian Lats (010)";"011#210";"General risk#Duration-based approach";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x22,BAS=eba_BA:x17,CUE=eba_CU:LVL,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;210;020;20618;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Duration-based approach";"Positions";"All positions";"Short";;;;;;;;"Latvian Lats (010)";"011#210";"General risk#Duration-based approach";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x22,BAS=eba_BA:x17,CUE=eba_CU:LVL,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;210;030;20618;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Duration-based approach";"Positions";"Net positions";"Long";;;;;;;;"Latvian Lats (010)";"011#210";"General risk#Duration-based approach";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x22,BAS=eba_BA:x17,CUE=eba_CU:LVL,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;210;040;20618;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Duration-based approach";"Positions";"Net positions";"Short";;;;;;;;"Latvian Lats (010)";"011#210";"General risk#Duration-based approach";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x22,BAS=eba_BA:x9,CUE=eba_CU:LVL,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;210;050;20618;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Duration-based approach";"Positions";"Positions subject to capital charge";;;;;;;;;"Latvian Lats (010)";"011#210";"General risk#Duration-based approach";"Positions#Positions subject to capital charge";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:LVL,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x39,TRI=eba_TR:x20";C_18.00;300;030;20618;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With a residual term > 24 months";"Positions";"Net positions";"Long";;;;;;;;"Latvian Lats (010)";"250#251#270#300";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With a residual term > 24 months";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:LVL,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x5,TRI=eba_TR:x20";C_18.00;310;010;20618;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the third category";"Positions";"All positions";"Long";;;;;;;;"Latvian Lats (010)";"250#251#310";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the third category";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:LVL,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x5,TRI=eba_TR:x20";C_18.00;310;020;20618;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the third category";"Positions";"All positions";"Short";;;;;;;;"Latvian Lats (010)";"250#251#310";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the third category";"Positions#All positions#Short";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:LTL,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x69,TRI=eba_TR:x19";C_18.00;030;040;20619;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Zone 1";"Positions";"Net positions";"Short";;;;;;;;"Lithuanian Litas (011)";"011#020#030";"General risk#Maturity-based approach#Zone 1";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:LTL,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x1,TRI=eba_TR:x19";C_18.00;040;030;20619;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"0 <= 1 month";"Positions";"Net positions";"Long";;;;;;;;"Lithuanian Litas (011)";"011#020#030#040";"General risk#Maturity-based approach#Zone 1#0 <= 1 month";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:LTL,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x1,TRI=eba_TR:x19";C_18.00;040;040;20619;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"0 <= 1 month";"Positions";"Net positions";"Short";;;;;;;;"Lithuanian Litas (011)";"011#020#030#040";"General risk#Maturity-based approach#Zone 1#0 <= 1 month";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:LTL,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x34,TRI=eba_TR:x19";C_18.00;050;030;20619;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 3 months";"Positions";"Net positions";"Long";;;;;;;;"Lithuanian Litas (011)";"011#020#030#050";"General risk#Maturity-based approach#Zone 1#> 1 <= 3 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:LTL,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x34,TRI=eba_TR:x19";C_18.00;050;040;20619;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 3 months";"Positions";"Net positions";"Short";;;;;;;;"Lithuanian Litas (011)";"011#020#030#050";"General risk#Maturity-based approach#Zone 1#> 1 <= 3 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:LTL,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x36,TRI=eba_TR:x19";C_18.00;060;030;20619;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 6 months";"Positions";"Net positions";"Long";;;;;;;;"Lithuanian Litas (011)";"011#020#030#060";"General risk#Maturity-based approach#Zone 1#> 3 <= 6 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:LTL,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x36,TRI=eba_TR:x19";C_18.00;060;040;20619;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 6 months";"Positions";"Net positions";"Short";;;;;;;;"Lithuanian Litas (011)";"011#020#030#060";"General risk#Maturity-based approach#Zone 1#> 3 <= 6 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:LTL,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x37,TRI=eba_TR:x19";C_18.00;070;030;20619;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 6 <= 12 months";"Positions";"Net positions";"Long";;;;;;;;"Lithuanian Litas (011)";"011#020#030#070";"General risk#Maturity-based approach#Zone 1#> 6 <= 12 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:LTL,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x37,TRI=eba_TR:x19";C_18.00;070;040;20619;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 6 <= 12 months";"Positions";"Net positions";"Short";;;;;;;;"Lithuanian Litas (011)";"011#020#030#070";"General risk#Maturity-based approach#Zone 1#> 6 <= 12 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:LTL,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;010;20619;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"All positions";"Long";;;;;;;;"Lithuanian Litas (011)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:LTL,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;020;20619;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"All positions";"Short";;;;;;;;"Lithuanian Litas (011)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:LTL,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;030;20619;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"Net positions";"Long";;;;;;;;"Lithuanian Litas (011)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:LTL,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;040;20619;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"Net positions";"Short";;;;;;;;"Lithuanian Litas (011)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:LTL,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x38,TRI=eba_TR:x19";C_18.00;090;030;20619;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Lithuanian Litas (011)";"011#020#080#090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:LTL,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x38,TRI=eba_TR:x19";C_18.00;090;040;20619;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Lithuanian Litas (011)";"011#020#080#090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:LTL,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x40,TRI=eba_TR:x19";C_18.00;100;030;20619;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Lithuanian Litas (011)";"011#020#080#100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:LTL,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x40,TRI=eba_TR:x19";C_18.00;100;040;20619;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Lithuanian Litas (011)";"011#020#080#100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:LTL,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x43,TRI=eba_TR:x19";C_18.00;110;030;20619;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Lithuanian Litas (011)";"011#020#080#110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:LTL,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x43,TRI=eba_TR:x19";C_18.00;110;040;20619;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Lithuanian Litas (011)";"011#020#080#110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:LTL,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;010;20619;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Long";;;;;;;;"Lithuanian Litas (011)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:LTL,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;020;20619;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Short";;;;;;;;"Lithuanian Litas (011)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:LTL,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;030;20619;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Long";;;;;;;;"Lithuanian Litas (011)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:LTL,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;040;20619;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Short";;;;;;;;"Lithuanian Litas (011)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:LTL,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x44,TRI=eba_TR:x19";C_18.00;130;030;20619;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Lithuanian Litas (011)";"011#020#120#130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:LTL,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x44,TRI=eba_TR:x19";C_18.00;130;040;20619;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Lithuanian Litas (011)";"011#020#120#130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:LTL,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x46,TRI=eba_TR:x19";C_18.00;140;030;20619;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Lithuanian Litas (011)";"011#020#120#140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:LTL,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x48,TRI=eba_TR:x19";C_18.00;160;030;20619;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Lithuanian Litas (011)";"011#020#120#160";"General risk#Maturity-based approach#1.3 Zone 3#> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:LTL,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x50,TRI=eba_TR:x19";C_18.00;170;030;20619;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Lithuanian Litas (011)";"011#020#120#170";"General risk#Maturity-based approach#1.3 Zone 3#> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:LTL,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x4,TRI=eba_TR:x19";C_18.00;180;030;20619;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Lithuanian Litas (011)";"011#020#120#180";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:LTL,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x5,TRI=eba_TR:x19";C_18.00;190;030;20619;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Lithuanian Litas (011)";"011#020#120#190";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:LTL,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x42,TRI=eba_TR:x19";C_18.00;200;030;20619;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 20 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Lithuanian Litas (011)";"011#020#120#200";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 20 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:LTL,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x42,TRI=eba_TR:x19";C_18.00;200;040;20619;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 20 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Lithuanian Litas (011)";"011#020#120#200";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 20 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x22,BAS=eba_BA:x17,CUE=eba_CU:LTL,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;210;010;20619;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Duration-based approach";"Positions";"All positions";"Long";;;;;;;;"Lithuanian Litas (011)";"011#210";"General risk#Duration-based approach";"Positions#All positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x22,BAS=eba_BA:x17,CUE=eba_CU:LTL,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;210;030;20619;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Duration-based approach";"Positions";"Net positions";"Long";;;;;;;;"Lithuanian Litas (011)";"011#210";"General risk#Duration-based approach";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x22,BAS=eba_BA:x17,CUE=eba_CU:LTL,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;210;040;20619;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Duration-based approach";"Positions";"Net positions";"Short";;;;;;;;"Lithuanian Litas (011)";"011#210";"General risk#Duration-based approach";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x22,BAS=eba_BA:x9,CUE=eba_CU:LTL,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;210;050;20619;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Duration-based approach";"Positions";"Positions subject to capital charge";;;;;;;;;"Lithuanian Litas (011)";"011#210";"General risk#Duration-based approach";"Positions#Positions subject to capital charge";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x22,BAS=eba_BA:x17,CUE=eba_CU:LTL,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x64,TRI=eba_TR:x19";C_18.00;220;010;20619;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Zone 1";"Positions";"All positions";"Long";;;;;;;;"Lithuanian Litas (011)";"011#210#220";"General risk#Duration-based approach#Zone 1";"Positions#All positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x22,BAS=eba_BA:x17,CUE=eba_CU:LTL,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x64,TRI=eba_TR:x19";C_18.00;220;040;20619;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Zone 1";"Positions";"Net positions";"Short";;;;;;;;"Lithuanian Litas (011)";"011#210#220";"General risk#Duration-based approach#Zone 1";"Positions#Net positions#Short";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:MKD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x36,TRI=eba_TR:x19";C_18.00;060;030;20620;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 6 months";"Positions";"Net positions";"Long";;;;;;;;"Denar (012)";"011#020#030#060";"General risk#Maturity-based approach#Zone 1#> 3 <= 6 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:MKD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x36,TRI=eba_TR:x19";C_18.00;060;040;20620;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 6 months";"Positions";"Net positions";"Short";;;;;;;;"Denar (012)";"011#020#030#060";"General risk#Maturity-based approach#Zone 1#> 3 <= 6 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:MKD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x37,TRI=eba_TR:x19";C_18.00;070;030;20620;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 6 <= 12 months";"Positions";"Net positions";"Long";;;;;;;;"Denar (012)";"011#020#030#070";"General risk#Maturity-based approach#Zone 1#> 6 <= 12 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:MKD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x37,TRI=eba_TR:x19";C_18.00;070;040;20620;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 6 <= 12 months";"Positions";"Net positions";"Short";;;;;;;;"Denar (012)";"011#020#030#070";"General risk#Maturity-based approach#Zone 1#> 6 <= 12 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:MKD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;010;20620;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"All positions";"Long";;;;;;;;"Denar (012)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:MKD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;020;20620;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"All positions";"Short";;;;;;;;"Denar (012)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:MKD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;030;20620;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"Net positions";"Long";;;;;;;;"Denar (012)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:MKD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;040;20620;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"Net positions";"Short";;;;;;;;"Denar (012)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:MKD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x38,TRI=eba_TR:x19";C_18.00;090;030;20620;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Denar (012)";"011#020#080#090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:MKD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x38,TRI=eba_TR:x19";C_18.00;090;040;20620;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Denar (012)";"011#020#080#090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:MKD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x40,TRI=eba_TR:x19";C_18.00;100;030;20620;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Denar (012)";"011#020#080#100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:MKD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x40,TRI=eba_TR:x19";C_18.00;100;040;20620;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Denar (012)";"011#020#080#100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:MKD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x43,TRI=eba_TR:x19";C_18.00;110;030;20620;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Denar (012)";"011#020#080#110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:MKD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x43,TRI=eba_TR:x19";C_18.00;110;040;20620;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Denar (012)";"011#020#080#110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:MKD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;010;20620;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Long";;;;;;;;"Denar (012)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:MKD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;020;20620;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Short";;;;;;;;"Denar (012)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:MKD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;030;20620;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Long";;;;;;;;"Denar (012)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:MKD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;040;20620;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Short";;;;;;;;"Denar (012)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:MKD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x44,TRI=eba_TR:x19";C_18.00;130;030;20620;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Denar (012)";"011#020#120#130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:MKD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x44,TRI=eba_TR:x19";C_18.00;130;040;20620;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Denar (012)";"011#020#120#130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:MKD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x46,TRI=eba_TR:x19";C_18.00;140;030;20620;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Denar (012)";"011#020#120#140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:MKD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x46,TRI=eba_TR:x19";C_18.00;140;040;20620;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Denar (012)";"011#020#120#140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:MKD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x47,TRI=eba_TR:x19";C_18.00;150;030;20620;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Denar (012)";"011#020#120#150";"General risk#Maturity-based approach#1.3 Zone 3#> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:MKD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x47,TRI=eba_TR:x19";C_18.00;150;040;20620;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Denar (012)";"011#020#120#150";"General risk#Maturity-based approach#1.3 Zone 3#> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:MKD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x48,TRI=eba_TR:x19";C_18.00;160;030;20620;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Denar (012)";"011#020#120#160";"General risk#Maturity-based approach#1.3 Zone 3#> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:MKD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x48,TRI=eba_TR:x19";C_18.00;160;040;20620;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Denar (012)";"011#020#120#160";"General risk#Maturity-based approach#1.3 Zone 3#> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:MKD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x50,TRI=eba_TR:x19";C_18.00;170;030;20620;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Denar (012)";"011#020#120#170";"General risk#Maturity-based approach#1.3 Zone 3#> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:MKD,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x20";C_18.00;251;060;20620;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Own funds requirement for non-securitisation debt instruments";"Own funds requirements";;;;;;;;;;"Denar (012)";"250#251";"Specific risk#Own funds requirement for non-securitisation debt instruments";"Own funds requirements";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:MKD,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x5,TRI=eba_TR:x20";C_18.00;310;060;20620;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the third category";"Own funds requirements";;;;;;;;;;"Denar (012)";"250#251#310";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the third category";"Own funds requirements";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:MKD,EXT=eba_ER:x1,MCY=eba_MC:x244,PRP=eba_PL:x51,TRI=eba_TR:x20";C_18.00;321;060;20620;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Rated nth-to default credit derivatives";"Own funds requirements";;;;;;;;;;"Denar (012)";"250#251#321";"Specific risk#Own funds requirement for non-securitisation debt instruments#Rated nth-to default credit derivatives";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x9,BAS=eba_BA:x9,CUE=eba_CU:MKD,MCY=eba_MC:x19,PRP=eba_PL:x51,TRI=eba_TR:x22";C_18.00;325;060;20620;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Own funds requirement for securitisation instruments";"Own funds requirements";;;;;;;;;;"Denar (012)";"250#325";"Specific risk#Own funds requirement for securitisation instruments";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x6,BAS=eba_BA:x9,CUE=eba_CU:MKD,MCY=eba_MC:x189,PRP=eba_PL:x51,TRI=eba_TR:x21";C_18.00;330;060;20620;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Own funds requirement for the correlation trading portfolio";"Own funds requirements";;;;;;;;;;"Denar (012)";"250#330";"Specific risk#Own funds requirement for the correlation trading portfolio";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x39,BAS=eba_BA:x9,CUE=eba_CU:MKD,MCY=eba_MC:x49,PRP=eba_PL:x51,TRI=eba_TR:x17";C_18.00;340;060;20620;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Particular Approach for position risk in CIUs";"Own funds requirements";;;;;;;;;;"Denar (012)";"340";"Particular Approach for position risk in CIUs";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x11,BAS=eba_BA:x9,CUE=eba_CU:MKD,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;350;060;20620;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Additional requirements for options (non-delta risks)";"Own funds requirements";;;;;;;;;;"Denar (012)";"350";"Additional requirements for options (non-delta risks)";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x61,BAS=eba_BA:x9,CUE=eba_CU:MKD,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;360;060;20620;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Simplified method";"Own funds requirements";;;;;;;;;;"Denar (012)";"350#360";"Additional requirements for options (non-delta risks)#Simplified method";"Own funds requirements";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x63,BAS=eba_BA:x9,CUE=eba_CU:MKD,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;380;060;20620;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Delta plus approach - additional requirements for vega risk";"Own funds requirements";;;;;;;;;;"Denar (012)";"350#380";"Additional requirements for options (non-delta risks)#Delta plus approach - additional requirements for vega risk";"Own funds requirements";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x32,BAS=eba_BA:x9,CUE=eba_CU:PLN,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;020;050;20621;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Maturity-based approach";"Positions";"Positions subject to capital charge";;;;;;;;;"Zloty (013)";"011#020";"General risk#Maturity-based approach";"Positions#Positions subject to capital charge";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:PLN,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x69,TRI=eba_TR:x19";C_18.00;030;010;20621;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Zone 1";"Positions";"All positions";"Long";;;;;;;;"Zloty (013)";"011#020#030";"General risk#Maturity-based approach#Zone 1";"Positions#All positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:PLN,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x1,TRI=eba_TR:x19";C_18.00;040;030;20621;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"0 <= 1 month";"Positions";"Net positions";"Long";;;;;;;;"Zloty (013)";"011#020#030#040";"General risk#Maturity-based approach#Zone 1#0 <= 1 month";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:PLN,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x34,TRI=eba_TR:x19";C_18.00;050;030;20621;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 3 months";"Positions";"Net positions";"Long";;;;;;;;"Zloty (013)";"011#020#030#050";"General risk#Maturity-based approach#Zone 1#> 1 <= 3 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:PLN,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x34,TRI=eba_TR:x19";C_18.00;050;040;20621;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 3 months";"Positions";"Net positions";"Short";;;;;;;;"Zloty (013)";"011#020#030#050";"General risk#Maturity-based approach#Zone 1#> 1 <= 3 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:PLN,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x36,TRI=eba_TR:x19";C_18.00;060;030;20621;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 6 months";"Positions";"Net positions";"Long";;;;;;;;"Zloty (013)";"011#020#030#060";"General risk#Maturity-based approach#Zone 1#> 3 <= 6 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:PLN,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x36,TRI=eba_TR:x19";C_18.00;060;040;20621;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 6 months";"Positions";"Net positions";"Short";;;;;;;;"Zloty (013)";"011#020#030#060";"General risk#Maturity-based approach#Zone 1#> 3 <= 6 months";"Positions#Net positions#Short";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:PLN,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;030;20621;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"Net positions";"Long";;;;;;;;"Zloty (013)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:PLN,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;040;20621;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"Net positions";"Short";;;;;;;;"Zloty (013)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:PLN,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x38,TRI=eba_TR:x19";C_18.00;090;030;20621;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Zloty (013)";"011#020#080#090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:PLN,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x38,TRI=eba_TR:x19";C_18.00;090;040;20621;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Zloty (013)";"011#020#080#090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:PLN,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x40,TRI=eba_TR:x19";C_18.00;100;030;20621;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Zloty (013)";"011#020#080#100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:PLN,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x40,TRI=eba_TR:x19";C_18.00;100;040;20621;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Zloty (013)";"011#020#080#100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:PLN,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x43,TRI=eba_TR:x19";C_18.00;110;030;20621;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Zloty (013)";"011#020#080#110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:PLN,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x43,TRI=eba_TR:x19";C_18.00;110;040;20621;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Zloty (013)";"011#020#080#110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:PLN,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;010;20621;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Long";;;;;;;;"Zloty (013)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:PLN,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;020;20621;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Short";;;;;;;;"Zloty (013)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:PLN,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;030;20621;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Long";;;;;;;;"Zloty (013)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:PLN,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;040;20621;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Short";;;;;;;;"Zloty (013)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:PLN,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x44,TRI=eba_TR:x19";C_18.00;130;030;20621;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Zloty (013)";"011#020#120#130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:PLN,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x44,TRI=eba_TR:x19";C_18.00;130;040;20621;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Zloty (013)";"011#020#120#130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:PLN,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x46,TRI=eba_TR:x19";C_18.00;140;030;20621;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Zloty (013)";"011#020#120#140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:PLN,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x46,TRI=eba_TR:x19";C_18.00;140;040;20621;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Zloty (013)";"011#020#120#140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:PLN,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x47,TRI=eba_TR:x19";C_18.00;150;030;20621;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Zloty (013)";"011#020#120#150";"General risk#Maturity-based approach#1.3 Zone 3#> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:PLN,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x47,TRI=eba_TR:x19";C_18.00;150;040;20621;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Zloty (013)";"011#020#120#150";"General risk#Maturity-based approach#1.3 Zone 3#> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:PLN,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x48,TRI=eba_TR:x19";C_18.00;160;030;20621;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Zloty (013)";"011#020#120#160";"General risk#Maturity-based approach#1.3 Zone 3#> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:PLN,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x48,TRI=eba_TR:x19";C_18.00;160;040;20621;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Zloty (013)";"011#020#120#160";"General risk#Maturity-based approach#1.3 Zone 3#> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:PLN,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x50,TRI=eba_TR:x19";C_18.00;170;030;20621;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Zloty (013)";"011#020#120#170";"General risk#Maturity-based approach#1.3 Zone 3#> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:PLN,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x50,TRI=eba_TR:x19";C_18.00;170;040;20621;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Zloty (013)";"011#020#120#170";"General risk#Maturity-based approach#1.3 Zone 3#> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:PLN,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x4,TRI=eba_TR:x19";C_18.00;180;030;20621;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Zloty (013)";"011#020#120#180";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:PLN,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x4,TRI=eba_TR:x19";C_18.00;180;040;20621;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Zloty (013)";"011#020#120#180";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:PLN,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x5,TRI=eba_TR:x19";C_18.00;190;030;20621;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Zloty (013)";"011#020#120#190";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:PLN,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x5,TRI=eba_TR:x19";C_18.00;190;040;20621;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Zloty (013)";"011#020#120#190";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:PLN,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x42,TRI=eba_TR:x19";C_18.00;200;040;20621;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 20 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Zloty (013)";"011#020#120#200";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 20 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:PLN,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x52,TRI=eba_TR:x20";C_18.00;270;010;20621;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the second category";"Positions";"All positions";"Long";;;;;;;;"Zloty (013)";"250#251#270";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category";"Positions#All positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:PLN,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x2,TRI=eba_TR:x20";C_18.00;290;060;20621;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With a residual term > 6 months and <= 24 months";"Own funds requirements";;;;;;;;;;"Zloty (013)";"250#251#270#290";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With a residual term > 6 months and <= 24 months";"Own funds requirements";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x9,BAS=eba_BA:x9,CUE=eba_CU:PLN,MCY=eba_MC:x19,PRP=eba_PL:x51,TRI=eba_TR:x22";C_18.00;325;060;20621;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Own funds requirement for securitisation instruments";"Own funds requirements";;;;;;;;;;"Zloty (013)";"250#325";"Specific risk#Own funds requirement for securitisation instruments";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x6,BAS=eba_BA:x9,CUE=eba_CU:PLN,MCY=eba_MC:x189,PRP=eba_PL:x51,TRI=eba_TR:x21";C_18.00;330;060;20621;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Own funds requirement for the correlation trading portfolio";"Own funds requirements";;;;;;;;;;"Zloty (013)";"250#330";"Specific risk#Own funds requirement for the correlation trading portfolio";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x39,BAS=eba_BA:x9,CUE=eba_CU:PLN,MCY=eba_MC:x49,PRP=eba_PL:x51,TRI=eba_TR:x17";C_18.00;340;060;20621;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Particular Approach for position risk in CIUs";"Own funds requirements";;;;;;;;;;"Zloty (013)";"340";"Particular Approach for position risk in CIUs";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x11,BAS=eba_BA:x9,CUE=eba_CU:PLN,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;350;060;20621;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Additional requirements for options (non-delta risks)";"Own funds requirements";;;;;;;;;;"Zloty (013)";"350";"Additional requirements for options (non-delta risks)";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x61,BAS=eba_BA:x9,CUE=eba_CU:PLN,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;360;060;20621;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Simplified method";"Own funds requirements";;;;;;;;;;"Zloty (013)";"350#360";"Additional requirements for options (non-delta risks)#Simplified method";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x62,BAS=eba_BA:x9,CUE=eba_CU:PLN,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;370;060;20621;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Delta plus approach - additional requirements for gamma risk";"Own funds requirements";;;;;;;;;;"Zloty (013)";"350#370";"Additional requirements for options (non-delta risks)#Delta plus approach - additional requirements for gamma risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x63,BAS=eba_BA:x9,CUE=eba_CU:PLN,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;380;060;20621;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Delta plus approach - additional requirements for vega risk";"Own funds requirements";;;;;;;;;;"Zloty (013)";"350#380";"Additional requirements for options (non-delta risks)#Delta plus approach - additional requirements for vega risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x64,BAS=eba_BA:x9,CUE=eba_CU:PLN,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;390;060;20621;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Scenario matrix approach";"Own funds requirements";;;;;;;;;;"Zloty (013)";"350#390";"Additional requirements for options (non-delta risks)#Scenario matrix approach";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x48,BAS=eba_BA:x9,CUE=eba_CU:RON,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;010;060;20622;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"TRADED DEBT INSTRUMENTS IN TRADING BOOK";"Own funds requirements";;;;;;;;;;"Romanian Leu (014)";"010";"TRADED DEBT INSTRUMENTS IN TRADING BOOK";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi235,APR=eba_AP:x48,BAS=eba_BA:x9,CUE=eba_CU:RON,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;010;070;20622;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"TRADED DEBT INSTRUMENTS IN TRADING BOOK";"Total risk exposure amount";;;;;;;;;;"Romanian Leu (014)";"010";"TRADED DEBT INSTRUMENTS IN TRADING BOOK";"Total risk exposure amount";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RON,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;020;010;20622;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Maturity-based approach";"Positions";"All positions";"Long";;;;;;;;"Romanian Leu (014)";"011#020";"General risk#Maturity-based approach";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RON,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;020;020;20622;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Maturity-based approach";"Positions";"All positions";"Short";;;;;;;;"Romanian Leu (014)";"011#020";"General risk#Maturity-based approach";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RON,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;020;030;20622;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Maturity-based approach";"Positions";"Net positions";"Long";;;;;;;;"Romanian Leu (014)";"011#020";"General risk#Maturity-based approach";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RON,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;020;040;20622;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Maturity-based approach";"Positions";"Net positions";"Short";;;;;;;;"Romanian Leu (014)";"011#020";"General risk#Maturity-based approach";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x32,BAS=eba_BA:x9,CUE=eba_CU:RON,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;020;050;20622;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Maturity-based approach";"Positions";"Positions subject to capital charge";;;;;;;;;"Romanian Leu (014)";"011#020";"General risk#Maturity-based approach";"Positions#Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x32,BAS=eba_BA:x9,CUE=eba_CU:RON,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;020;060;20622;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Maturity-based approach";"Own funds requirements";;;;;;;;;;"Romanian Leu (014)";"011#020";"General risk#Maturity-based approach";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RON,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x69,TRI=eba_TR:x19";C_18.00;030;010;20622;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Zone 1";"Positions";"All positions";"Long";;;;;;;;"Romanian Leu (014)";"011#020#030";"General risk#Maturity-based approach#Zone 1";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RON,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x69,TRI=eba_TR:x19";C_18.00;030;020;20622;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Zone 1";"Positions";"All positions";"Short";;;;;;;;"Romanian Leu (014)";"011#020#030";"General risk#Maturity-based approach#Zone 1";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RON,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x69,TRI=eba_TR:x19";C_18.00;030;030;20622;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Zone 1";"Positions";"Net positions";"Long";;;;;;;;"Romanian Leu (014)";"011#020#030";"General risk#Maturity-based approach#Zone 1";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RON,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x69,TRI=eba_TR:x19";C_18.00;030;040;20622;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Zone 1";"Positions";"Net positions";"Short";;;;;;;;"Romanian Leu (014)";"011#020#030";"General risk#Maturity-based approach#Zone 1";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RON,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x1,TRI=eba_TR:x19";C_18.00;040;030;20622;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"0 <= 1 month";"Positions";"Net positions";"Long";;;;;;;;"Romanian Leu (014)";"011#020#030#040";"General risk#Maturity-based approach#Zone 1#0 <= 1 month";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RON,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x1,TRI=eba_TR:x19";C_18.00;040;040;20622;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"0 <= 1 month";"Positions";"Net positions";"Short";;;;;;;;"Romanian Leu (014)";"011#020#030#040";"General risk#Maturity-based approach#Zone 1#0 <= 1 month";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RON,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x34,TRI=eba_TR:x19";C_18.00;050;030;20622;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 3 months";"Positions";"Net positions";"Long";;;;;;;;"Romanian Leu (014)";"011#020#030#050";"General risk#Maturity-based approach#Zone 1#> 1 <= 3 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RON,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x34,TRI=eba_TR:x19";C_18.00;050;040;20622;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 3 months";"Positions";"Net positions";"Short";;;;;;;;"Romanian Leu (014)";"011#020#030#050";"General risk#Maturity-based approach#Zone 1#> 1 <= 3 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RON,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x36,TRI=eba_TR:x19";C_18.00;060;030;20622;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 6 months";"Positions";"Net positions";"Long";;;;;;;;"Romanian Leu (014)";"011#020#030#060";"General risk#Maturity-based approach#Zone 1#> 3 <= 6 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RON,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x36,TRI=eba_TR:x19";C_18.00;060;040;20622;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 6 months";"Positions";"Net positions";"Short";;;;;;;;"Romanian Leu (014)";"011#020#030#060";"General risk#Maturity-based approach#Zone 1#> 3 <= 6 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RON,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x37,TRI=eba_TR:x19";C_18.00;070;030;20622;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 6 <= 12 months";"Positions";"Net positions";"Long";;;;;;;;"Romanian Leu (014)";"011#020#030#070";"General risk#Maturity-based approach#Zone 1#> 6 <= 12 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RON,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x37,TRI=eba_TR:x19";C_18.00;070;040;20622;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 6 <= 12 months";"Positions";"Net positions";"Short";;;;;;;;"Romanian Leu (014)";"011#020#030#070";"General risk#Maturity-based approach#Zone 1#> 6 <= 12 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RON,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;010;20622;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"All positions";"Long";;;;;;;;"Romanian Leu (014)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RON,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;020;20622;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"All positions";"Short";;;;;;;;"Romanian Leu (014)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RON,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;030;20622;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"Net positions";"Long";;;;;;;;"Romanian Leu (014)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RON,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;040;20622;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"Net positions";"Short";;;;;;;;"Romanian Leu (014)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RON,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x38,TRI=eba_TR:x19";C_18.00;090;030;20622;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Romanian Leu (014)";"011#020#080#090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RON,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x38,TRI=eba_TR:x19";C_18.00;090;040;20622;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Romanian Leu (014)";"011#020#080#090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RON,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x40,TRI=eba_TR:x19";C_18.00;100;030;20622;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Romanian Leu (014)";"011#020#080#100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RON,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x40,TRI=eba_TR:x19";C_18.00;100;040;20622;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Romanian Leu (014)";"011#020#080#100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RON,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x43,TRI=eba_TR:x19";C_18.00;110;030;20622;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Romanian Leu (014)";"011#020#080#110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RON,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x43,TRI=eba_TR:x19";C_18.00;110;040;20622;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Romanian Leu (014)";"011#020#080#110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RON,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;010;20622;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Long";;;;;;;;"Romanian Leu (014)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RON,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;020;20622;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Short";;;;;;;;"Romanian Leu (014)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RON,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;030;20622;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Long";;;;;;;;"Romanian Leu (014)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RON,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;040;20622;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Short";;;;;;;;"Romanian Leu (014)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RON,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x44,TRI=eba_TR:x19";C_18.00;130;030;20622;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Romanian Leu (014)";"011#020#120#130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RON,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x44,TRI=eba_TR:x19";C_18.00;130;040;20622;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Romanian Leu (014)";"011#020#120#130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RON,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x46,TRI=eba_TR:x19";C_18.00;140;030;20622;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Romanian Leu (014)";"011#020#120#140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RON,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x46,TRI=eba_TR:x19";C_18.00;140;040;20622;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Romanian Leu (014)";"011#020#120#140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RON,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x47,TRI=eba_TR:x19";C_18.00;150;030;20622;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Romanian Leu (014)";"011#020#120#150";"General risk#Maturity-based approach#1.3 Zone 3#> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RON,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x47,TRI=eba_TR:x19";C_18.00;150;040;20622;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Romanian Leu (014)";"011#020#120#150";"General risk#Maturity-based approach#1.3 Zone 3#> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RON,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x48,TRI=eba_TR:x19";C_18.00;160;030;20622;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Romanian Leu (014)";"011#020#120#160";"General risk#Maturity-based approach#1.3 Zone 3#> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RON,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x48,TRI=eba_TR:x19";C_18.00;160;040;20622;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Romanian Leu (014)";"011#020#120#160";"General risk#Maturity-based approach#1.3 Zone 3#> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RON,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x50,TRI=eba_TR:x19";C_18.00;170;030;20622;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Romanian Leu (014)";"011#020#120#170";"General risk#Maturity-based approach#1.3 Zone 3#> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RON,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x50,TRI=eba_TR:x19";C_18.00;170;040;20622;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Romanian Leu (014)";"011#020#120#170";"General risk#Maturity-based approach#1.3 Zone 3#> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RON,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x4,TRI=eba_TR:x19";C_18.00;180;030;20622;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Romanian Leu (014)";"011#020#120#180";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RON,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x4,TRI=eba_TR:x19";C_18.00;180;040;20622;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Romanian Leu (014)";"011#020#120#180";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RON,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x5,TRI=eba_TR:x19";C_18.00;190;030;20622;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Romanian Leu (014)";"011#020#120#190";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RON,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x5,TRI=eba_TR:x19";C_18.00;190;040;20622;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Romanian Leu (014)";"011#020#120#190";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RON,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x42,TRI=eba_TR:x19";C_18.00;200;030;20622;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 20 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Romanian Leu (014)";"011#020#120#200";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 20 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RON,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x42,TRI=eba_TR:x19";C_18.00;200;040;20622;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 20 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Romanian Leu (014)";"011#020#120#200";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 20 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x22,BAS=eba_BA:x17,CUE=eba_CU:RON,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;210;010;20622;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Duration-based approach";"Positions";"All positions";"Long";;;;;;;;"Romanian Leu (014)";"011#210";"General risk#Duration-based approach";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x22,BAS=eba_BA:x17,CUE=eba_CU:RON,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;210;020;20622;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Duration-based approach";"Positions";"All positions";"Short";;;;;;;;"Romanian Leu (014)";"011#210";"General risk#Duration-based approach";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x22,BAS=eba_BA:x17,CUE=eba_CU:RON,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;210;030;20622;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Duration-based approach";"Positions";"Net positions";"Long";;;;;;;;"Romanian Leu (014)";"011#210";"General risk#Duration-based approach";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x22,BAS=eba_BA:x17,CUE=eba_CU:RON,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;210;040;20622;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Duration-based approach";"Positions";"Net positions";"Short";;;;;;;;"Romanian Leu (014)";"011#210";"General risk#Duration-based approach";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x22,BAS=eba_BA:x9,CUE=eba_CU:RON,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;210;050;20622;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Duration-based approach";"Positions";"Positions subject to capital charge";;;;;;;;;"Romanian Leu (014)";"011#210";"General risk#Duration-based approach";"Positions#Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x22,BAS=eba_BA:x9,CUE=eba_CU:RON,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;210;060;20622;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Duration-based approach";"Own funds requirements";;;;;;;;;;"Romanian Leu (014)";"011#210";"General risk#Duration-based approach";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x22,BAS=eba_BA:x17,CUE=eba_CU:RON,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x64,TRI=eba_TR:x19";C_18.00;220;010;20622;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Zone 1";"Positions";"All positions";"Long";;;;;;;;"Romanian Leu (014)";"011#210#220";"General risk#Duration-based approach#Zone 1";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x22,BAS=eba_BA:x17,CUE=eba_CU:RON,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x64,TRI=eba_TR:x19";C_18.00;220;020;20622;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Zone 1";"Positions";"All positions";"Short";;;;;;;;"Romanian Leu (014)";"011#210#220";"General risk#Duration-based approach#Zone 1";"Positions#All positions#Short";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x22,BAS=eba_BA:x17,CUE=eba_CU:RON,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x64,TRI=eba_TR:x19";C_18.00;220;040;20622;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Zone 1";"Positions";"Net positions";"Short";;;;;;;;"Romanian Leu (014)";"011#210#220";"General risk#Duration-based approach#Zone 1";"Positions#Net positions#Short";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x69,TRI=eba_TR:x19";C_18.00;030;040;20623;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Zone 1";"Positions";"Net positions";"Short";;;;;;;;"Russian Ruble (015)";"011#020#030";"General risk#Maturity-based approach#Zone 1";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x1,TRI=eba_TR:x19";C_18.00;040;030;20623;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"0 <= 1 month";"Positions";"Net positions";"Long";;;;;;;;"Russian Ruble (015)";"011#020#030#040";"General risk#Maturity-based approach#Zone 1#0 <= 1 month";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x1,TRI=eba_TR:x19";C_18.00;040;040;20623;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"0 <= 1 month";"Positions";"Net positions";"Short";;;;;;;;"Russian Ruble (015)";"011#020#030#040";"General risk#Maturity-based approach#Zone 1#0 <= 1 month";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x34,TRI=eba_TR:x19";C_18.00;050;030;20623;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 3 months";"Positions";"Net positions";"Long";;;;;;;;"Russian Ruble (015)";"011#020#030#050";"General risk#Maturity-based approach#Zone 1#> 1 <= 3 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x34,TRI=eba_TR:x19";C_18.00;050;040;20623;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 3 months";"Positions";"Net positions";"Short";;;;;;;;"Russian Ruble (015)";"011#020#030#050";"General risk#Maturity-based approach#Zone 1#> 1 <= 3 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x36,TRI=eba_TR:x19";C_18.00;060;030;20623;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 6 months";"Positions";"Net positions";"Long";;;;;;;;"Russian Ruble (015)";"011#020#030#060";"General risk#Maturity-based approach#Zone 1#> 3 <= 6 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x36,TRI=eba_TR:x19";C_18.00;060;040;20623;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 6 months";"Positions";"Net positions";"Short";;;;;;;;"Russian Ruble (015)";"011#020#030#060";"General risk#Maturity-based approach#Zone 1#> 3 <= 6 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x37,TRI=eba_TR:x19";C_18.00;070;030;20623;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 6 <= 12 months";"Positions";"Net positions";"Long";;;;;;;;"Russian Ruble (015)";"011#020#030#070";"General risk#Maturity-based approach#Zone 1#> 6 <= 12 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x37,TRI=eba_TR:x19";C_18.00;070;040;20623;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 6 <= 12 months";"Positions";"Net positions";"Short";;;;;;;;"Russian Ruble (015)";"011#020#030#070";"General risk#Maturity-based approach#Zone 1#> 6 <= 12 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;010;20623;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"All positions";"Long";;;;;;;;"Russian Ruble (015)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;020;20623;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"All positions";"Short";;;;;;;;"Russian Ruble (015)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;030;20623;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"Net positions";"Long";;;;;;;;"Russian Ruble (015)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;040;20623;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"Net positions";"Short";;;;;;;;"Russian Ruble (015)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x38,TRI=eba_TR:x19";C_18.00;090;030;20623;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Russian Ruble (015)";"011#020#080#090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x38,TRI=eba_TR:x19";C_18.00;090;040;20623;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Russian Ruble (015)";"011#020#080#090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x40,TRI=eba_TR:x19";C_18.00;100;030;20623;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Russian Ruble (015)";"011#020#080#100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x40,TRI=eba_TR:x19";C_18.00;100;040;20623;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Russian Ruble (015)";"011#020#080#100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x43,TRI=eba_TR:x19";C_18.00;110;030;20623;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Russian Ruble (015)";"011#020#080#110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x43,TRI=eba_TR:x19";C_18.00;110;040;20623;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Russian Ruble (015)";"011#020#080#110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;010;20623;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Long";;;;;;;;"Russian Ruble (015)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;020;20623;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Short";;;;;;;;"Russian Ruble (015)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;030;20623;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Long";;;;;;;;"Russian Ruble (015)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;040;20623;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Short";;;;;;;;"Russian Ruble (015)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x44,TRI=eba_TR:x19";C_18.00;130;030;20623;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Russian Ruble (015)";"011#020#120#130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x44,TRI=eba_TR:x19";C_18.00;130;040;20623;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Russian Ruble (015)";"011#020#120#130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x46,TRI=eba_TR:x19";C_18.00;140;030;20623;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Russian Ruble (015)";"011#020#120#140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x46,TRI=eba_TR:x19";C_18.00;140;040;20623;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Russian Ruble (015)";"011#020#120#140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x47,TRI=eba_TR:x19";C_18.00;150;030;20623;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Russian Ruble (015)";"011#020#120#150";"General risk#Maturity-based approach#1.3 Zone 3#> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x47,TRI=eba_TR:x19";C_18.00;150;040;20623;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Russian Ruble (015)";"011#020#120#150";"General risk#Maturity-based approach#1.3 Zone 3#> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x48,TRI=eba_TR:x19";C_18.00;160;030;20623;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Russian Ruble (015)";"011#020#120#160";"General risk#Maturity-based approach#1.3 Zone 3#> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x48,TRI=eba_TR:x19";C_18.00;160;040;20623;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Russian Ruble (015)";"011#020#120#160";"General risk#Maturity-based approach#1.3 Zone 3#> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x50,TRI=eba_TR:x19";C_18.00;170;030;20623;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Russian Ruble (015)";"011#020#120#170";"General risk#Maturity-based approach#1.3 Zone 3#> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x50,TRI=eba_TR:x19";C_18.00;170;040;20623;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Russian Ruble (015)";"011#020#120#170";"General risk#Maturity-based approach#1.3 Zone 3#> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x4,TRI=eba_TR:x19";C_18.00;180;030;20623;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Russian Ruble (015)";"011#020#120#180";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x22,BAS=eba_BA:x9,CUE=eba_CU:RUB,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;210;050;20623;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Duration-based approach";"Positions";"Positions subject to capital charge";;;;;;;;;"Russian Ruble (015)";"011#210";"General risk#Duration-based approach";"Positions#Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x22,BAS=eba_BA:x9,CUE=eba_CU:RUB,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;210;060;20623;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Duration-based approach";"Own funds requirements";;;;;;;;;;"Russian Ruble (015)";"011#210";"General risk#Duration-based approach";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x22,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x64,TRI=eba_TR:x19";C_18.00;220;010;20623;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Zone 1";"Positions";"All positions";"Long";;;;;;;;"Russian Ruble (015)";"011#210#220";"General risk#Duration-based approach#Zone 1";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x22,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x64,TRI=eba_TR:x19";C_18.00;220;020;20623;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Zone 1";"Positions";"All positions";"Short";;;;;;;;"Russian Ruble (015)";"011#210#220";"General risk#Duration-based approach#Zone 1";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x22,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x64,TRI=eba_TR:x19";C_18.00;220;030;20623;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Zone 1";"Positions";"Net positions";"Long";;;;;;;;"Russian Ruble (015)";"011#210#220";"General risk#Duration-based approach#Zone 1";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x22,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x64,TRI=eba_TR:x19";C_18.00;220;040;20623;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Zone 1";"Positions";"Net positions";"Short";;;;;;;;"Russian Ruble (015)";"011#210#220";"General risk#Duration-based approach#Zone 1";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x22,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x65,TRI=eba_TR:x19";C_18.00;230;010;20623;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Zone 2";"Positions";"All positions";"Long";;;;;;;;"Russian Ruble (015)";"011#210#230";"General risk#Duration-based approach#Zone 2";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x22,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x65,TRI=eba_TR:x19";C_18.00;230;020;20623;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Zone 2";"Positions";"All positions";"Short";;;;;;;;"Russian Ruble (015)";"011#210#230";"General risk#Duration-based approach#Zone 2";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x22,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x65,TRI=eba_TR:x19";C_18.00;230;030;20623;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Zone 2";"Positions";"Net positions";"Long";;;;;;;;"Russian Ruble (015)";"011#210#230";"General risk#Duration-based approach#Zone 2";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x22,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x65,TRI=eba_TR:x19";C_18.00;230;040;20623;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Zone 2";"Positions";"Net positions";"Short";;;;;;;;"Russian Ruble (015)";"011#210#230";"General risk#Duration-based approach#Zone 2";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x22,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x67,TRI=eba_TR:x19";C_18.00;240;010;20623;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Zone 3";"Positions";"All positions";"Long";;;;;;;;"Russian Ruble (015)";"011#210#240";"General risk#Duration-based approach#Zone 3";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x22,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x67,TRI=eba_TR:x19";C_18.00;240;020;20623;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Zone 3";"Positions";"All positions";"Short";;;;;;;;"Russian Ruble (015)";"011#210#240";"General risk#Duration-based approach#Zone 3";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x22,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x67,TRI=eba_TR:x19";C_18.00;240;030;20623;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Zone 3";"Positions";"Net positions";"Long";;;;;;;;"Russian Ruble (015)";"011#210#240";"General risk#Duration-based approach#Zone 3";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x22,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x67,TRI=eba_TR:x19";C_18.00;240;040;20623;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Zone 3";"Positions";"Net positions";"Short";;;;;;;;"Russian Ruble (015)";"011#210#240";"General risk#Duration-based approach#Zone 3";"Positions#Net positions#Short";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x65,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x20";C_18.00;250;020;20623;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Specific risk";"Positions";"All positions";"Short";;;;;;;;"Russian Ruble (015)";"250";"Specific risk";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x65,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x20";C_18.00;250;030;20623;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Specific risk";"Positions";"Net positions";"Long";;;;;;;;"Russian Ruble (015)";"250";"Specific risk";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x65,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x20";C_18.00;250;040;20623;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Specific risk";"Positions";"Net positions";"Short";;;;;;;;"Russian Ruble (015)";"250";"Specific risk";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x65,BAS=eba_BA:x9,CUE=eba_CU:RUB,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x20";C_18.00;250;050;20623;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Specific risk";"Positions";"Positions subject to capital charge";;;;;;;;;"Russian Ruble (015)";"250";"Specific risk";"Positions#Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x65,BAS=eba_BA:x9,CUE=eba_CU:RUB,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x20";C_18.00;250;060;20623;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Specific risk";"Own funds requirements";;;;;;;;;;"Russian Ruble (015)";"250";"Specific risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:RUB,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x20";C_18.00;251;060;20623;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Own funds requirement for non-securitisation debt instruments";"Own funds requirements";;;;;;;;;;"Russian Ruble (015)";"250#251";"Specific risk#Own funds requirement for non-securitisation debt instruments";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x1,TRI=eba_TR:x20";C_18.00;260;010;20623;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the first category";"Positions";"All positions";"Long";;;;;;;;"Russian Ruble (015)";"250#251#260";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the first category";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x1,TRI=eba_TR:x20";C_18.00;260;020;20623;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the first category";"Positions";"All positions";"Short";;;;;;;;"Russian Ruble (015)";"250#251#260";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the first category";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x1,TRI=eba_TR:x20";C_18.00;260;030;20623;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the first category";"Positions";"Net positions";"Long";;;;;;;;"Russian Ruble (015)";"250#251#260";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the first category";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x1,TRI=eba_TR:x20";C_18.00;260;040;20623;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the first category";"Positions";"Net positions";"Short";;;;;;;;"Russian Ruble (015)";"250#251#260";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the first category";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:RUB,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x1,TRI=eba_TR:x20";C_18.00;260;050;20623;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the first category";"Positions";"Positions subject to capital charge";;;;;;;;;"Russian Ruble (015)";"250#251#260";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the first category";"Positions#Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:RUB,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x1,TRI=eba_TR:x20";C_18.00;260;060;20623;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the first category";"Own funds requirements";;;;;;;;;;"Russian Ruble (015)";"250#251#260";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the first category";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x52,TRI=eba_TR:x20";C_18.00;270;010;20623;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the second category";"Positions";"All positions";"Long";;;;;;;;"Russian Ruble (015)";"250#251#270";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x52,TRI=eba_TR:x20";C_18.00;270;020;20623;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the second category";"Positions";"All positions";"Short";;;;;;;;"Russian Ruble (015)";"250#251#270";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x52,TRI=eba_TR:x20";C_18.00;270;030;20623;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the second category";"Positions";"Net positions";"Long";;;;;;;;"Russian Ruble (015)";"250#251#270";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:RUB,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x52,TRI=eba_TR:x20";C_18.00;270;050;20623;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the second category";"Positions";"Positions subject to capital charge";;;;;;;;;"Russian Ruble (015)";"250#251#270";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category";"Positions#Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:RUB,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x52,TRI=eba_TR:x20";C_18.00;270;060;20623;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the second category";"Own funds requirements";;;;;;;;;;"Russian Ruble (015)";"250#251#270";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x35,TRI=eba_TR:x20";C_18.00;280;010;20623;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With residual term <= 6 months";"Positions";"All positions";"Long";;;;;;;;"Russian Ruble (015)";"250#251#270#280";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With residual term <= 6 months";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x35,TRI=eba_TR:x20";C_18.00;280;020;20623;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With residual term <= 6 months";"Positions";"All positions";"Short";;;;;;;;"Russian Ruble (015)";"250#251#270#280";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With residual term <= 6 months";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x35,TRI=eba_TR:x20";C_18.00;280;030;20623;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With residual term <= 6 months";"Positions";"Net positions";"Long";;;;;;;;"Russian Ruble (015)";"250#251#270#280";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With residual term <= 6 months";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:RUB,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x35,TRI=eba_TR:x20";C_18.00;280;050;20623;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With residual term <= 6 months";"Positions";"Positions subject to capital charge";;;;;;;;;"Russian Ruble (015)";"250#251#270#280";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With residual term <= 6 months";"Positions#Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:RUB,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x35,TRI=eba_TR:x20";C_18.00;280;060;20623;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With residual term <= 6 months";"Own funds requirements";;;;;;;;;;"Russian Ruble (015)";"250#251#270#280";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With residual term <= 6 months";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x2,TRI=eba_TR:x20";C_18.00;290;010;20623;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With a residual term > 6 months and <= 24 months";"Positions";"All positions";"Long";;;;;;;;"Russian Ruble (015)";"250#251#270#290";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With a residual term > 6 months and <= 24 months";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x2,TRI=eba_TR:x20";C_18.00;290;020;20623;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With a residual term > 6 months and <= 24 months";"Positions";"All positions";"Short";;;;;;;;"Russian Ruble (015)";"250#251#270#290";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With a residual term > 6 months and <= 24 months";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x2,TRI=eba_TR:x20";C_18.00;290;030;20623;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With a residual term > 6 months and <= 24 months";"Positions";"Net positions";"Long";;;;;;;;"Russian Ruble (015)";"250#251#270#290";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With a residual term > 6 months and <= 24 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x2,TRI=eba_TR:x20";C_18.00;290;040;20623;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With a residual term > 6 months and <= 24 months";"Positions";"Net positions";"Short";;;;;;;;"Russian Ruble (015)";"250#251#270#290";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With a residual term > 6 months and <= 24 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:RUB,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x2,TRI=eba_TR:x20";C_18.00;290;050;20623;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With a residual term > 6 months and <= 24 months";"Positions";"Positions subject to capital charge";;;;;;;;;"Russian Ruble (015)";"250#251#270#290";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With a residual term > 6 months and <= 24 months";"Positions#Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:RUB,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x2,TRI=eba_TR:x20";C_18.00;290;060;20623;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With a residual term > 6 months and <= 24 months";"Own funds requirements";;;;;;;;;;"Russian Ruble (015)";"250#251#270#290";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With a residual term > 6 months and <= 24 months";"Own funds requirements";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:RUB,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x39,TRI=eba_TR:x20";C_18.00;300;060;20623;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With a residual term > 24 months";"Own funds requirements";;;;;;;;;;"Russian Ruble (015)";"250#251#270#300";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With a residual term > 24 months";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x5,TRI=eba_TR:x20";C_18.00;310;010;20623;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the third category";"Positions";"All positions";"Long";;;;;;;;"Russian Ruble (015)";"250#251#310";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the third category";"Positions#All positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:RUB,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x5,TRI=eba_TR:x20";C_18.00;310;050;20623;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the third category";"Positions";"Positions subject to capital charge";;;;;;;;;"Russian Ruble (015)";"250#251#310";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the third category";"Positions#Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:RUB,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x5,TRI=eba_TR:x20";C_18.00;310;060;20623;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the third category";"Own funds requirements";;;;;;;;;;"Russian Ruble (015)";"250#251#310";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the third category";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x7,TRI=eba_TR:x20";C_18.00;320;010;20623;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the fourth category";"Positions";"All positions";"Long";;;;;;;;"Russian Ruble (015)";"250#251#320";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the fourth category";"Positions#All positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:RUB,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x7,TRI=eba_TR:x20";C_18.00;320;050;20623;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the fourth category";"Positions";"Positions subject to capital charge";;;;;;;;;"Russian Ruble (015)";"250#251#320";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the fourth category";"Positions#Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:RUB,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x7,TRI=eba_TR:x20";C_18.00;320;060;20623;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the fourth category";"Own funds requirements";;;;;;;;;;"Russian Ruble (015)";"250#251#320";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the fourth category";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:RUB,EXT=eba_ER:x1,MCY=eba_MC:x244,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x20";C_18.00;321;010;20623;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Rated nth-to default credit derivatives";"Positions";"All positions";"Long";;;;;;;;"Russian Ruble (015)";"250#251#321";"Specific risk#Own funds requirement for non-securitisation debt instruments#Rated nth-to default credit derivatives";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:RUB,EXT=eba_ER:x1,MCY=eba_MC:x244,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x20";C_18.00;321;020;20623;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Rated nth-to default credit derivatives";"Positions";"All positions";"Short";;;;;;;;"Russian Ruble (015)";"250#251#321";"Specific risk#Own funds requirement for non-securitisation debt instruments#Rated nth-to default credit derivatives";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:RUB,EXT=eba_ER:x1,MCY=eba_MC:x244,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x20";C_18.00;321;030;20623;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Rated nth-to default credit derivatives";"Positions";"Net positions";"Long";;;;;;;;"Russian Ruble (015)";"250#251#321";"Specific risk#Own funds requirement for non-securitisation debt instruments#Rated nth-to default credit derivatives";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:RUB,EXT=eba_ER:x1,MCY=eba_MC:x244,PRP=eba_PL:x51,TRI=eba_TR:x20";C_18.00;321;050;20623;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Rated nth-to default credit derivatives";"Positions";"Positions subject to capital charge";;;;;;;;;"Russian Ruble (015)";"250#251#321";"Specific risk#Own funds requirement for non-securitisation debt instruments#Rated nth-to default credit derivatives";"Positions#Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:RUB,EXT=eba_ER:x1,MCY=eba_MC:x244,PRP=eba_PL:x51,TRI=eba_TR:x20";C_18.00;321;060;20623;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Rated nth-to default credit derivatives";"Own funds requirements";;;;;;;;;;"Russian Ruble (015)";"250#251#321";"Specific risk#Own funds requirement for non-securitisation debt instruments#Rated nth-to default credit derivatives";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x9,BAS=eba_BA:x9,CUE=eba_CU:RUB,MCY=eba_MC:x19,PRP=eba_PL:x51,TRI=eba_TR:x22";C_18.00;325;060;20623;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Own funds requirement for securitisation instruments";"Own funds requirements";;;;;;;;;;"Russian Ruble (015)";"250#325";"Specific risk#Own funds requirement for securitisation instruments";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x6,BAS=eba_BA:x9,CUE=eba_CU:RUB,MCY=eba_MC:x189,PRP=eba_PL:x51,TRI=eba_TR:x21";C_18.00;330;060;20623;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Own funds requirement for the correlation trading portfolio";"Own funds requirements";;;;;;;;;;"Russian Ruble (015)";"250#330";"Specific risk#Own funds requirement for the correlation trading portfolio";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x39,BAS=eba_BA:x9,CUE=eba_CU:RUB,MCY=eba_MC:x49,PRP=eba_PL:x51,TRI=eba_TR:x17";C_18.00;340;060;20623;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Particular Approach for position risk in CIUs";"Own funds requirements";;;;;;;;;;"Russian Ruble (015)";"340";"Particular Approach for position risk in CIUs";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x11,BAS=eba_BA:x9,CUE=eba_CU:RUB,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;350;060;20623;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Additional requirements for options (non-delta risks)";"Own funds requirements";;;;;;;;;;"Russian Ruble (015)";"350";"Additional requirements for options (non-delta risks)";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x61,BAS=eba_BA:x9,CUE=eba_CU:RUB,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;360;060;20623;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Simplified method";"Own funds requirements";;;;;;;;;;"Russian Ruble (015)";"350#360";"Additional requirements for options (non-delta risks)#Simplified method";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x62,BAS=eba_BA:x9,CUE=eba_CU:RUB,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;370;060;20623;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Delta plus approach - additional requirements for gamma risk";"Own funds requirements";;;;;;;;;;"Russian Ruble (015)";"350#370";"Additional requirements for options (non-delta risks)#Delta plus approach - additional requirements for gamma risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x63,BAS=eba_BA:x9,CUE=eba_CU:RUB,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;380;060;20623;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Delta plus approach - additional requirements for vega risk";"Own funds requirements";;;;;;;;;;"Russian Ruble (015)";"350#380";"Additional requirements for options (non-delta risks)#Delta plus approach - additional requirements for vega risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x64,BAS=eba_BA:x9,CUE=eba_CU:RUB,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;390;060;20623;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Scenario matrix approach";"Own funds requirements";;;;;;;;;;"Russian Ruble (015)";"350#390";"Additional requirements for options (non-delta risks)#Scenario matrix approach";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x48,BAS=eba_BA:x9,CUE=eba_CU:RSD,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;010;060;20624;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"TRADED DEBT INSTRUMENTS IN TRADING BOOK";"Own funds requirements";;;;;;;;;;"Serbian Dinar (016)";"010";"TRADED DEBT INSTRUMENTS IN TRADING BOOK";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi235,APR=eba_AP:x48,BAS=eba_BA:x9,CUE=eba_CU:RSD,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;010;070;20624;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"TRADED DEBT INSTRUMENTS IN TRADING BOOK";"Total risk exposure amount";;;;;;;;;;"Serbian Dinar (016)";"010";"TRADED DEBT INSTRUMENTS IN TRADING BOOK";"Total risk exposure amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x10,BAS=eba_BA:x9,CUE=eba_CU:RSD,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;011;060;20624;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"General risk";"Own funds requirements";;;;;;;;;;"Serbian Dinar (016)";"011";"General risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x10,BAS=eba_BA:x17,CUE=eba_CU:RSD,MCY=eba_MC:x99,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;012;010;20624;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Derivatives";"Positions";"All positions";"Long";;;;;;;;"Serbian Dinar (016)";"011#012";"General risk#Derivatives";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x10,BAS=eba_BA:x17,CUE=eba_CU:RSD,MCY=eba_MC:x99,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;012;020;20624;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Derivatives";"Positions";"All positions";"Short";;;;;;;;"Serbian Dinar (016)";"011#012";"General risk#Derivatives";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x10,BAS=eba_BA:x17,CUE=eba_CU:RSD,MCY=eba_MC:x157,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;013;010;20624;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Other assets and liabilities";"Positions";"All positions";"Long";;;;;;;;"Serbian Dinar (016)";"011#013";"General risk#Other assets and liabilities";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x10,BAS=eba_BA:x17,CUE=eba_CU:RSD,MCY=eba_MC:x157,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;013;020;20624;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Other assets and liabilities";"Positions";"All positions";"Short";;;;;;;;"Serbian Dinar (016)";"011#013";"General risk#Other assets and liabilities";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RSD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;020;010;20624;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Maturity-based approach";"Positions";"All positions";"Long";;;;;;;;"Serbian Dinar (016)";"011#020";"General risk#Maturity-based approach";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RSD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;020;020;20624;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Maturity-based approach";"Positions";"All positions";"Short";;;;;;;;"Serbian Dinar (016)";"011#020";"General risk#Maturity-based approach";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RSD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;020;030;20624;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Maturity-based approach";"Positions";"Net positions";"Long";;;;;;;;"Serbian Dinar (016)";"011#020";"General risk#Maturity-based approach";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RSD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;020;040;20624;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Maturity-based approach";"Positions";"Net positions";"Short";;;;;;;;"Serbian Dinar (016)";"011#020";"General risk#Maturity-based approach";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x32,BAS=eba_BA:x9,CUE=eba_CU:RSD,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;020;050;20624;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Maturity-based approach";"Positions";"Positions subject to capital charge";;;;;;;;;"Serbian Dinar (016)";"011#020";"General risk#Maturity-based approach";"Positions#Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x32,BAS=eba_BA:x9,CUE=eba_CU:RSD,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;020;060;20624;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Maturity-based approach";"Own funds requirements";;;;;;;;;;"Serbian Dinar (016)";"011#020";"General risk#Maturity-based approach";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RSD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x69,TRI=eba_TR:x19";C_18.00;030;010;20624;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Zone 1";"Positions";"All positions";"Long";;;;;;;;"Serbian Dinar (016)";"011#020#030";"General risk#Maturity-based approach#Zone 1";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RSD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x69,TRI=eba_TR:x19";C_18.00;030;020;20624;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Zone 1";"Positions";"All positions";"Short";;;;;;;;"Serbian Dinar (016)";"011#020#030";"General risk#Maturity-based approach#Zone 1";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RSD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x69,TRI=eba_TR:x19";C_18.00;030;030;20624;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Zone 1";"Positions";"Net positions";"Long";;;;;;;;"Serbian Dinar (016)";"011#020#030";"General risk#Maturity-based approach#Zone 1";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RSD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x69,TRI=eba_TR:x19";C_18.00;030;040;20624;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Zone 1";"Positions";"Net positions";"Short";;;;;;;;"Serbian Dinar (016)";"011#020#030";"General risk#Maturity-based approach#Zone 1";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RSD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x1,TRI=eba_TR:x19";C_18.00;040;030;20624;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"0 <= 1 month";"Positions";"Net positions";"Long";;;;;;;;"Serbian Dinar (016)";"011#020#030#040";"General risk#Maturity-based approach#Zone 1#0 <= 1 month";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RSD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x1,TRI=eba_TR:x19";C_18.00;040;040;20624;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"0 <= 1 month";"Positions";"Net positions";"Short";;;;;;;;"Serbian Dinar (016)";"011#020#030#040";"General risk#Maturity-based approach#Zone 1#0 <= 1 month";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RSD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x34,TRI=eba_TR:x19";C_18.00;050;030;20624;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 3 months";"Positions";"Net positions";"Long";;;;;;;;"Serbian Dinar (016)";"011#020#030#050";"General risk#Maturity-based approach#Zone 1#> 1 <= 3 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RSD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x34,TRI=eba_TR:x19";C_18.00;050;040;20624;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 3 months";"Positions";"Net positions";"Short";;;;;;;;"Serbian Dinar (016)";"011#020#030#050";"General risk#Maturity-based approach#Zone 1#> 1 <= 3 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RSD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x36,TRI=eba_TR:x19";C_18.00;060;030;20624;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 6 months";"Positions";"Net positions";"Long";;;;;;;;"Serbian Dinar (016)";"011#020#030#060";"General risk#Maturity-based approach#Zone 1#> 3 <= 6 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RSD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x36,TRI=eba_TR:x19";C_18.00;060;040;20624;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 6 months";"Positions";"Net positions";"Short";;;;;;;;"Serbian Dinar (016)";"011#020#030#060";"General risk#Maturity-based approach#Zone 1#> 3 <= 6 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RSD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x37,TRI=eba_TR:x19";C_18.00;070;030;20624;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 6 <= 12 months";"Positions";"Net positions";"Long";;;;;;;;"Serbian Dinar (016)";"011#020#030#070";"General risk#Maturity-based approach#Zone 1#> 6 <= 12 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RSD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x37,TRI=eba_TR:x19";C_18.00;070;040;20624;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 6 <= 12 months";"Positions";"Net positions";"Short";;;;;;;;"Serbian Dinar (016)";"011#020#030#070";"General risk#Maturity-based approach#Zone 1#> 6 <= 12 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RSD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;010;20624;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"All positions";"Long";;;;;;;;"Serbian Dinar (016)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RSD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;020;20624;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"All positions";"Short";;;;;;;;"Serbian Dinar (016)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RSD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;030;20624;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"Net positions";"Long";;;;;;;;"Serbian Dinar (016)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RSD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;040;20624;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"Net positions";"Short";;;;;;;;"Serbian Dinar (016)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RSD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x38,TRI=eba_TR:x19";C_18.00;090;030;20624;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Serbian Dinar (016)";"011#020#080#090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RSD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x38,TRI=eba_TR:x19";C_18.00;090;040;20624;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Serbian Dinar (016)";"011#020#080#090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RSD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x40,TRI=eba_TR:x19";C_18.00;100;030;20624;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Serbian Dinar (016)";"011#020#080#100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RSD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x40,TRI=eba_TR:x19";C_18.00;100;040;20624;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Serbian Dinar (016)";"011#020#080#100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RSD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x43,TRI=eba_TR:x19";C_18.00;110;030;20624;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Serbian Dinar (016)";"011#020#080#110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RSD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x43,TRI=eba_TR:x19";C_18.00;110;040;20624;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Serbian Dinar (016)";"011#020#080#110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RSD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;010;20624;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Long";;;;;;;;"Serbian Dinar (016)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RSD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;020;20624;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Short";;;;;;;;"Serbian Dinar (016)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RSD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;030;20624;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Long";;;;;;;;"Serbian Dinar (016)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RSD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;040;20624;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Short";;;;;;;;"Serbian Dinar (016)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RSD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x44,TRI=eba_TR:x19";C_18.00;130;030;20624;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Serbian Dinar (016)";"011#020#120#130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RSD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x44,TRI=eba_TR:x19";C_18.00;130;040;20624;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Serbian Dinar (016)";"011#020#120#130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RSD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x46,TRI=eba_TR:x19";C_18.00;140;030;20624;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Serbian Dinar (016)";"011#020#120#140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RSD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x46,TRI=eba_TR:x19";C_18.00;140;040;20624;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Serbian Dinar (016)";"011#020#120#140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RSD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x47,TRI=eba_TR:x19";C_18.00;150;030;20624;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Serbian Dinar (016)";"011#020#120#150";"General risk#Maturity-based approach#1.3 Zone 3#> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RSD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x47,TRI=eba_TR:x19";C_18.00;150;040;20624;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Serbian Dinar (016)";"011#020#120#150";"General risk#Maturity-based approach#1.3 Zone 3#> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RSD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x48,TRI=eba_TR:x19";C_18.00;160;030;20624;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Serbian Dinar (016)";"011#020#120#160";"General risk#Maturity-based approach#1.3 Zone 3#> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RSD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x48,TRI=eba_TR:x19";C_18.00;160;040;20624;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Serbian Dinar (016)";"011#020#120#160";"General risk#Maturity-based approach#1.3 Zone 3#> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RSD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x50,TRI=eba_TR:x19";C_18.00;170;030;20624;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Serbian Dinar (016)";"011#020#120#170";"General risk#Maturity-based approach#1.3 Zone 3#> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RSD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x50,TRI=eba_TR:x19";C_18.00;170;040;20624;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Serbian Dinar (016)";"011#020#120#170";"General risk#Maturity-based approach#1.3 Zone 3#> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RSD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x4,TRI=eba_TR:x19";C_18.00;180;030;20624;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Serbian Dinar (016)";"011#020#120#180";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RSD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x4,TRI=eba_TR:x19";C_18.00;180;040;20624;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Serbian Dinar (016)";"011#020#120#180";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RSD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x5,TRI=eba_TR:x19";C_18.00;190;030;20624;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Serbian Dinar (016)";"011#020#120#190";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RSD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x5,TRI=eba_TR:x19";C_18.00;190;040;20624;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Serbian Dinar (016)";"011#020#120#190";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:RSD,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x2,TRI=eba_TR:x20";C_18.00;290;050;20624;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With a residual term > 6 months and <= 24 months";"Positions";"Positions subject to capital charge";;;;;;;;;"Serbian Dinar (016)";"250#251#270#290";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With a residual term > 6 months and <= 24 months";"Positions#Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:RSD,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x2,TRI=eba_TR:x20";C_18.00;290;060;20624;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With a residual term > 6 months and <= 24 months";"Own funds requirements";;;;;;;;;;"Serbian Dinar (016)";"250#251#270#290";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With a residual term > 6 months and <= 24 months";"Own funds requirements";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:RSD,EXT=eba_ER:x1,MCY=eba_MC:x244,PRP=eba_PL:x51,TRI=eba_TR:x20";C_18.00;321;050;20624;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Rated nth-to default credit derivatives";"Positions";"Positions subject to capital charge";;;;;;;;;"Serbian Dinar (016)";"250#251#321";"Specific risk#Own funds requirement for non-securitisation debt instruments#Rated nth-to default credit derivatives";"Positions#Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:RSD,EXT=eba_ER:x1,MCY=eba_MC:x244,PRP=eba_PL:x51,TRI=eba_TR:x20";C_18.00;321;060;20624;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Rated nth-to default credit derivatives";"Own funds requirements";;;;;;;;;;"Serbian Dinar (016)";"250#251#321";"Specific risk#Own funds requirement for non-securitisation debt instruments#Rated nth-to default credit derivatives";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x9,BAS=eba_BA:x9,CUE=eba_CU:RSD,MCY=eba_MC:x19,PRP=eba_PL:x51,TRI=eba_TR:x22";C_18.00;325;060;20624;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Own funds requirement for securitisation instruments";"Own funds requirements";;;;;;;;;;"Serbian Dinar (016)";"250#325";"Specific risk#Own funds requirement for securitisation instruments";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x6,BAS=eba_BA:x9,CUE=eba_CU:RSD,MCY=eba_MC:x189,PRP=eba_PL:x51,TRI=eba_TR:x21";C_18.00;330;060;20624;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Own funds requirement for the correlation trading portfolio";"Own funds requirements";;;;;;;;;;"Serbian Dinar (016)";"250#330";"Specific risk#Own funds requirement for the correlation trading portfolio";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x39,BAS=eba_BA:x9,CUE=eba_CU:RSD,MCY=eba_MC:x49,PRP=eba_PL:x51,TRI=eba_TR:x17";C_18.00;340;060;20624;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Particular Approach for position risk in CIUs";"Own funds requirements";;;;;;;;;;"Serbian Dinar (016)";"340";"Particular Approach for position risk in CIUs";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x11,BAS=eba_BA:x9,CUE=eba_CU:RSD,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;350;060;20624;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Additional requirements for options (non-delta risks)";"Own funds requirements";;;;;;;;;;"Serbian Dinar (016)";"350";"Additional requirements for options (non-delta risks)";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x61,BAS=eba_BA:x9,CUE=eba_CU:RSD,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;360;060;20624;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Simplified method";"Own funds requirements";;;;;;;;;;"Serbian Dinar (016)";"350#360";"Additional requirements for options (non-delta risks)#Simplified method";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x62,BAS=eba_BA:x9,CUE=eba_CU:RSD,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;370;060;20624;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Delta plus approach - additional requirements for gamma risk";"Own funds requirements";;;;;;;;;;"Serbian Dinar (016)";"350#370";"Additional requirements for options (non-delta risks)#Delta plus approach - additional requirements for gamma risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x63,BAS=eba_BA:x9,CUE=eba_CU:RSD,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;380;060;20624;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Delta plus approach - additional requirements for vega risk";"Own funds requirements";;;;;;;;;;"Serbian Dinar (016)";"350#380";"Additional requirements for options (non-delta risks)#Delta plus approach - additional requirements for vega risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x64,BAS=eba_BA:x9,CUE=eba_CU:RSD,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;390;060;20624;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Scenario matrix approach";"Own funds requirements";;;;;;;;;;"Serbian Dinar (016)";"350#390";"Additional requirements for options (non-delta risks)#Scenario matrix approach";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x48,BAS=eba_BA:x9,CUE=eba_CU:SEK,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;010;060;20625;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"TRADED DEBT INSTRUMENTS IN TRADING BOOK";"Own funds requirements";;;;;;;;;;"Swedish Krona (017)";"010";"TRADED DEBT INSTRUMENTS IN TRADING BOOK";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi235,APR=eba_AP:x48,BAS=eba_BA:x9,CUE=eba_CU:SEK,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;010;070;20625;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"TRADED DEBT INSTRUMENTS IN TRADING BOOK";"Total risk exposure amount";;;;;;;;;;"Swedish Krona (017)";"010";"TRADED DEBT INSTRUMENTS IN TRADING BOOK";"Total risk exposure amount";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x10,BAS=eba_BA:x17,CUE=eba_CU:SEK,MCY=eba_MC:x99,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;012;010;20625;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Derivatives";"Positions";"All positions";"Long";;;;;;;;"Swedish Krona (017)";"011#012";"General risk#Derivatives";"Positions#All positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:SEK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;020;030;20625;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Maturity-based approach";"Positions";"Net positions";"Long";;;;;;;;"Swedish Krona (017)";"011#020";"General risk#Maturity-based approach";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:SEK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;020;040;20625;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Maturity-based approach";"Positions";"Net positions";"Short";;;;;;;;"Swedish Krona (017)";"011#020";"General risk#Maturity-based approach";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x32,BAS=eba_BA:x9,CUE=eba_CU:SEK,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;020;050;20625;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Maturity-based approach";"Positions";"Positions subject to capital charge";;;;;;;;;"Swedish Krona (017)";"011#020";"General risk#Maturity-based approach";"Positions#Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x32,BAS=eba_BA:x9,CUE=eba_CU:SEK,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;020;060;20625;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Maturity-based approach";"Own funds requirements";;;;;;;;;;"Swedish Krona (017)";"011#020";"General risk#Maturity-based approach";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:SEK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x69,TRI=eba_TR:x19";C_18.00;030;010;20625;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Zone 1";"Positions";"All positions";"Long";;;;;;;;"Swedish Krona (017)";"011#020#030";"General risk#Maturity-based approach#Zone 1";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:SEK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x69,TRI=eba_TR:x19";C_18.00;030;020;20625;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Zone 1";"Positions";"All positions";"Short";;;;;;;;"Swedish Krona (017)";"011#020#030";"General risk#Maturity-based approach#Zone 1";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:SEK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x69,TRI=eba_TR:x19";C_18.00;030;030;20625;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Zone 1";"Positions";"Net positions";"Long";;;;;;;;"Swedish Krona (017)";"011#020#030";"General risk#Maturity-based approach#Zone 1";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:SEK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x69,TRI=eba_TR:x19";C_18.00;030;040;20625;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Zone 1";"Positions";"Net positions";"Short";;;;;;;;"Swedish Krona (017)";"011#020#030";"General risk#Maturity-based approach#Zone 1";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:SEK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x1,TRI=eba_TR:x19";C_18.00;040;030;20625;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"0 <= 1 month";"Positions";"Net positions";"Long";;;;;;;;"Swedish Krona (017)";"011#020#030#040";"General risk#Maturity-based approach#Zone 1#0 <= 1 month";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:SEK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x1,TRI=eba_TR:x19";C_18.00;040;040;20625;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"0 <= 1 month";"Positions";"Net positions";"Short";;;;;;;;"Swedish Krona (017)";"011#020#030#040";"General risk#Maturity-based approach#Zone 1#0 <= 1 month";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:SEK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x34,TRI=eba_TR:x19";C_18.00;050;030;20625;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 3 months";"Positions";"Net positions";"Long";;;;;;;;"Swedish Krona (017)";"011#020#030#050";"General risk#Maturity-based approach#Zone 1#> 1 <= 3 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:SEK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x34,TRI=eba_TR:x19";C_18.00;050;040;20625;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 3 months";"Positions";"Net positions";"Short";;;;;;;;"Swedish Krona (017)";"011#020#030#050";"General risk#Maturity-based approach#Zone 1#> 1 <= 3 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:SEK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x36,TRI=eba_TR:x19";C_18.00;060;030;20625;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 6 months";"Positions";"Net positions";"Long";;;;;;;;"Swedish Krona (017)";"011#020#030#060";"General risk#Maturity-based approach#Zone 1#> 3 <= 6 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:SEK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x36,TRI=eba_TR:x19";C_18.00;060;040;20625;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 6 months";"Positions";"Net positions";"Short";;;;;;;;"Swedish Krona (017)";"011#020#030#060";"General risk#Maturity-based approach#Zone 1#> 3 <= 6 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:SEK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x37,TRI=eba_TR:x19";C_18.00;070;030;20625;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 6 <= 12 months";"Positions";"Net positions";"Long";;;;;;;;"Swedish Krona (017)";"011#020#030#070";"General risk#Maturity-based approach#Zone 1#> 6 <= 12 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:SEK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x37,TRI=eba_TR:x19";C_18.00;070;040;20625;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 6 <= 12 months";"Positions";"Net positions";"Short";;;;;;;;"Swedish Krona (017)";"011#020#030#070";"General risk#Maturity-based approach#Zone 1#> 6 <= 12 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:SEK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;010;20625;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"All positions";"Long";;;;;;;;"Swedish Krona (017)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:SEK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;020;20625;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"All positions";"Short";;;;;;;;"Swedish Krona (017)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:SEK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;030;20625;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"Net positions";"Long";;;;;;;;"Swedish Krona (017)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:SEK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;040;20625;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"Net positions";"Short";;;;;;;;"Swedish Krona (017)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:SEK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x38,TRI=eba_TR:x19";C_18.00;090;030;20625;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Swedish Krona (017)";"011#020#080#090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:SEK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x38,TRI=eba_TR:x19";C_18.00;090;040;20625;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Swedish Krona (017)";"011#020#080#090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:SEK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x40,TRI=eba_TR:x19";C_18.00;100;030;20625;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Swedish Krona (017)";"011#020#080#100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:SEK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x40,TRI=eba_TR:x19";C_18.00;100;040;20625;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Swedish Krona (017)";"011#020#080#100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:SEK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x43,TRI=eba_TR:x19";C_18.00;110;030;20625;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Swedish Krona (017)";"011#020#080#110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:SEK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x43,TRI=eba_TR:x19";C_18.00;110;040;20625;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Swedish Krona (017)";"011#020#080#110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:SEK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;010;20625;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Long";;;;;;;;"Swedish Krona (017)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:SEK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;020;20625;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Short";;;;;;;;"Swedish Krona (017)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:SEK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;030;20625;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Long";;;;;;;;"Swedish Krona (017)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:SEK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;040;20625;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Short";;;;;;;;"Swedish Krona (017)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:SEK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x44,TRI=eba_TR:x19";C_18.00;130;030;20625;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Swedish Krona (017)";"011#020#120#130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:SEK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x44,TRI=eba_TR:x19";C_18.00;130;040;20625;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Swedish Krona (017)";"011#020#120#130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:SEK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x46,TRI=eba_TR:x19";C_18.00;140;030;20625;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Swedish Krona (017)";"011#020#120#140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:SEK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x46,TRI=eba_TR:x19";C_18.00;140;040;20625;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Swedish Krona (017)";"011#020#120#140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:SEK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x47,TRI=eba_TR:x19";C_18.00;150;030;20625;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Swedish Krona (017)";"011#020#120#150";"General risk#Maturity-based approach#1.3 Zone 3#> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:SEK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x47,TRI=eba_TR:x19";C_18.00;150;040;20625;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Swedish Krona (017)";"011#020#120#150";"General risk#Maturity-based approach#1.3 Zone 3#> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:SEK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x48,TRI=eba_TR:x19";C_18.00;160;030;20625;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Swedish Krona (017)";"011#020#120#160";"General risk#Maturity-based approach#1.3 Zone 3#> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:SEK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x48,TRI=eba_TR:x19";C_18.00;160;040;20625;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Swedish Krona (017)";"011#020#120#160";"General risk#Maturity-based approach#1.3 Zone 3#> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:SEK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x50,TRI=eba_TR:x19";C_18.00;170;030;20625;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Swedish Krona (017)";"011#020#120#170";"General risk#Maturity-based approach#1.3 Zone 3#> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:SEK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x50,TRI=eba_TR:x19";C_18.00;170;040;20625;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Swedish Krona (017)";"011#020#120#170";"General risk#Maturity-based approach#1.3 Zone 3#> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:SEK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x4,TRI=eba_TR:x19";C_18.00;180;030;20625;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Swedish Krona (017)";"011#020#120#180";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:SEK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x4,TRI=eba_TR:x19";C_18.00;180;040;20625;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Swedish Krona (017)";"011#020#120#180";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:SEK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x5,TRI=eba_TR:x19";C_18.00;190;030;20625;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Swedish Krona (017)";"011#020#120#190";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:SEK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x5,TRI=eba_TR:x19";C_18.00;190;040;20625;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Swedish Krona (017)";"011#020#120#190";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:SEK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x42,TRI=eba_TR:x19";C_18.00;200;030;20625;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 20 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Swedish Krona (017)";"011#020#120#200";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 20 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:SEK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x42,TRI=eba_TR:x19";C_18.00;200;040;20625;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 20 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Swedish Krona (017)";"011#020#120#200";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 20 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x22,BAS=eba_BA:x17,CUE=eba_CU:SEK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;210;010;20625;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Duration-based approach";"Positions";"All positions";"Long";;;;;;;;"Swedish Krona (017)";"011#210";"General risk#Duration-based approach";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x22,BAS=eba_BA:x17,CUE=eba_CU:SEK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;210;020;20625;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Duration-based approach";"Positions";"All positions";"Short";;;;;;;;"Swedish Krona (017)";"011#210";"General risk#Duration-based approach";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x22,BAS=eba_BA:x17,CUE=eba_CU:SEK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;210;030;20625;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Duration-based approach";"Positions";"Net positions";"Long";;;;;;;;"Swedish Krona (017)";"011#210";"General risk#Duration-based approach";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x32,BAS=eba_BA:x9,CUE=eba_CU:CHF,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;020;050;20626;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Maturity-based approach";"Positions";"Positions subject to capital charge";;;;;;;;;"Swiss Franc (018)";"011#020";"General risk#Maturity-based approach";"Positions#Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x32,BAS=eba_BA:x9,CUE=eba_CU:CHF,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;020;060;20626;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Maturity-based approach";"Own funds requirements";;;;;;;;;;"Swiss Franc (018)";"011#020";"General risk#Maturity-based approach";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CHF,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x69,TRI=eba_TR:x19";C_18.00;030;010;20626;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Zone 1";"Positions";"All positions";"Long";;;;;;;;"Swiss Franc (018)";"011#020#030";"General risk#Maturity-based approach#Zone 1";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CHF,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x69,TRI=eba_TR:x19";C_18.00;030;020;20626;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Zone 1";"Positions";"All positions";"Short";;;;;;;;"Swiss Franc (018)";"011#020#030";"General risk#Maturity-based approach#Zone 1";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CHF,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x69,TRI=eba_TR:x19";C_18.00;030;030;20626;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Zone 1";"Positions";"Net positions";"Long";;;;;;;;"Swiss Franc (018)";"011#020#030";"General risk#Maturity-based approach#Zone 1";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CHF,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x69,TRI=eba_TR:x19";C_18.00;030;040;20626;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Zone 1";"Positions";"Net positions";"Short";;;;;;;;"Swiss Franc (018)";"011#020#030";"General risk#Maturity-based approach#Zone 1";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CHF,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x1,TRI=eba_TR:x19";C_18.00;040;030;20626;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"0 <= 1 month";"Positions";"Net positions";"Long";;;;;;;;"Swiss Franc (018)";"011#020#030#040";"General risk#Maturity-based approach#Zone 1#0 <= 1 month";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CHF,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x1,TRI=eba_TR:x19";C_18.00;040;040;20626;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"0 <= 1 month";"Positions";"Net positions";"Short";;;;;;;;"Swiss Franc (018)";"011#020#030#040";"General risk#Maturity-based approach#Zone 1#0 <= 1 month";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CHF,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x34,TRI=eba_TR:x19";C_18.00;050;030;20626;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 3 months";"Positions";"Net positions";"Long";;;;;;;;"Swiss Franc (018)";"011#020#030#050";"General risk#Maturity-based approach#Zone 1#> 1 <= 3 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CHF,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x34,TRI=eba_TR:x19";C_18.00;050;040;20626;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 3 months";"Positions";"Net positions";"Short";;;;;;;;"Swiss Franc (018)";"011#020#030#050";"General risk#Maturity-based approach#Zone 1#> 1 <= 3 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CHF,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x36,TRI=eba_TR:x19";C_18.00;060;030;20626;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 6 months";"Positions";"Net positions";"Long";;;;;;;;"Swiss Franc (018)";"011#020#030#060";"General risk#Maturity-based approach#Zone 1#> 3 <= 6 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CHF,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x36,TRI=eba_TR:x19";C_18.00;060;040;20626;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 6 months";"Positions";"Net positions";"Short";;;;;;;;"Swiss Franc (018)";"011#020#030#060";"General risk#Maturity-based approach#Zone 1#> 3 <= 6 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CHF,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x37,TRI=eba_TR:x19";C_18.00;070;030;20626;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 6 <= 12 months";"Positions";"Net positions";"Long";;;;;;;;"Swiss Franc (018)";"011#020#030#070";"General risk#Maturity-based approach#Zone 1#> 6 <= 12 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CHF,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x37,TRI=eba_TR:x19";C_18.00;070;040;20626;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 6 <= 12 months";"Positions";"Net positions";"Short";;;;;;;;"Swiss Franc (018)";"011#020#030#070";"General risk#Maturity-based approach#Zone 1#> 6 <= 12 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CHF,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;010;20626;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"All positions";"Long";;;;;;;;"Swiss Franc (018)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CHF,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;020;20626;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"All positions";"Short";;;;;;;;"Swiss Franc (018)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CHF,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;030;20626;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"Net positions";"Long";;;;;;;;"Swiss Franc (018)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CHF,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;040;20626;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"Net positions";"Short";;;;;;;;"Swiss Franc (018)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CHF,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x38,TRI=eba_TR:x19";C_18.00;090;030;20626;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Swiss Franc (018)";"011#020#080#090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CHF,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x38,TRI=eba_TR:x19";C_18.00;090;040;20626;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Swiss Franc (018)";"011#020#080#090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CHF,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x40,TRI=eba_TR:x19";C_18.00;100;030;20626;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Swiss Franc (018)";"011#020#080#100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CHF,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x40,TRI=eba_TR:x19";C_18.00;100;040;20626;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Swiss Franc (018)";"011#020#080#100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CHF,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x43,TRI=eba_TR:x19";C_18.00;110;030;20626;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Swiss Franc (018)";"011#020#080#110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CHF,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x43,TRI=eba_TR:x19";C_18.00;110;040;20626;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Swiss Franc (018)";"011#020#080#110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CHF,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;010;20626;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Long";;;;;;;;"Swiss Franc (018)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CHF,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;020;20626;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Short";;;;;;;;"Swiss Franc (018)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CHF,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;030;20626;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Long";;;;;;;;"Swiss Franc (018)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CHF,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;040;20626;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Short";;;;;;;;"Swiss Franc (018)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CHF,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x44,TRI=eba_TR:x19";C_18.00;130;030;20626;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Swiss Franc (018)";"011#020#120#130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CHF,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x44,TRI=eba_TR:x19";C_18.00;130;040;20626;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Swiss Franc (018)";"011#020#120#130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CHF,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x46,TRI=eba_TR:x19";C_18.00;140;030;20626;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Swiss Franc (018)";"011#020#120#140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CHF,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x46,TRI=eba_TR:x19";C_18.00;140;040;20626;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Swiss Franc (018)";"011#020#120#140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CHF,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x47,TRI=eba_TR:x19";C_18.00;150;030;20626;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Swiss Franc (018)";"011#020#120#150";"General risk#Maturity-based approach#1.3 Zone 3#> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CHF,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x47,TRI=eba_TR:x19";C_18.00;150;040;20626;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Swiss Franc (018)";"011#020#120#150";"General risk#Maturity-based approach#1.3 Zone 3#> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CHF,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x48,TRI=eba_TR:x19";C_18.00;160;030;20626;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Swiss Franc (018)";"011#020#120#160";"General risk#Maturity-based approach#1.3 Zone 3#> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CHF,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x48,TRI=eba_TR:x19";C_18.00;160;040;20626;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Swiss Franc (018)";"011#020#120#160";"General risk#Maturity-based approach#1.3 Zone 3#> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CHF,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x50,TRI=eba_TR:x19";C_18.00;170;030;20626;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Swiss Franc (018)";"011#020#120#170";"General risk#Maturity-based approach#1.3 Zone 3#> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CHF,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x50,TRI=eba_TR:x19";C_18.00;170;040;20626;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Swiss Franc (018)";"011#020#120#170";"General risk#Maturity-based approach#1.3 Zone 3#> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CHF,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x4,TRI=eba_TR:x19";C_18.00;180;030;20626;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Swiss Franc (018)";"011#020#120#180";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CHF,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x4,TRI=eba_TR:x19";C_18.00;180;040;20626;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Swiss Franc (018)";"011#020#120#180";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CHF,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x5,TRI=eba_TR:x19";C_18.00;190;030;20626;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Swiss Franc (018)";"011#020#120#190";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CHF,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x5,TRI=eba_TR:x19";C_18.00;190;040;20626;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Swiss Franc (018)";"011#020#120#190";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CHF,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x42,TRI=eba_TR:x19";C_18.00;200;030;20626;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 20 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Swiss Franc (018)";"011#020#120#200";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 20 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CHF,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x42,TRI=eba_TR:x19";C_18.00;200;040;20626;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 20 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Swiss Franc (018)";"011#020#120#200";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 20 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x22,BAS=eba_BA:x17,CUE=eba_CU:CHF,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;210;010;20626;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Duration-based approach";"Positions";"All positions";"Long";;;;;;;;"Swiss Franc (018)";"011#210";"General risk#Duration-based approach";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x22,BAS=eba_BA:x17,CUE=eba_CU:CHF,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;210;020;20626;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Duration-based approach";"Positions";"All positions";"Short";;;;;;;;"Swiss Franc (018)";"011#210";"General risk#Duration-based approach";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x22,BAS=eba_BA:x17,CUE=eba_CU:CHF,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;210;030;20626;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Duration-based approach";"Positions";"Net positions";"Long";;;;;;;;"Swiss Franc (018)";"011#210";"General risk#Duration-based approach";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x22,BAS=eba_BA:x17,CUE=eba_CU:CHF,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;210;040;20626;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Duration-based approach";"Positions";"Net positions";"Short";;;;;;;;"Swiss Franc (018)";"011#210";"General risk#Duration-based approach";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x22,BAS=eba_BA:x9,CUE=eba_CU:CHF,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;210;050;20626;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Duration-based approach";"Positions";"Positions subject to capital charge";;;;;;;;;"Swiss Franc (018)";"011#210";"General risk#Duration-based approach";"Positions#Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x22,BAS=eba_BA:x9,CUE=eba_CU:CHF,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;210;060;20626;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Duration-based approach";"Own funds requirements";;;;;;;;;;"Swiss Franc (018)";"011#210";"General risk#Duration-based approach";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x22,BAS=eba_BA:x17,CUE=eba_CU:CHF,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x64,TRI=eba_TR:x19";C_18.00;220;010;20626;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Zone 1";"Positions";"All positions";"Long";;;;;;;;"Swiss Franc (018)";"011#210#220";"General risk#Duration-based approach#Zone 1";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x22,BAS=eba_BA:x17,CUE=eba_CU:CHF,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x64,TRI=eba_TR:x19";C_18.00;220;020;20626;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Zone 1";"Positions";"All positions";"Short";;;;;;;;"Swiss Franc (018)";"011#210#220";"General risk#Duration-based approach#Zone 1";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x22,BAS=eba_BA:x17,CUE=eba_CU:CHF,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x64,TRI=eba_TR:x19";C_18.00;220;030;20626;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Zone 1";"Positions";"Net positions";"Long";;;;;;;;"Swiss Franc (018)";"011#210#220";"General risk#Duration-based approach#Zone 1";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x22,BAS=eba_BA:x17,CUE=eba_CU:CHF,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x64,TRI=eba_TR:x19";C_18.00;220;040;20626;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Zone 1";"Positions";"Net positions";"Short";;;;;;;;"Swiss Franc (018)";"011#210#220";"General risk#Duration-based approach#Zone 1";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x22,BAS=eba_BA:x17,CUE=eba_CU:CHF,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x65,TRI=eba_TR:x19";C_18.00;230;010;20626;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Zone 2";"Positions";"All positions";"Long";;;;;;;;"Swiss Franc (018)";"011#210#230";"General risk#Duration-based approach#Zone 2";"Positions#All positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:TRY,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x34,TRI=eba_TR:x19";C_18.00;050;030;20627;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 3 months";"Positions";"Net positions";"Long";;;;;;;;"Turkish Lira (019)";"011#020#030#050";"General risk#Maturity-based approach#Zone 1#> 1 <= 3 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:TRY,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x34,TRI=eba_TR:x19";C_18.00;050;040;20627;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 3 months";"Positions";"Net positions";"Short";;;;;;;;"Turkish Lira (019)";"011#020#030#050";"General risk#Maturity-based approach#Zone 1#> 1 <= 3 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:TRY,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x36,TRI=eba_TR:x19";C_18.00;060;030;20627;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 6 months";"Positions";"Net positions";"Long";;;;;;;;"Turkish Lira (019)";"011#020#030#060";"General risk#Maturity-based approach#Zone 1#> 3 <= 6 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:TRY,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x36,TRI=eba_TR:x19";C_18.00;060;040;20627;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 6 months";"Positions";"Net positions";"Short";;;;;;;;"Turkish Lira (019)";"011#020#030#060";"General risk#Maturity-based approach#Zone 1#> 3 <= 6 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:TRY,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x37,TRI=eba_TR:x19";C_18.00;070;030;20627;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 6 <= 12 months";"Positions";"Net positions";"Long";;;;;;;;"Turkish Lira (019)";"011#020#030#070";"General risk#Maturity-based approach#Zone 1#> 6 <= 12 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:TRY,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x37,TRI=eba_TR:x19";C_18.00;070;040;20627;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 6 <= 12 months";"Positions";"Net positions";"Short";;;;;;;;"Turkish Lira (019)";"011#020#030#070";"General risk#Maturity-based approach#Zone 1#> 6 <= 12 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:TRY,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;010;20627;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"All positions";"Long";;;;;;;;"Turkish Lira (019)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:TRY,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;020;20627;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"All positions";"Short";;;;;;;;"Turkish Lira (019)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:TRY,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;030;20627;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"Net positions";"Long";;;;;;;;"Turkish Lira (019)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:TRY,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;040;20627;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"Net positions";"Short";;;;;;;;"Turkish Lira (019)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:TRY,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x38,TRI=eba_TR:x19";C_18.00;090;030;20627;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Turkish Lira (019)";"011#020#080#090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:TRY,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x38,TRI=eba_TR:x19";C_18.00;090;040;20627;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Turkish Lira (019)";"011#020#080#090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:TRY,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x40,TRI=eba_TR:x19";C_18.00;100;030;20627;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Turkish Lira (019)";"011#020#080#100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:TRY,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x40,TRI=eba_TR:x19";C_18.00;100;040;20627;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Turkish Lira (019)";"011#020#080#100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:TRY,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x43,TRI=eba_TR:x19";C_18.00;110;030;20627;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Turkish Lira (019)";"011#020#080#110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:TRY,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x43,TRI=eba_TR:x19";C_18.00;110;040;20627;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Turkish Lira (019)";"011#020#080#110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:TRY,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;010;20627;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Long";;;;;;;;"Turkish Lira (019)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:TRY,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;020;20627;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Short";;;;;;;;"Turkish Lira (019)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:TRY,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;030;20627;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Long";;;;;;;;"Turkish Lira (019)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:TRY,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;040;20627;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Short";;;;;;;;"Turkish Lira (019)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:TRY,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x44,TRI=eba_TR:x19";C_18.00;130;030;20627;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Turkish Lira (019)";"011#020#120#130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:TRY,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x44,TRI=eba_TR:x19";C_18.00;130;040;20627;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Turkish Lira (019)";"011#020#120#130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:TRY,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x46,TRI=eba_TR:x19";C_18.00;140;030;20627;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Turkish Lira (019)";"011#020#120#140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:TRY,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x46,TRI=eba_TR:x19";C_18.00;140;040;20627;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Turkish Lira (019)";"011#020#120#140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:TRY,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x47,TRI=eba_TR:x19";C_18.00;150;030;20627;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Turkish Lira (019)";"011#020#120#150";"General risk#Maturity-based approach#1.3 Zone 3#> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:TRY,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x47,TRI=eba_TR:x19";C_18.00;150;040;20627;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Turkish Lira (019)";"011#020#120#150";"General risk#Maturity-based approach#1.3 Zone 3#> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:TRY,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x48,TRI=eba_TR:x19";C_18.00;160;030;20627;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Turkish Lira (019)";"011#020#120#160";"General risk#Maturity-based approach#1.3 Zone 3#> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:TRY,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x48,TRI=eba_TR:x19";C_18.00;160;040;20627;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Turkish Lira (019)";"011#020#120#160";"General risk#Maturity-based approach#1.3 Zone 3#> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:TRY,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x50,TRI=eba_TR:x19";C_18.00;170;030;20627;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Turkish Lira (019)";"011#020#120#170";"General risk#Maturity-based approach#1.3 Zone 3#> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x65,BAS=eba_BA:x9,CUE=eba_CU:TRY,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x20";C_18.00;250;060;20627;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Specific risk";"Own funds requirements";;;;;;;;;;"Turkish Lira (019)";"250";"Specific risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:TRY,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x20";C_18.00;251;060;20627;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Own funds requirement for non-securitisation debt instruments";"Own funds requirements";;;;;;;;;;"Turkish Lira (019)";"250#251";"Specific risk#Own funds requirement for non-securitisation debt instruments";"Own funds requirements";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:TRY,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x1,TRI=eba_TR:x20";C_18.00;260;060;20627;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the first category";"Own funds requirements";;;;;;;;;;"Turkish Lira (019)";"250#251#260";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the first category";"Own funds requirements";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:TRY,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x35,TRI=eba_TR:x20";C_18.00;280;050;20627;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With residual term <= 6 months";"Positions";"Positions subject to capital charge";;;;;;;;;"Turkish Lira (019)";"250#251#270#280";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With residual term <= 6 months";"Positions#Positions subject to capital charge";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:TRY,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x39,TRI=eba_TR:x20";C_18.00;300;060;20627;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With a residual term > 24 months";"Own funds requirements";;;;;;;;;;"Turkish Lira (019)";"250#251#270#300";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With a residual term > 24 months";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:TRY,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x5,TRI=eba_TR:x20";C_18.00;310;010;20627;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the third category";"Positions";"All positions";"Long";;;;;;;;"Turkish Lira (019)";"250#251#310";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the third category";"Positions#All positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:TRY,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x5,TRI=eba_TR:x20";C_18.00;310;050;20627;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the third category";"Positions";"Positions subject to capital charge";;;;;;;;;"Turkish Lira (019)";"250#251#310";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the third category";"Positions#Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:TRY,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x5,TRI=eba_TR:x20";C_18.00;310;060;20627;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the third category";"Own funds requirements";;;;;;;;;;"Turkish Lira (019)";"250#251#310";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the third category";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:TRY,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x7,TRI=eba_TR:x20";C_18.00;320;010;20627;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the fourth category";"Positions";"All positions";"Long";;;;;;;;"Turkish Lira (019)";"250#251#320";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the fourth category";"Positions#All positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:TRY,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x7,TRI=eba_TR:x20";C_18.00;320;040;20627;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the fourth category";"Positions";"Net positions";"Short";;;;;;;;"Turkish Lira (019)";"250#251#320";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the fourth category";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:TRY,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x7,TRI=eba_TR:x20";C_18.00;320;050;20627;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the fourth category";"Positions";"Positions subject to capital charge";;;;;;;;;"Turkish Lira (019)";"250#251#320";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the fourth category";"Positions#Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:TRY,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x7,TRI=eba_TR:x20";C_18.00;320;060;20627;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the fourth category";"Own funds requirements";;;;;;;;;;"Turkish Lira (019)";"250#251#320";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the fourth category";"Own funds requirements";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:TRY,EXT=eba_ER:x1,MCY=eba_MC:x244,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x20";C_18.00;321;020;20627;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Rated nth-to default credit derivatives";"Positions";"All positions";"Short";;;;;;;;"Turkish Lira (019)";"250#251#321";"Specific risk#Own funds requirement for non-securitisation debt instruments#Rated nth-to default credit derivatives";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:TRY,EXT=eba_ER:x1,MCY=eba_MC:x244,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x20";C_18.00;321;030;20627;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Rated nth-to default credit derivatives";"Positions";"Net positions";"Long";;;;;;;;"Turkish Lira (019)";"250#251#321";"Specific risk#Own funds requirement for non-securitisation debt instruments#Rated nth-to default credit derivatives";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:TRY,EXT=eba_ER:x1,MCY=eba_MC:x244,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x20";C_18.00;321;040;20627;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Rated nth-to default credit derivatives";"Positions";"Net positions";"Short";;;;;;;;"Turkish Lira (019)";"250#251#321";"Specific risk#Own funds requirement for non-securitisation debt instruments#Rated nth-to default credit derivatives";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:TRY,EXT=eba_ER:x1,MCY=eba_MC:x244,PRP=eba_PL:x51,TRI=eba_TR:x20";C_18.00;321;050;20627;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Rated nth-to default credit derivatives";"Positions";"Positions subject to capital charge";;;;;;;;;"Turkish Lira (019)";"250#251#321";"Specific risk#Own funds requirement for non-securitisation debt instruments#Rated nth-to default credit derivatives";"Positions#Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:TRY,EXT=eba_ER:x1,MCY=eba_MC:x244,PRP=eba_PL:x51,TRI=eba_TR:x20";C_18.00;321;060;20627;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Rated nth-to default credit derivatives";"Own funds requirements";;;;;;;;;;"Turkish Lira (019)";"250#251#321";"Specific risk#Own funds requirement for non-securitisation debt instruments#Rated nth-to default credit derivatives";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x9,BAS=eba_BA:x9,CUE=eba_CU:TRY,MCY=eba_MC:x19,PRP=eba_PL:x51,TRI=eba_TR:x22";C_18.00;325;060;20627;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Own funds requirement for securitisation instruments";"Own funds requirements";;;;;;;;;;"Turkish Lira (019)";"250#325";"Specific risk#Own funds requirement for securitisation instruments";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x6,BAS=eba_BA:x9,CUE=eba_CU:TRY,MCY=eba_MC:x189,PRP=eba_PL:x51,TRI=eba_TR:x21";C_18.00;330;060;20627;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Own funds requirement for the correlation trading portfolio";"Own funds requirements";;;;;;;;;;"Turkish Lira (019)";"250#330";"Specific risk#Own funds requirement for the correlation trading portfolio";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x39,BAS=eba_BA:x9,CUE=eba_CU:TRY,MCY=eba_MC:x49,PRP=eba_PL:x51,TRI=eba_TR:x17";C_18.00;340;060;20627;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Particular Approach for position risk in CIUs";"Own funds requirements";;;;;;;;;;"Turkish Lira (019)";"340";"Particular Approach for position risk in CIUs";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x11,BAS=eba_BA:x9,CUE=eba_CU:TRY,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;350;060;20627;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Additional requirements for options (non-delta risks)";"Own funds requirements";;;;;;;;;;"Turkish Lira (019)";"350";"Additional requirements for options (non-delta risks)";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x61,BAS=eba_BA:x9,CUE=eba_CU:TRY,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;360;060;20627;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Simplified method";"Own funds requirements";;;;;;;;;;"Turkish Lira (019)";"350#360";"Additional requirements for options (non-delta risks)#Simplified method";"Own funds requirements";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x63,BAS=eba_BA:x9,CUE=eba_CU:TRY,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;380;060;20627;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Delta plus approach - additional requirements for vega risk";"Own funds requirements";;;;;;;;;;"Turkish Lira (019)";"350#380";"Additional requirements for options (non-delta risks)#Delta plus approach - additional requirements for vega risk";"Own funds requirements";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x32,BAS=eba_BA:x9,CUE=eba_CU:UAH,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;020;050;20628;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Maturity-based approach";"Positions";"Positions subject to capital charge";;;;;;;;;"Hryvnia (020)";"011#020";"General risk#Maturity-based approach";"Positions#Positions subject to capital charge";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:UAH,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x69,TRI=eba_TR:x19";C_18.00;030;010;20628;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Zone 1";"Positions";"All positions";"Long";;;;;;;;"Hryvnia (020)";"011#020#030";"General risk#Maturity-based approach#Zone 1";"Positions#All positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:UAH,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x1,TRI=eba_TR:x19";C_18.00;040;030;20628;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"0 <= 1 month";"Positions";"Net positions";"Long";;;;;;;;"Hryvnia (020)";"011#020#030#040";"General risk#Maturity-based approach#Zone 1#0 <= 1 month";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:UAH,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x1,TRI=eba_TR:x19";C_18.00;040;040;20628;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"0 <= 1 month";"Positions";"Net positions";"Short";;;;;;;;"Hryvnia (020)";"011#020#030#040";"General risk#Maturity-based approach#Zone 1#0 <= 1 month";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:UAH,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x34,TRI=eba_TR:x19";C_18.00;050;030;20628;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 3 months";"Positions";"Net positions";"Long";;;;;;;;"Hryvnia (020)";"011#020#030#050";"General risk#Maturity-based approach#Zone 1#> 1 <= 3 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:UAH,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x34,TRI=eba_TR:x19";C_18.00;050;040;20628;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 3 months";"Positions";"Net positions";"Short";;;;;;;;"Hryvnia (020)";"011#020#030#050";"General risk#Maturity-based approach#Zone 1#> 1 <= 3 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:UAH,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x36,TRI=eba_TR:x19";C_18.00;060;030;20628;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 6 months";"Positions";"Net positions";"Long";;;;;;;;"Hryvnia (020)";"011#020#030#060";"General risk#Maturity-based approach#Zone 1#> 3 <= 6 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:UAH,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x36,TRI=eba_TR:x19";C_18.00;060;040;20628;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 6 months";"Positions";"Net positions";"Short";;;;;;;;"Hryvnia (020)";"011#020#030#060";"General risk#Maturity-based approach#Zone 1#> 3 <= 6 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:UAH,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x37,TRI=eba_TR:x19";C_18.00;070;030;20628;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 6 <= 12 months";"Positions";"Net positions";"Long";;;;;;;;"Hryvnia (020)";"011#020#030#070";"General risk#Maturity-based approach#Zone 1#> 6 <= 12 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:UAH,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x37,TRI=eba_TR:x19";C_18.00;070;040;20628;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 6 <= 12 months";"Positions";"Net positions";"Short";;;;;;;;"Hryvnia (020)";"011#020#030#070";"General risk#Maturity-based approach#Zone 1#> 6 <= 12 months";"Positions#Net positions#Short";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:UAH,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;030;20628;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"Net positions";"Long";;;;;;;;"Hryvnia (020)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:UAH,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;040;20628;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"Net positions";"Short";;;;;;;;"Hryvnia (020)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:UAH,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x38,TRI=eba_TR:x19";C_18.00;090;030;20628;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Hryvnia (020)";"011#020#080#090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:UAH,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x38,TRI=eba_TR:x19";C_18.00;090;040;20628;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Hryvnia (020)";"011#020#080#090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:UAH,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x40,TRI=eba_TR:x19";C_18.00;100;030;20628;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Hryvnia (020)";"011#020#080#100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:UAH,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x40,TRI=eba_TR:x19";C_18.00;100;040;20628;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Hryvnia (020)";"011#020#080#100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:UAH,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x43,TRI=eba_TR:x19";C_18.00;110;030;20628;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Hryvnia (020)";"011#020#080#110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:UAH,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x43,TRI=eba_TR:x19";C_18.00;110;040;20628;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Hryvnia (020)";"011#020#080#110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:UAH,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;010;20628;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Long";;;;;;;;"Hryvnia (020)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:UAH,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;020;20628;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Short";;;;;;;;"Hryvnia (020)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:UAH,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;030;20628;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Long";;;;;;;;"Hryvnia (020)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:UAH,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;040;20628;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Short";;;;;;;;"Hryvnia (020)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:UAH,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x44,TRI=eba_TR:x19";C_18.00;130;030;20628;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Hryvnia (020)";"011#020#120#130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:UAH,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x44,TRI=eba_TR:x19";C_18.00;130;040;20628;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Hryvnia (020)";"011#020#120#130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:UAH,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x46,TRI=eba_TR:x19";C_18.00;140;030;20628;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Hryvnia (020)";"011#020#120#140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:UAH,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x46,TRI=eba_TR:x19";C_18.00;140;040;20628;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Hryvnia (020)";"011#020#120#140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:UAH,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x47,TRI=eba_TR:x19";C_18.00;150;030;20628;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Hryvnia (020)";"011#020#120#150";"General risk#Maturity-based approach#1.3 Zone 3#> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:UAH,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x47,TRI=eba_TR:x19";C_18.00;150;040;20628;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Hryvnia (020)";"011#020#120#150";"General risk#Maturity-based approach#1.3 Zone 3#> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:UAH,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x48,TRI=eba_TR:x19";C_18.00;160;030;20628;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Hryvnia (020)";"011#020#120#160";"General risk#Maturity-based approach#1.3 Zone 3#> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:UAH,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x48,TRI=eba_TR:x19";C_18.00;160;040;20628;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Hryvnia (020)";"011#020#120#160";"General risk#Maturity-based approach#1.3 Zone 3#> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:UAH,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x50,TRI=eba_TR:x19";C_18.00;170;030;20628;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Hryvnia (020)";"011#020#120#170";"General risk#Maturity-based approach#1.3 Zone 3#> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:UAH,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x50,TRI=eba_TR:x19";C_18.00;170;040;20628;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Hryvnia (020)";"011#020#120#170";"General risk#Maturity-based approach#1.3 Zone 3#> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:UAH,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x4,TRI=eba_TR:x19";C_18.00;180;030;20628;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Hryvnia (020)";"011#020#120#180";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:UAH,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x4,TRI=eba_TR:x19";C_18.00;180;040;20628;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Hryvnia (020)";"011#020#120#180";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:UAH,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x5,TRI=eba_TR:x19";C_18.00;190;030;20628;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Hryvnia (020)";"011#020#120#190";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:UAH,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x5,TRI=eba_TR:x19";C_18.00;190;040;20628;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Hryvnia (020)";"011#020#120#190";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:UAH,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x52,TRI=eba_TR:x20";C_18.00;270;010;20628;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the second category";"Positions";"All positions";"Long";;;;;;;;"Hryvnia (020)";"250#251#270";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category";"Positions#All positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:UAH,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x52,TRI=eba_TR:x20";C_18.00;270;060;20628;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the second category";"Own funds requirements";;;;;;;;;;"Hryvnia (020)";"250#251#270";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category";"Own funds requirements";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:UAH,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x35,TRI=eba_TR:x20";C_18.00;280;060;20628;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With residual term <= 6 months";"Own funds requirements";;;;;;;;;;"Hryvnia (020)";"250#251#270#280";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With residual term <= 6 months";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:UAH,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x2,TRI=eba_TR:x20";C_18.00;290;010;20628;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With a residual term > 6 months and <= 24 months";"Positions";"All positions";"Long";;;;;;;;"Hryvnia (020)";"250#251#270#290";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With a residual term > 6 months and <= 24 months";"Positions#All positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:UAH,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x2,TRI=eba_TR:x20";C_18.00;290;050;20628;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With a residual term > 6 months and <= 24 months";"Positions";"Positions subject to capital charge";;;;;;;;;"Hryvnia (020)";"250#251#270#290";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With a residual term > 6 months and <= 24 months";"Positions#Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:UAH,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x2,TRI=eba_TR:x20";C_18.00;290;060;20628;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With a residual term > 6 months and <= 24 months";"Own funds requirements";;;;;;;;;;"Hryvnia (020)";"250#251#270#290";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With a residual term > 6 months and <= 24 months";"Own funds requirements";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:UAH,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x39,TRI=eba_TR:x20";C_18.00;300;030;20628;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With a residual term > 24 months";"Positions";"Net positions";"Long";;;;;;;;"Hryvnia (020)";"250#251#270#300";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With a residual term > 24 months";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:UAH,EXT=eba_ER:x1,MCY=eba_MC:x244,PRP=eba_PL:x51,TRI=eba_TR:x20";C_18.00;321;060;20628;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Rated nth-to default credit derivatives";"Own funds requirements";;;;;;;;;;"Hryvnia (020)";"250#251#321";"Specific risk#Own funds requirement for non-securitisation debt instruments#Rated nth-to default credit derivatives";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x9,BAS=eba_BA:x9,CUE=eba_CU:UAH,MCY=eba_MC:x19,PRP=eba_PL:x51,TRI=eba_TR:x22";C_18.00;325;060;20628;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Own funds requirement for securitisation instruments";"Own funds requirements";;;;;;;;;;"Hryvnia (020)";"250#325";"Specific risk#Own funds requirement for securitisation instruments";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x6,BAS=eba_BA:x9,CUE=eba_CU:UAH,MCY=eba_MC:x189,PRP=eba_PL:x51,TRI=eba_TR:x21";C_18.00;330;060;20628;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Own funds requirement for the correlation trading portfolio";"Own funds requirements";;;;;;;;;;"Hryvnia (020)";"250#330";"Specific risk#Own funds requirement for the correlation trading portfolio";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x39,BAS=eba_BA:x9,CUE=eba_CU:UAH,MCY=eba_MC:x49,PRP=eba_PL:x51,TRI=eba_TR:x17";C_18.00;340;060;20628;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Particular Approach for position risk in CIUs";"Own funds requirements";;;;;;;;;;"Hryvnia (020)";"340";"Particular Approach for position risk in CIUs";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x11,BAS=eba_BA:x9,CUE=eba_CU:UAH,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;350;060;20628;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Additional requirements for options (non-delta risks)";"Own funds requirements";;;;;;;;;;"Hryvnia (020)";"350";"Additional requirements for options (non-delta risks)";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x61,BAS=eba_BA:x9,CUE=eba_CU:UAH,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;360;060;20628;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Simplified method";"Own funds requirements";;;;;;;;;;"Hryvnia (020)";"350#360";"Additional requirements for options (non-delta risks)#Simplified method";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x62,BAS=eba_BA:x9,CUE=eba_CU:UAH,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;370;060;20628;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Delta plus approach - additional requirements for gamma risk";"Own funds requirements";;;;;;;;;;"Hryvnia (020)";"350#370";"Additional requirements for options (non-delta risks)#Delta plus approach - additional requirements for gamma risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x63,BAS=eba_BA:x9,CUE=eba_CU:UAH,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;380;060;20628;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Delta plus approach - additional requirements for vega risk";"Own funds requirements";;;;;;;;;;"Hryvnia (020)";"350#380";"Additional requirements for options (non-delta risks)#Delta plus approach - additional requirements for vega risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x64,BAS=eba_BA:x9,CUE=eba_CU:UAH,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;390;060;20628;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Scenario matrix approach";"Own funds requirements";;;;;;;;;;"Hryvnia (020)";"350#390";"Additional requirements for options (non-delta risks)#Scenario matrix approach";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x48,BAS=eba_BA:x9,CUE=eba_CU:USD,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;010;060;20629;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"TRADED DEBT INSTRUMENTS IN TRADING BOOK";"Own funds requirements";;;;;;;;;;"US Dollar (021)";"010";"TRADED DEBT INSTRUMENTS IN TRADING BOOK";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi235,APR=eba_AP:x48,BAS=eba_BA:x9,CUE=eba_CU:USD,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;010;070;20629;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"TRADED DEBT INSTRUMENTS IN TRADING BOOK";"Total risk exposure amount";;;;;;;;;;"US Dollar (021)";"010";"TRADED DEBT INSTRUMENTS IN TRADING BOOK";"Total risk exposure amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x10,BAS=eba_BA:x9,CUE=eba_CU:USD,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;011;060;20629;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"General risk";"Own funds requirements";;;;;;;;;;"US Dollar (021)";"011";"General risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x10,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x99,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;012;010;20629;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Derivatives";"Positions";"All positions";"Long";;;;;;;;"US Dollar (021)";"011#012";"General risk#Derivatives";"Positions#All positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x10,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x157,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;013;020;20629;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Other assets and liabilities";"Positions";"All positions";"Short";;;;;;;;"US Dollar (021)";"011#013";"General risk#Other assets and liabilities";"Positions#All positions#Short";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;020;020;20629;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Maturity-based approach";"Positions";"All positions";"Short";;;;;;;;"US Dollar (021)";"011#020";"General risk#Maturity-based approach";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;020;030;20629;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Maturity-based approach";"Positions";"Net positions";"Long";;;;;;;;"US Dollar (021)";"011#020";"General risk#Maturity-based approach";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;020;040;20629;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Maturity-based approach";"Positions";"Net positions";"Short";;;;;;;;"US Dollar (021)";"011#020";"General risk#Maturity-based approach";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x32,BAS=eba_BA:x9,CUE=eba_CU:USD,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;020;050;20629;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Maturity-based approach";"Positions";"Positions subject to capital charge";;;;;;;;;"US Dollar (021)";"011#020";"General risk#Maturity-based approach";"Positions#Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x32,BAS=eba_BA:x9,CUE=eba_CU:USD,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;020;060;20629;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Maturity-based approach";"Own funds requirements";;;;;;;;;;"US Dollar (021)";"011#020";"General risk#Maturity-based approach";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x69,TRI=eba_TR:x19";C_18.00;030;010;20629;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Zone 1";"Positions";"All positions";"Long";;;;;;;;"US Dollar (021)";"011#020#030";"General risk#Maturity-based approach#Zone 1";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x69,TRI=eba_TR:x19";C_18.00;030;020;20629;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Zone 1";"Positions";"All positions";"Short";;;;;;;;"US Dollar (021)";"011#020#030";"General risk#Maturity-based approach#Zone 1";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x69,TRI=eba_TR:x19";C_18.00;030;030;20629;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Zone 1";"Positions";"Net positions";"Long";;;;;;;;"US Dollar (021)";"011#020#030";"General risk#Maturity-based approach#Zone 1";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x69,TRI=eba_TR:x19";C_18.00;030;040;20629;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Zone 1";"Positions";"Net positions";"Short";;;;;;;;"US Dollar (021)";"011#020#030";"General risk#Maturity-based approach#Zone 1";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x1,TRI=eba_TR:x19";C_18.00;040;030;20629;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"0 <= 1 month";"Positions";"Net positions";"Long";;;;;;;;"US Dollar (021)";"011#020#030#040";"General risk#Maturity-based approach#Zone 1#0 <= 1 month";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x1,TRI=eba_TR:x19";C_18.00;040;040;20629;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"0 <= 1 month";"Positions";"Net positions";"Short";;;;;;;;"US Dollar (021)";"011#020#030#040";"General risk#Maturity-based approach#Zone 1#0 <= 1 month";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x34,TRI=eba_TR:x19";C_18.00;050;030;20629;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 3 months";"Positions";"Net positions";"Long";;;;;;;;"US Dollar (021)";"011#020#030#050";"General risk#Maturity-based approach#Zone 1#> 1 <= 3 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x34,TRI=eba_TR:x19";C_18.00;050;040;20629;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 3 months";"Positions";"Net positions";"Short";;;;;;;;"US Dollar (021)";"011#020#030#050";"General risk#Maturity-based approach#Zone 1#> 1 <= 3 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x36,TRI=eba_TR:x19";C_18.00;060;030;20629;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 6 months";"Positions";"Net positions";"Long";;;;;;;;"US Dollar (021)";"011#020#030#060";"General risk#Maturity-based approach#Zone 1#> 3 <= 6 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x36,TRI=eba_TR:x19";C_18.00;060;040;20629;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 6 months";"Positions";"Net positions";"Short";;;;;;;;"US Dollar (021)";"011#020#030#060";"General risk#Maturity-based approach#Zone 1#> 3 <= 6 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x37,TRI=eba_TR:x19";C_18.00;070;030;20629;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 6 <= 12 months";"Positions";"Net positions";"Long";;;;;;;;"US Dollar (021)";"011#020#030#070";"General risk#Maturity-based approach#Zone 1#> 6 <= 12 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x37,TRI=eba_TR:x19";C_18.00;070;040;20629;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 6 <= 12 months";"Positions";"Net positions";"Short";;;;;;;;"US Dollar (021)";"011#020#030#070";"General risk#Maturity-based approach#Zone 1#> 6 <= 12 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;010;20629;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"All positions";"Long";;;;;;;;"US Dollar (021)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;020;20629;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"All positions";"Short";;;;;;;;"US Dollar (021)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;030;20629;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"Net positions";"Long";;;;;;;;"US Dollar (021)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;040;20629;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"Net positions";"Short";;;;;;;;"US Dollar (021)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x38,TRI=eba_TR:x19";C_18.00;090;030;20629;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"US Dollar (021)";"011#020#080#090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x38,TRI=eba_TR:x19";C_18.00;090;040;20629;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"US Dollar (021)";"011#020#080#090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x40,TRI=eba_TR:x19";C_18.00;100;030;20629;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"US Dollar (021)";"011#020#080#100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x40,TRI=eba_TR:x19";C_18.00;100;040;20629;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"US Dollar (021)";"011#020#080#100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x43,TRI=eba_TR:x19";C_18.00;110;030;20629;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"US Dollar (021)";"011#020#080#110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x43,TRI=eba_TR:x19";C_18.00;110;040;20629;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"US Dollar (021)";"011#020#080#110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;010;20629;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Long";;;;;;;;"US Dollar (021)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;020;20629;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Short";;;;;;;;"US Dollar (021)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;030;20629;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Long";;;;;;;;"US Dollar (021)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;040;20629;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Short";;;;;;;;"US Dollar (021)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x44,TRI=eba_TR:x19";C_18.00;130;030;20629;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"US Dollar (021)";"011#020#120#130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x44,TRI=eba_TR:x19";C_18.00;130;040;20629;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"US Dollar (021)";"011#020#120#130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x46,TRI=eba_TR:x19";C_18.00;140;030;20629;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"US Dollar (021)";"011#020#120#140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x46,TRI=eba_TR:x19";C_18.00;140;040;20629;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"US Dollar (021)";"011#020#120#140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x47,TRI=eba_TR:x19";C_18.00;150;030;20629;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"US Dollar (021)";"011#020#120#150";"General risk#Maturity-based approach#1.3 Zone 3#> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x47,TRI=eba_TR:x19";C_18.00;150;040;20629;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"US Dollar (021)";"011#020#120#150";"General risk#Maturity-based approach#1.3 Zone 3#> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x48,TRI=eba_TR:x19";C_18.00;160;030;20629;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"US Dollar (021)";"011#020#120#160";"General risk#Maturity-based approach#1.3 Zone 3#> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x48,TRI=eba_TR:x19";C_18.00;160;040;20629;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"US Dollar (021)";"011#020#120#160";"General risk#Maturity-based approach#1.3 Zone 3#> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x50,TRI=eba_TR:x19";C_18.00;170;030;20629;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"US Dollar (021)";"011#020#120#170";"General risk#Maturity-based approach#1.3 Zone 3#> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x50,TRI=eba_TR:x19";C_18.00;170;040;20629;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"US Dollar (021)";"011#020#120#170";"General risk#Maturity-based approach#1.3 Zone 3#> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x4,TRI=eba_TR:x19";C_18.00;180;030;20629;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"US Dollar (021)";"011#020#120#180";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x4,TRI=eba_TR:x19";C_18.00;180;040;20629;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"US Dollar (021)";"011#020#120#180";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x5,TRI=eba_TR:x19";C_18.00;190;030;20629;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"US Dollar (021)";"011#020#120#190";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x5,TRI=eba_TR:x19";C_18.00;190;040;20629;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"US Dollar (021)";"011#020#120#190";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x42,TRI=eba_TR:x19";C_18.00;200;030;20629;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 20 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"US Dollar (021)";"011#020#120#200";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 20 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x42,TRI=eba_TR:x19";C_18.00;200;040;20629;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 20 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"US Dollar (021)";"011#020#120#200";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 20 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x22,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;210;010;20629;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Duration-based approach";"Positions";"All positions";"Long";;;;;;;;"US Dollar (021)";"011#210";"General risk#Duration-based approach";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x22,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;210;020;20629;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Duration-based approach";"Positions";"All positions";"Short";;;;;;;;"US Dollar (021)";"011#210";"General risk#Duration-based approach";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x22,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;210;030;20629;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Duration-based approach";"Positions";"Net positions";"Long";;;;;;;;"US Dollar (021)";"011#210";"General risk#Duration-based approach";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x22,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;210;040;20629;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Duration-based approach";"Positions";"Net positions";"Short";;;;;;;;"US Dollar (021)";"011#210";"General risk#Duration-based approach";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x22,BAS=eba_BA:x9,CUE=eba_CU:USD,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;210;050;20629;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Duration-based approach";"Positions";"Positions subject to capital charge";;;;;;;;;"US Dollar (021)";"011#210";"General risk#Duration-based approach";"Positions#Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x22,BAS=eba_BA:x9,CUE=eba_CU:USD,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;210;060;20629;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Duration-based approach";"Own funds requirements";;;;;;;;;;"US Dollar (021)";"011#210";"General risk#Duration-based approach";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x22,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x64,TRI=eba_TR:x19";C_18.00;220;010;20629;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Zone 1";"Positions";"All positions";"Long";;;;;;;;"US Dollar (021)";"011#210#220";"General risk#Duration-based approach#Zone 1";"Positions#All positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x22,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x64,TRI=eba_TR:x19";C_18.00;220;030;20629;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Zone 1";"Positions";"Net positions";"Long";;;;;;;;"US Dollar (021)";"011#210#220";"General risk#Duration-based approach#Zone 1";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x35,TRI=eba_TR:x20";C_18.00;280;030;20629;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With residual term <= 6 months";"Positions";"Net positions";"Long";;;;;;;;"US Dollar (021)";"250#251#270#280";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With residual term <= 6 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x35,TRI=eba_TR:x20";C_18.00;280;040;20629;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With residual term <= 6 months";"Positions";"Net positions";"Short";;;;;;;;"US Dollar (021)";"250#251#270#280";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With residual term <= 6 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:USD,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x35,TRI=eba_TR:x20";C_18.00;280;050;20629;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With residual term <= 6 months";"Positions";"Positions subject to capital charge";;;;;;;;;"US Dollar (021)";"250#251#270#280";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With residual term <= 6 months";"Positions#Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:USD,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x35,TRI=eba_TR:x20";C_18.00;280;060;20629;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With residual term <= 6 months";"Own funds requirements";;;;;;;;;;"US Dollar (021)";"250#251#270#280";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With residual term <= 6 months";"Own funds requirements";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x2,TRI=eba_TR:x20";C_18.00;290;020;20629;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With a residual term > 6 months and <= 24 months";"Positions";"All positions";"Short";;;;;;;;"US Dollar (021)";"250#251#270#290";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With a residual term > 6 months and <= 24 months";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x2,TRI=eba_TR:x20";C_18.00;290;030;20629;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With a residual term > 6 months and <= 24 months";"Positions";"Net positions";"Long";;;;;;;;"US Dollar (021)";"250#251#270#290";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With a residual term > 6 months and <= 24 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x2,TRI=eba_TR:x20";C_18.00;290;040;20629;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With a residual term > 6 months and <= 24 months";"Positions";"Net positions";"Short";;;;;;;;"US Dollar (021)";"250#251#270#290";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With a residual term > 6 months and <= 24 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:USD,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x2,TRI=eba_TR:x20";C_18.00;290;050;20629;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With a residual term > 6 months and <= 24 months";"Positions";"Positions subject to capital charge";;;;;;;;;"US Dollar (021)";"250#251#270#290";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With a residual term > 6 months and <= 24 months";"Positions#Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:USD,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x2,TRI=eba_TR:x20";C_18.00;290;060;20629;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With a residual term > 6 months and <= 24 months";"Own funds requirements";;;;;;;;;;"US Dollar (021)";"250#251#270#290";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With a residual term > 6 months and <= 24 months";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x39,TRI=eba_TR:x20";C_18.00;300;010;20629;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With a residual term > 24 months";"Positions";"All positions";"Long";;;;;;;;"US Dollar (021)";"250#251#270#300";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With a residual term > 24 months";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x39,TRI=eba_TR:x20";C_18.00;300;020;20629;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With a residual term > 24 months";"Positions";"All positions";"Short";;;;;;;;"US Dollar (021)";"250#251#270#300";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With a residual term > 24 months";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x39,TRI=eba_TR:x20";C_18.00;300;030;20629;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With a residual term > 24 months";"Positions";"Net positions";"Long";;;;;;;;"US Dollar (021)";"250#251#270#300";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With a residual term > 24 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x39,TRI=eba_TR:x20";C_18.00;300;040;20629;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With a residual term > 24 months";"Positions";"Net positions";"Short";;;;;;;;"US Dollar (021)";"250#251#270#300";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With a residual term > 24 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:USD,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x39,TRI=eba_TR:x20";C_18.00;300;050;20629;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With a residual term > 24 months";"Positions";"Positions subject to capital charge";;;;;;;;;"US Dollar (021)";"250#251#270#300";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With a residual term > 24 months";"Positions#Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:USD,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x39,TRI=eba_TR:x20";C_18.00;300;060;20629;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With a residual term > 24 months";"Own funds requirements";;;;;;;;;;"US Dollar (021)";"250#251#270#300";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With a residual term > 24 months";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x5,TRI=eba_TR:x20";C_18.00;310;010;20629;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the third category";"Positions";"All positions";"Long";;;;;;;;"US Dollar (021)";"250#251#310";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the third category";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x5,TRI=eba_TR:x20";C_18.00;310;020;20629;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the third category";"Positions";"All positions";"Short";;;;;;;;"US Dollar (021)";"250#251#310";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the third category";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x5,TRI=eba_TR:x20";C_18.00;310;030;20629;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the third category";"Positions";"Net positions";"Long";;;;;;;;"US Dollar (021)";"250#251#310";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the third category";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x5,TRI=eba_TR:x20";C_18.00;310;040;20629;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the third category";"Positions";"Net positions";"Short";;;;;;;;"US Dollar (021)";"250#251#310";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the third category";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:USD,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x5,TRI=eba_TR:x20";C_18.00;310;050;20629;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the third category";"Positions";"Positions subject to capital charge";;;;;;;;;"US Dollar (021)";"250#251#310";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the third category";"Positions#Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:USD,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x5,TRI=eba_TR:x20";C_18.00;310;060;20629;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the third category";"Own funds requirements";;;;;;;;;;"US Dollar (021)";"250#251#310";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the third category";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x7,TRI=eba_TR:x20";C_18.00;320;010;20629;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the fourth category";"Positions";"All positions";"Long";;;;;;;;"US Dollar (021)";"250#251#320";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the fourth category";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x7,TRI=eba_TR:x20";C_18.00;320;020;20629;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the fourth category";"Positions";"All positions";"Short";;;;;;;;"US Dollar (021)";"250#251#320";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the fourth category";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x7,TRI=eba_TR:x20";C_18.00;320;030;20629;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the fourth category";"Positions";"Net positions";"Long";;;;;;;;"US Dollar (021)";"250#251#320";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the fourth category";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x7,TRI=eba_TR:x20";C_18.00;320;040;20629;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the fourth category";"Positions";"Net positions";"Short";;;;;;;;"US Dollar (021)";"250#251#320";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the fourth category";"Positions#Net positions#Short";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ISK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x69,TRI=eba_TR:x19";C_18.00;030;040;20630;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Zone 1";"Positions";"Net positions";"Short";;;;;;;;"Iceland Krona (022)";"011#020#030";"General risk#Maturity-based approach#Zone 1";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ISK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x1,TRI=eba_TR:x19";C_18.00;040;030;20630;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"0 <= 1 month";"Positions";"Net positions";"Long";;;;;;;;"Iceland Krona (022)";"011#020#030#040";"General risk#Maturity-based approach#Zone 1#0 <= 1 month";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ISK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x1,TRI=eba_TR:x19";C_18.00;040;040;20630;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"0 <= 1 month";"Positions";"Net positions";"Short";;;;;;;;"Iceland Krona (022)";"011#020#030#040";"General risk#Maturity-based approach#Zone 1#0 <= 1 month";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ISK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x34,TRI=eba_TR:x19";C_18.00;050;030;20630;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 3 months";"Positions";"Net positions";"Long";;;;;;;;"Iceland Krona (022)";"011#020#030#050";"General risk#Maturity-based approach#Zone 1#> 1 <= 3 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ISK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x34,TRI=eba_TR:x19";C_18.00;050;040;20630;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 3 months";"Positions";"Net positions";"Short";;;;;;;;"Iceland Krona (022)";"011#020#030#050";"General risk#Maturity-based approach#Zone 1#> 1 <= 3 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ISK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x36,TRI=eba_TR:x19";C_18.00;060;030;20630;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 6 months";"Positions";"Net positions";"Long";;;;;;;;"Iceland Krona (022)";"011#020#030#060";"General risk#Maturity-based approach#Zone 1#> 3 <= 6 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ISK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x36,TRI=eba_TR:x19";C_18.00;060;040;20630;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 6 months";"Positions";"Net positions";"Short";;;;;;;;"Iceland Krona (022)";"011#020#030#060";"General risk#Maturity-based approach#Zone 1#> 3 <= 6 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ISK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x37,TRI=eba_TR:x19";C_18.00;070;030;20630;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 6 <= 12 months";"Positions";"Net positions";"Long";;;;;;;;"Iceland Krona (022)";"011#020#030#070";"General risk#Maturity-based approach#Zone 1#> 6 <= 12 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ISK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x37,TRI=eba_TR:x19";C_18.00;070;040;20630;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 6 <= 12 months";"Positions";"Net positions";"Short";;;;;;;;"Iceland Krona (022)";"011#020#030#070";"General risk#Maturity-based approach#Zone 1#> 6 <= 12 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ISK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;010;20630;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"All positions";"Long";;;;;;;;"Iceland Krona (022)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ISK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;020;20630;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"All positions";"Short";;;;;;;;"Iceland Krona (022)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ISK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;030;20630;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"Net positions";"Long";;;;;;;;"Iceland Krona (022)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ISK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;040;20630;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"Net positions";"Short";;;;;;;;"Iceland Krona (022)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ISK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x38,TRI=eba_TR:x19";C_18.00;090;030;20630;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Iceland Krona (022)";"011#020#080#090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ISK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x38,TRI=eba_TR:x19";C_18.00;090;040;20630;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Iceland Krona (022)";"011#020#080#090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ISK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x40,TRI=eba_TR:x19";C_18.00;100;030;20630;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Iceland Krona (022)";"011#020#080#100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ISK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x40,TRI=eba_TR:x19";C_18.00;100;040;20630;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Iceland Krona (022)";"011#020#080#100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ISK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x43,TRI=eba_TR:x19";C_18.00;110;030;20630;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Iceland Krona (022)";"011#020#080#110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ISK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x43,TRI=eba_TR:x19";C_18.00;110;040;20630;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Iceland Krona (022)";"011#020#080#110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ISK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;010;20630;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Long";;;;;;;;"Iceland Krona (022)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ISK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;020;20630;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Short";;;;;;;;"Iceland Krona (022)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ISK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;030;20630;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Long";;;;;;;;"Iceland Krona (022)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ISK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;040;20630;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Short";;;;;;;;"Iceland Krona (022)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ISK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x44,TRI=eba_TR:x19";C_18.00;130;030;20630;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Iceland Krona (022)";"011#020#120#130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ISK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x44,TRI=eba_TR:x19";C_18.00;130;040;20630;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Iceland Krona (022)";"011#020#120#130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ISK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x46,TRI=eba_TR:x19";C_18.00;140;030;20630;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Iceland Krona (022)";"011#020#120#140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ISK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x46,TRI=eba_TR:x19";C_18.00;140;040;20630;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Iceland Krona (022)";"011#020#120#140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ISK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x47,TRI=eba_TR:x19";C_18.00;150;030;20630;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Iceland Krona (022)";"011#020#120#150";"General risk#Maturity-based approach#1.3 Zone 3#> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ISK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x48,TRI=eba_TR:x19";C_18.00;160;030;20630;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Iceland Krona (022)";"011#020#120#160";"General risk#Maturity-based approach#1.3 Zone 3#> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ISK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x50,TRI=eba_TR:x19";C_18.00;170;030;20630;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Iceland Krona (022)";"011#020#120#170";"General risk#Maturity-based approach#1.3 Zone 3#> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ISK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x4,TRI=eba_TR:x19";C_18.00;180;030;20630;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Iceland Krona (022)";"011#020#120#180";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x22,BAS=eba_BA:x17,CUE=eba_CU:ISK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;210;040;20630;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Duration-based approach";"Positions";"Net positions";"Short";;;;;;;;"Iceland Krona (022)";"011#210";"General risk#Duration-based approach";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x22,BAS=eba_BA:x9,CUE=eba_CU:ISK,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;210;050;20630;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Duration-based approach";"Positions";"Positions subject to capital charge";;;;;;;;;"Iceland Krona (022)";"011#210";"General risk#Duration-based approach";"Positions#Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x22,BAS=eba_BA:x9,CUE=eba_CU:ISK,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;210;060;20630;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Duration-based approach";"Own funds requirements";;;;;;;;;;"Iceland Krona (022)";"011#210";"General risk#Duration-based approach";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x22,BAS=eba_BA:x17,CUE=eba_CU:ISK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x64,TRI=eba_TR:x19";C_18.00;220;010;20630;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Zone 1";"Positions";"All positions";"Long";;;;;;;;"Iceland Krona (022)";"011#210#220";"General risk#Duration-based approach#Zone 1";"Positions#All positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x22,BAS=eba_BA:x17,CUE=eba_CU:ISK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x64,TRI=eba_TR:x19";C_18.00;220;030;20630;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Zone 1";"Positions";"Net positions";"Long";;;;;;;;"Iceland Krona (022)";"011#210#220";"General risk#Duration-based approach#Zone 1";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x22,BAS=eba_BA:x17,CUE=eba_CU:ISK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x65,TRI=eba_TR:x19";C_18.00;230;010;20630;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Zone 2";"Positions";"All positions";"Long";;;;;;;;"Iceland Krona (022)";"011#210#230";"General risk#Duration-based approach#Zone 2";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x22,BAS=eba_BA:x17,CUE=eba_CU:ISK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x65,TRI=eba_TR:x19";C_18.00;230;020;20630;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Zone 2";"Positions";"All positions";"Short";;;;;;;;"Iceland Krona (022)";"011#210#230";"General risk#Duration-based approach#Zone 2";"Positions#All positions#Short";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:NOK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x34,TRI=eba_TR:x19";C_18.00;050;040;20631;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 3 months";"Positions";"Net positions";"Short";;;;;;;;"Norwegian Krone (023)";"011#020#030#050";"General risk#Maturity-based approach#Zone 1#> 1 <= 3 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:NOK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x36,TRI=eba_TR:x19";C_18.00;060;030;20631;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 6 months";"Positions";"Net positions";"Long";;;;;;;;"Norwegian Krone (023)";"011#020#030#060";"General risk#Maturity-based approach#Zone 1#> 3 <= 6 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:NOK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x36,TRI=eba_TR:x19";C_18.00;060;040;20631;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 6 months";"Positions";"Net positions";"Short";;;;;;;;"Norwegian Krone (023)";"011#020#030#060";"General risk#Maturity-based approach#Zone 1#> 3 <= 6 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:NOK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x37,TRI=eba_TR:x19";C_18.00;070;030;20631;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 6 <= 12 months";"Positions";"Net positions";"Long";;;;;;;;"Norwegian Krone (023)";"011#020#030#070";"General risk#Maturity-based approach#Zone 1#> 6 <= 12 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:NOK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x37,TRI=eba_TR:x19";C_18.00;070;040;20631;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 6 <= 12 months";"Positions";"Net positions";"Short";;;;;;;;"Norwegian Krone (023)";"011#020#030#070";"General risk#Maturity-based approach#Zone 1#> 6 <= 12 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:NOK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;010;20631;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"All positions";"Long";;;;;;;;"Norwegian Krone (023)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:NOK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;020;20631;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"All positions";"Short";;;;;;;;"Norwegian Krone (023)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:NOK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;030;20631;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"Net positions";"Long";;;;;;;;"Norwegian Krone (023)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:NOK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;040;20631;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"Net positions";"Short";;;;;;;;"Norwegian Krone (023)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:NOK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x38,TRI=eba_TR:x19";C_18.00;090;030;20631;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Norwegian Krone (023)";"011#020#080#090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:NOK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x38,TRI=eba_TR:x19";C_18.00;090;040;20631;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Norwegian Krone (023)";"011#020#080#090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:NOK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x40,TRI=eba_TR:x19";C_18.00;100;030;20631;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Norwegian Krone (023)";"011#020#080#100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:NOK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x40,TRI=eba_TR:x19";C_18.00;100;040;20631;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Norwegian Krone (023)";"011#020#080#100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:NOK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x43,TRI=eba_TR:x19";C_18.00;110;030;20631;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Norwegian Krone (023)";"011#020#080#110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:NOK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x43,TRI=eba_TR:x19";C_18.00;110;040;20631;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Norwegian Krone (023)";"011#020#080#110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:NOK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;010;20631;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Long";;;;;;;;"Norwegian Krone (023)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:NOK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;020;20631;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Short";;;;;;;;"Norwegian Krone (023)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:NOK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;030;20631;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Long";;;;;;;;"Norwegian Krone (023)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:NOK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;040;20631;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Short";;;;;;;;"Norwegian Krone (023)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:NOK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x44,TRI=eba_TR:x19";C_18.00;130;030;20631;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Norwegian Krone (023)";"011#020#120#130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:NOK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x44,TRI=eba_TR:x19";C_18.00;130;040;20631;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Norwegian Krone (023)";"011#020#120#130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:NOK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x46,TRI=eba_TR:x19";C_18.00;140;030;20631;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Norwegian Krone (023)";"011#020#120#140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:NOK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x46,TRI=eba_TR:x19";C_18.00;140;040;20631;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Norwegian Krone (023)";"011#020#120#140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:NOK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x47,TRI=eba_TR:x19";C_18.00;150;030;20631;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Norwegian Krone (023)";"011#020#120#150";"General risk#Maturity-based approach#1.3 Zone 3#> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:NOK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x47,TRI=eba_TR:x19";C_18.00;150;040;20631;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Norwegian Krone (023)";"011#020#120#150";"General risk#Maturity-based approach#1.3 Zone 3#> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:NOK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x48,TRI=eba_TR:x19";C_18.00;160;030;20631;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Norwegian Krone (023)";"011#020#120#160";"General risk#Maturity-based approach#1.3 Zone 3#> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:NOK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x48,TRI=eba_TR:x19";C_18.00;160;040;20631;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Norwegian Krone (023)";"011#020#120#160";"General risk#Maturity-based approach#1.3 Zone 3#> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:NOK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x50,TRI=eba_TR:x19";C_18.00;170;030;20631;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Norwegian Krone (023)";"011#020#120#170";"General risk#Maturity-based approach#1.3 Zone 3#> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:NOK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x50,TRI=eba_TR:x19";C_18.00;170;040;20631;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Norwegian Krone (023)";"011#020#120#170";"General risk#Maturity-based approach#1.3 Zone 3#> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:NOK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x4,TRI=eba_TR:x19";C_18.00;180;030;20631;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Norwegian Krone (023)";"011#020#120#180";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x10,BAS=eba_BA:x17,CUE=eba_CU:EGP,MCY=eba_MC:x99,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;012;010;20632;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Derivatives";"Positions";"All positions";"Long";;;;;;;;"Egyptian Pound (024)";"011#012";"General risk#Derivatives";"Positions#All positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x32,BAS=eba_BA:x9,CUE=eba_CU:EGP,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;020;050;20632;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Maturity-based approach";"Positions";"Positions subject to capital charge";;;;;;;;;"Egyptian Pound (024)";"011#020";"General risk#Maturity-based approach";"Positions#Positions subject to capital charge";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EGP,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x69,TRI=eba_TR:x19";C_18.00;030;010;20632;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Zone 1";"Positions";"All positions";"Long";;;;;;;;"Egyptian Pound (024)";"011#020#030";"General risk#Maturity-based approach#Zone 1";"Positions#All positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EGP,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x69,TRI=eba_TR:x19";C_18.00;030;030;20632;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Zone 1";"Positions";"Net positions";"Long";;;;;;;;"Egyptian Pound (024)";"011#020#030";"General risk#Maturity-based approach#Zone 1";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EGP,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x69,TRI=eba_TR:x19";C_18.00;030;040;20632;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Zone 1";"Positions";"Net positions";"Short";;;;;;;;"Egyptian Pound (024)";"011#020#030";"General risk#Maturity-based approach#Zone 1";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EGP,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x1,TRI=eba_TR:x19";C_18.00;040;030;20632;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"0 <= 1 month";"Positions";"Net positions";"Long";;;;;;;;"Egyptian Pound (024)";"011#020#030#040";"General risk#Maturity-based approach#Zone 1#0 <= 1 month";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EGP,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x1,TRI=eba_TR:x19";C_18.00;040;040;20632;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"0 <= 1 month";"Positions";"Net positions";"Short";;;;;;;;"Egyptian Pound (024)";"011#020#030#040";"General risk#Maturity-based approach#Zone 1#0 <= 1 month";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EGP,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x34,TRI=eba_TR:x19";C_18.00;050;030;20632;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 3 months";"Positions";"Net positions";"Long";;;;;;;;"Egyptian Pound (024)";"011#020#030#050";"General risk#Maturity-based approach#Zone 1#> 1 <= 3 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EGP,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x34,TRI=eba_TR:x19";C_18.00;050;040;20632;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 3 months";"Positions";"Net positions";"Short";;;;;;;;"Egyptian Pound (024)";"011#020#030#050";"General risk#Maturity-based approach#Zone 1#> 1 <= 3 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EGP,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x36,TRI=eba_TR:x19";C_18.00;060;030;20632;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 6 months";"Positions";"Net positions";"Long";;;;;;;;"Egyptian Pound (024)";"011#020#030#060";"General risk#Maturity-based approach#Zone 1#> 3 <= 6 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EGP,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x36,TRI=eba_TR:x19";C_18.00;060;040;20632;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 6 months";"Positions";"Net positions";"Short";;;;;;;;"Egyptian Pound (024)";"011#020#030#060";"General risk#Maturity-based approach#Zone 1#> 3 <= 6 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EGP,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x37,TRI=eba_TR:x19";C_18.00;070;030;20632;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 6 <= 12 months";"Positions";"Net positions";"Long";;;;;;;;"Egyptian Pound (024)";"011#020#030#070";"General risk#Maturity-based approach#Zone 1#> 6 <= 12 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EGP,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x37,TRI=eba_TR:x19";C_18.00;070;040;20632;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 6 <= 12 months";"Positions";"Net positions";"Short";;;;;;;;"Egyptian Pound (024)";"011#020#030#070";"General risk#Maturity-based approach#Zone 1#> 6 <= 12 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EGP,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;010;20632;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"All positions";"Long";;;;;;;;"Egyptian Pound (024)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EGP,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;020;20632;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"All positions";"Short";;;;;;;;"Egyptian Pound (024)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EGP,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;030;20632;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"Net positions";"Long";;;;;;;;"Egyptian Pound (024)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EGP,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;040;20632;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"Net positions";"Short";;;;;;;;"Egyptian Pound (024)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EGP,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x38,TRI=eba_TR:x19";C_18.00;090;030;20632;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Egyptian Pound (024)";"011#020#080#090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EGP,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x38,TRI=eba_TR:x19";C_18.00;090;040;20632;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Egyptian Pound (024)";"011#020#080#090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EGP,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x40,TRI=eba_TR:x19";C_18.00;100;030;20632;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Egyptian Pound (024)";"011#020#080#100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EGP,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x40,TRI=eba_TR:x19";C_18.00;100;040;20632;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Egyptian Pound (024)";"011#020#080#100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EGP,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x43,TRI=eba_TR:x19";C_18.00;110;030;20632;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Egyptian Pound (024)";"011#020#080#110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EGP,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x43,TRI=eba_TR:x19";C_18.00;110;040;20632;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Egyptian Pound (024)";"011#020#080#110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EGP,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;010;20632;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Long";;;;;;;;"Egyptian Pound (024)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EGP,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;020;20632;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Short";;;;;;;;"Egyptian Pound (024)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EGP,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;030;20632;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Long";;;;;;;;"Egyptian Pound (024)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EGP,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;040;20632;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Short";;;;;;;;"Egyptian Pound (024)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EGP,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x44,TRI=eba_TR:x19";C_18.00;130;030;20632;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Egyptian Pound (024)";"011#020#120#130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EGP,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x44,TRI=eba_TR:x19";C_18.00;130;040;20632;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Egyptian Pound (024)";"011#020#120#130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EGP,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x46,TRI=eba_TR:x19";C_18.00;140;030;20632;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Egyptian Pound (024)";"011#020#120#140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EGP,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x46,TRI=eba_TR:x19";C_18.00;140;040;20632;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Egyptian Pound (024)";"011#020#120#140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EGP,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x47,TRI=eba_TR:x19";C_18.00;150;030;20632;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Egyptian Pound (024)";"011#020#120#150";"General risk#Maturity-based approach#1.3 Zone 3#> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EGP,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x47,TRI=eba_TR:x19";C_18.00;150;040;20632;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Egyptian Pound (024)";"011#020#120#150";"General risk#Maturity-based approach#1.3 Zone 3#> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EGP,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x48,TRI=eba_TR:x19";C_18.00;160;030;20632;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Egyptian Pound (024)";"011#020#120#160";"General risk#Maturity-based approach#1.3 Zone 3#> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EGP,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x48,TRI=eba_TR:x19";C_18.00;160;040;20632;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Egyptian Pound (024)";"011#020#120#160";"General risk#Maturity-based approach#1.3 Zone 3#> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EGP,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x50,TRI=eba_TR:x19";C_18.00;170;030;20632;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Egyptian Pound (024)";"011#020#120#170";"General risk#Maturity-based approach#1.3 Zone 3#> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EGP,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x50,TRI=eba_TR:x19";C_18.00;170;040;20632;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Egyptian Pound (024)";"011#020#120#170";"General risk#Maturity-based approach#1.3 Zone 3#> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EGP,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x4,TRI=eba_TR:x19";C_18.00;180;030;20632;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Egyptian Pound (024)";"011#020#120#180";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EGP,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x4,TRI=eba_TR:x19";C_18.00;180;040;20632;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Egyptian Pound (024)";"011#020#120#180";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EGP,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x5,TRI=eba_TR:x19";C_18.00;190;030;20632;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Egyptian Pound (024)";"011#020#120#190";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EGP,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x5,TRI=eba_TR:x19";C_18.00;190;040;20632;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Egyptian Pound (024)";"011#020#120#190";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EGP,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x42,TRI=eba_TR:x19";C_18.00;200;030;20632;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 20 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Egyptian Pound (024)";"011#020#120#200";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 20 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EGP,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x42,TRI=eba_TR:x19";C_18.00;200;040;20632;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 20 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Egyptian Pound (024)";"011#020#120#200";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 20 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x22,BAS=eba_BA:x17,CUE=eba_CU:EGP,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;210;020;20632;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Duration-based approach";"Positions";"All positions";"Short";;;;;;;;"Egyptian Pound (024)";"011#210";"General risk#Duration-based approach";"Positions#All positions#Short";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:EGP,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x52,TRI=eba_TR:x20";C_18.00;270;020;20632;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the second category";"Positions";"All positions";"Short";;;;;;;;"Egyptian Pound (024)";"250#251#270";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:EGP,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x52,TRI=eba_TR:x20";C_18.00;270;030;20632;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the second category";"Positions";"Net positions";"Long";;;;;;;;"Egyptian Pound (024)";"250#251#270";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:EGP,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x35,TRI=eba_TR:x20";C_18.00;280;030;20632;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With residual term <= 6 months";"Positions";"Net positions";"Long";;;;;;;;"Egyptian Pound (024)";"250#251#270#280";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With residual term <= 6 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:EGP,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x35,TRI=eba_TR:x20";C_18.00;280;040;20632;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With residual term <= 6 months";"Positions";"Net positions";"Short";;;;;;;;"Egyptian Pound (024)";"250#251#270#280";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With residual term <= 6 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:EGP,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x35,TRI=eba_TR:x20";C_18.00;280;050;20632;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With residual term <= 6 months";"Positions";"Positions subject to capital charge";;;;;;;;;"Egyptian Pound (024)";"250#251#270#280";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With residual term <= 6 months";"Positions#Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:EGP,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x35,TRI=eba_TR:x20";C_18.00;280;060;20632;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With residual term <= 6 months";"Own funds requirements";;;;;;;;;;"Egyptian Pound (024)";"250#251#270#280";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With residual term <= 6 months";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:EGP,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x2,TRI=eba_TR:x20";C_18.00;290;010;20632;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With a residual term > 6 months and <= 24 months";"Positions";"All positions";"Long";;;;;;;;"Egyptian Pound (024)";"250#251#270#290";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With a residual term > 6 months and <= 24 months";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:EGP,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x2,TRI=eba_TR:x20";C_18.00;290;020;20632;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With a residual term > 6 months and <= 24 months";"Positions";"All positions";"Short";;;;;;;;"Egyptian Pound (024)";"250#251#270#290";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With a residual term > 6 months and <= 24 months";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:EGP,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x2,TRI=eba_TR:x20";C_18.00;290;030;20632;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With a residual term > 6 months and <= 24 months";"Positions";"Net positions";"Long";;;;;;;;"Egyptian Pound (024)";"250#251#270#290";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With a residual term > 6 months and <= 24 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:EGP,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x2,TRI=eba_TR:x20";C_18.00;290;040;20632;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With a residual term > 6 months and <= 24 months";"Positions";"Net positions";"Short";;;;;;;;"Egyptian Pound (024)";"250#251#270#290";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With a residual term > 6 months and <= 24 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:EGP,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x2,TRI=eba_TR:x20";C_18.00;290;050;20632;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With a residual term > 6 months and <= 24 months";"Positions";"Positions subject to capital charge";;;;;;;;;"Egyptian Pound (024)";"250#251#270#290";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With a residual term > 6 months and <= 24 months";"Positions#Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:EGP,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x2,TRI=eba_TR:x20";C_18.00;290;060;20632;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With a residual term > 6 months and <= 24 months";"Own funds requirements";;;;;;;;;;"Egyptian Pound (024)";"250#251#270#290";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With a residual term > 6 months and <= 24 months";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:EGP,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x39,TRI=eba_TR:x20";C_18.00;300;010;20632;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With a residual term > 24 months";"Positions";"All positions";"Long";;;;;;;;"Egyptian Pound (024)";"250#251#270#300";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With a residual term > 24 months";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:EGP,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x39,TRI=eba_TR:x20";C_18.00;300;020;20632;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With a residual term > 24 months";"Positions";"All positions";"Short";;;;;;;;"Egyptian Pound (024)";"250#251#270#300";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With a residual term > 24 months";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:EGP,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x39,TRI=eba_TR:x20";C_18.00;300;030;20632;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With a residual term > 24 months";"Positions";"Net positions";"Long";;;;;;;;"Egyptian Pound (024)";"250#251#270#300";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With a residual term > 24 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:EGP,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x39,TRI=eba_TR:x20";C_18.00;300;040;20632;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With a residual term > 24 months";"Positions";"Net positions";"Short";;;;;;;;"Egyptian Pound (024)";"250#251#270#300";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With a residual term > 24 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:EGP,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x39,TRI=eba_TR:x20";C_18.00;300;050;20632;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With a residual term > 24 months";"Positions";"Positions subject to capital charge";;;;;;;;;"Egyptian Pound (024)";"250#251#270#300";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With a residual term > 24 months";"Positions#Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:EGP,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x39,TRI=eba_TR:x20";C_18.00;300;060;20632;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With a residual term > 24 months";"Own funds requirements";;;;;;;;;;"Egyptian Pound (024)";"250#251#270#300";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With a residual term > 24 months";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:EGP,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x5,TRI=eba_TR:x20";C_18.00;310;010;20632;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the third category";"Positions";"All positions";"Long";;;;;;;;"Egyptian Pound (024)";"250#251#310";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the third category";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:EGP,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x5,TRI=eba_TR:x20";C_18.00;310;020;20632;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the third category";"Positions";"All positions";"Short";;;;;;;;"Egyptian Pound (024)";"250#251#310";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the third category";"Positions#All positions#Short";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x32,BAS=eba_BA:x9,CUE=eba_CU:x21,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;020;050;20633;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Maturity-based approach";"Positions";"Positions subject to capital charge";;;;;;;;;"Other (025)";"011#020";"General risk#Maturity-based approach";"Positions#Positions subject to capital charge";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:x21,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x69,TRI=eba_TR:x19";C_18.00;030;010;20633;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Zone 1";"Positions";"All positions";"Long";;;;;;;;"Other (025)";"011#020#030";"General risk#Maturity-based approach#Zone 1";"Positions#All positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:x21,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x69,TRI=eba_TR:x19";C_18.00;030;040;20633;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Zone 1";"Positions";"Net positions";"Short";;;;;;;;"Other (025)";"011#020#030";"General risk#Maturity-based approach#Zone 1";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:x21,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x1,TRI=eba_TR:x19";C_18.00;040;030;20633;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"0 <= 1 month";"Positions";"Net positions";"Long";;;;;;;;"Other (025)";"011#020#030#040";"General risk#Maturity-based approach#Zone 1#0 <= 1 month";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:x21,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x1,TRI=eba_TR:x19";C_18.00;040;040;20633;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"0 <= 1 month";"Positions";"Net positions";"Short";;;;;;;;"Other (025)";"011#020#030#040";"General risk#Maturity-based approach#Zone 1#0 <= 1 month";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:x21,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x34,TRI=eba_TR:x19";C_18.00;050;030;20633;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 3 months";"Positions";"Net positions";"Long";;;;;;;;"Other (025)";"011#020#030#050";"General risk#Maturity-based approach#Zone 1#> 1 <= 3 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:x21,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x34,TRI=eba_TR:x19";C_18.00;050;040;20633;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 3 months";"Positions";"Net positions";"Short";;;;;;;;"Other (025)";"011#020#030#050";"General risk#Maturity-based approach#Zone 1#> 1 <= 3 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:x21,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x36,TRI=eba_TR:x19";C_18.00;060;030;20633;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 6 months";"Positions";"Net positions";"Long";;;;;;;;"Other (025)";"011#020#030#060";"General risk#Maturity-based approach#Zone 1#> 3 <= 6 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:x21,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x36,TRI=eba_TR:x19";C_18.00;060;040;20633;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 6 months";"Positions";"Net positions";"Short";;;;;;;;"Other (025)";"011#020#030#060";"General risk#Maturity-based approach#Zone 1#> 3 <= 6 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:x21,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x37,TRI=eba_TR:x19";C_18.00;070;030;20633;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 6 <= 12 months";"Positions";"Net positions";"Long";;;;;;;;"Other (025)";"011#020#030#070";"General risk#Maturity-based approach#Zone 1#> 6 <= 12 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:x21,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x37,TRI=eba_TR:x19";C_18.00;070;040;20633;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 6 <= 12 months";"Positions";"Net positions";"Short";;;;;;;;"Other (025)";"011#020#030#070";"General risk#Maturity-based approach#Zone 1#> 6 <= 12 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:x21,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;010;20633;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"All positions";"Long";;;;;;;;"Other (025)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:x21,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;020;20633;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"All positions";"Short";;;;;;;;"Other (025)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:x21,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;030;20633;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"Net positions";"Long";;;;;;;;"Other (025)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:x21,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;040;20633;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"Net positions";"Short";;;;;;;;"Other (025)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:x21,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x38,TRI=eba_TR:x19";C_18.00;090;030;20633;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Other (025)";"011#020#080#090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:x21,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x38,TRI=eba_TR:x19";C_18.00;090;040;20633;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Other (025)";"011#020#080#090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:x21,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x40,TRI=eba_TR:x19";C_18.00;100;030;20633;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Other (025)";"011#020#080#100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:x21,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x40,TRI=eba_TR:x19";C_18.00;100;040;20633;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Other (025)";"011#020#080#100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:x21,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x43,TRI=eba_TR:x19";C_18.00;110;030;20633;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Other (025)";"011#020#080#110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:x21,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x43,TRI=eba_TR:x19";C_18.00;110;040;20633;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Other (025)";"011#020#080#110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:x21,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;010;20633;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Long";;;;;;;;"Other (025)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:x21,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;020;20633;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Short";;;;;;;;"Other (025)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:x21,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;030;20633;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Long";;;;;;;;"Other (025)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:x21,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x44,TRI=eba_TR:x19";C_18.00;130;030;20633;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Other (025)";"011#020#120#130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:x21,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x44,TRI=eba_TR:x19";C_18.00;130;040;20633;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Other (025)";"011#020#120#130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:x21,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x46,TRI=eba_TR:x19";C_18.00;140;030;20633;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Other (025)";"011#020#120#140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:x21,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x46,TRI=eba_TR:x19";C_18.00;140;040;20633;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Other (025)";"011#020#120#140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:x21,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x47,TRI=eba_TR:x19";C_18.00;150;030;20633;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Other (025)";"011#020#120#150";"General risk#Maturity-based approach#1.3 Zone 3#> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:x21,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x47,TRI=eba_TR:x19";C_18.00;150;040;20633;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Other (025)";"011#020#120#150";"General risk#Maturity-based approach#1.3 Zone 3#> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:x21,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x48,TRI=eba_TR:x19";C_18.00;160;030;20633;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Other (025)";"011#020#120#160";"General risk#Maturity-based approach#1.3 Zone 3#> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:x21,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x48,TRI=eba_TR:x19";C_18.00;160;040;20633;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Other (025)";"011#020#120#160";"General risk#Maturity-based approach#1.3 Zone 3#> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:x21,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x50,TRI=eba_TR:x19";C_18.00;170;030;20633;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Other (025)";"011#020#120#170";"General risk#Maturity-based approach#1.3 Zone 3#> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:x21,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x50,TRI=eba_TR:x19";C_18.00;170;040;20633;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Other (025)";"011#020#120#170";"General risk#Maturity-based approach#1.3 Zone 3#> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:x21,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x4,TRI=eba_TR:x19";C_18.00;180;030;20633;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Other (025)";"011#020#120#180";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:x21,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x5,TRI=eba_TR:x19";C_18.00;190;030;20633;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Other (025)";"011#020#120#190";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:x21,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x42,TRI=eba_TR:x19";C_18.00;200;030;20633;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 20 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Other (025)";"011#020#120#200";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 20 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:x21,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x42,TRI=eba_TR:x19";C_18.00;200;040;20633;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 20 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Other (025)";"011#020#120#200";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 20 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x22,BAS=eba_BA:x17,CUE=eba_CU:x21,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;210;010;20633;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Duration-based approach";"Positions";"All positions";"Long";;;;;;;;"Other (025)";"011#210";"General risk#Duration-based approach";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x22,BAS=eba_BA:x17,CUE=eba_CU:x21,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;210;020;20633;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Duration-based approach";"Positions";"All positions";"Short";;;;;;;;"Other (025)";"011#210";"General risk#Duration-based approach";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x22,BAS=eba_BA:x17,CUE=eba_CU:x21,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;210;030;20633;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Duration-based approach";"Positions";"Net positions";"Long";;;;;;;;"Other (025)";"011#210";"General risk#Duration-based approach";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x22,BAS=eba_BA:x17,CUE=eba_CU:x21,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;210;040;20633;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Duration-based approach";"Positions";"Net positions";"Short";;;;;;;;"Other (025)";"011#210";"General risk#Duration-based approach";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x22,BAS=eba_BA:x9,CUE=eba_CU:x21,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;210;050;20633;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Duration-based approach";"Positions";"Positions subject to capital charge";;;;;;;;;"Other (025)";"011#210";"General risk#Duration-based approach";"Positions#Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x22,BAS=eba_BA:x9,CUE=eba_CU:x21,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;210;060;20633;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Duration-based approach";"Own funds requirements";;;;;;;;;;"Other (025)";"011#210";"General risk#Duration-based approach";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x22,BAS=eba_BA:x17,CUE=eba_CU:x21,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x64,TRI=eba_TR:x19";C_18.00;220;010;20633;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Zone 1";"Positions";"All positions";"Long";;;;;;;;"Other (025)";"011#210#220";"General risk#Duration-based approach#Zone 1";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x22,BAS=eba_BA:x17,CUE=eba_CU:x21,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x64,TRI=eba_TR:x19";C_18.00;220;020;20633;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Zone 1";"Positions";"All positions";"Short";;;;;;;;"Other (025)";"011#210#220";"General risk#Duration-based approach#Zone 1";"Positions#All positions#Short";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x19,MRW=eba_AP:x18,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x20,TRI=eba_TR:x22";C_19.00;010;150;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"TOTAL EXPOSURES";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"250%";;;;;;;;;"010";"TOTAL EXPOSURES";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#250%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x19,MRW=eba_AP:x18,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x22,TRI=eba_TR:x22";C_19.00;010;160;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"TOTAL EXPOSURES";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"300%";;;;;;;;;"010";"TOTAL EXPOSURES";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#300%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x19,MRW=eba_AP:x18,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x23,TRI=eba_TR:x22";C_19.00;010;170;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"TOTAL EXPOSURES";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"350%";;;;;;;;;"010";"TOTAL EXPOSURES";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#350%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x19,MRW=eba_AP:x18,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x25,TRI=eba_TR:x22";C_19.00;010;180;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"TOTAL EXPOSURES";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"425%";;;;;;;;;"010";"TOTAL EXPOSURES";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#425%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x19,MRW=eba_AP:x18,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x26,TRI=eba_TR:x22";C_19.00;010;190;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"TOTAL EXPOSURES";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"500%";;;;;;;;;"010";"TOTAL EXPOSURES";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#500%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x19,MRW=eba_AP:x18,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x27,TRI=eba_TR:x22";C_19.00;010;200;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"TOTAL EXPOSURES";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"650%";;;;;;;;;"010";"TOTAL EXPOSURES";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#650%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x19,MRW=eba_AP:x18,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x28,TRI=eba_TR:x22";C_19.00;010;210;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"TOTAL EXPOSURES";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"750%";;;;;;;;;"010";"TOTAL EXPOSURES";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#750%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x19,MRW=eba_AP:x18,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x29,TRI=eba_TR:x22";C_19.00;010;220;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"TOTAL EXPOSURES";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"850%";;;;;;;;;"010";"TOTAL EXPOSURES";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#850%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x19,MRW=eba_AP:x18,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x30,TRI=eba_TR:x22";C_19.00;010;230;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"TOTAL EXPOSURES";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"1250%";"RATED";;;;;;;;;"010";"TOTAL EXPOSURES";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#1250%#RATED";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x9,MCY=eba_MC:x19,MRW=eba_AP:x1,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x30,TRI=eba_TR:x22";C_19.00;010;240;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"TOTAL EXPOSURES";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"1250%";"UNRATED";;;;;;;;;"010";"TOTAL EXPOSURES";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#1250%#UNRATED";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x9,MCY=eba_MC:x19,MRW=eba_AP:x19,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x22";C_19.00;010;250;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"TOTAL EXPOSURES";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"SUPERVISORY FORMULA METHOD";;;;;;;;;;"010";"TOTAL EXPOSURES";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#SUPERVISORY FORMULA METHOD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi54,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x9,MCY=eba_MC:x19,MRW=eba_AP:x19,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x22";C_19.00;010;260;;percentItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"TOTAL EXPOSURES";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"SUPERVISORY FORMULA METHOD";"AVERAGE RISK WEIGHT (%)";;;;;;;;;"010";"TOTAL EXPOSURES";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#SUPERVISORY FORMULA METHOD#AVERAGE RISK WEIGHT (%)";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x9,MCY=eba_MC:x19,MRW=eba_AP:x30,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x22";C_19.00;010;270;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"TOTAL EXPOSURES";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"LOOK-THROUGH";;;;;;;;;;"010";"TOTAL EXPOSURES";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#LOOK-THROUGH";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x9,MCY=eba_MC:x19,MRW=eba_AP:x25,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x22";C_19.00;010;280;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"TOTAL EXPOSURES";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"INTERNAL ASSESMENT APPROACH";;;;;;;;;;"010";"TOTAL EXPOSURES";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#INTERNAL ASSESMENT APPROACH";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi54,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x9,MCY=eba_MC:x19,MRW=eba_AP:x25,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x22";C_19.00;010;290;;percentItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"TOTAL EXPOSURES";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"INTERNAL ASSESMENT APPROACH";"AVERAGE RISK WEIGHT (%)";;;;;;;;;"010";"TOTAL EXPOSURES";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#INTERNAL ASSESMENT APPROACH#AVERAGE RISK WEIGHT (%)";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x19,MRW=eba_AP:x18,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x51,TRI=eba_TR:x22";C_19.00;010;300;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"TOTAL EXPOSURES";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"7 - 10%";;;;;;;;;"010";"TOTAL EXPOSURES";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#7 - 10%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x19,MRW=eba_AP:x18,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x41,TRI=eba_TR:x22";C_19.00;010;310;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"TOTAL EXPOSURES";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"12 - 18%";;;;;;;;;"010";"TOTAL EXPOSURES";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#12 - 18%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x19,MRW=eba_AP:x18,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x45,TRI=eba_TR:x22";C_19.00;010;320;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"TOTAL EXPOSURES";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"20 - 35%";;;;;;;;;"010";"TOTAL EXPOSURES";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#20 - 35%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x19,MRW=eba_AP:x18,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x49,TRI=eba_TR:x22";C_19.00;010;330;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"TOTAL EXPOSURES";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"40 - 75%";;;;;;;;;"010";"TOTAL EXPOSURES";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#40 - 75%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x19,MRW=eba_AP:x18,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x14,TRI=eba_TR:x22";C_19.00;010;340;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"TOTAL EXPOSURES";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"100%";;;;;;;;;"010";"TOTAL EXPOSURES";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#100%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x19,MRW=eba_AP:x18,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x16,TRI=eba_TR:x22";C_19.00;010;350;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"TOTAL EXPOSURES";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"150%";;;;;;;;;"010";"TOTAL EXPOSURES";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#150%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x19,MRW=eba_AP:x18,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x18,TRI=eba_TR:x22";C_19.00;010;360;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"TOTAL EXPOSURES";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"200%";;;;;;;;;"010";"TOTAL EXPOSURES";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#200%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x19,MRW=eba_AP:x18,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x19,TRI=eba_TR:x22";C_19.00;010;370;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"TOTAL EXPOSURES";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"225%";;;;;;;;;"010";"TOTAL EXPOSURES";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#225%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x19,MRW=eba_AP:x18,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x20,TRI=eba_TR:x22";C_19.00;010;380;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"TOTAL EXPOSURES";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"250%";;;;;;;;;"010";"TOTAL EXPOSURES";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#250%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x19,MRW=eba_AP:x18,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x22,TRI=eba_TR:x22";C_19.00;010;390;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"TOTAL EXPOSURES";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"300%";;;;;;;;;"010";"TOTAL EXPOSURES";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#300%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x19,MRW=eba_AP:x18,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x23,TRI=eba_TR:x22";C_19.00;010;400;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"TOTAL EXPOSURES";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"350%";;;;;;;;;"010";"TOTAL EXPOSURES";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#350%";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi18,APR=eba_AP:x9,BAS=eba_BA:x9,MCY=eba_MC:x19,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x22";C_19.00;010;530;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"TOTAL EXPOSURES";"OVERALL EFFECT (ADJUSTMENT) DUE TO INFRINGEMENT OF THE DUE DILIGENCE PROVISIONS";"WEIGHTED NET LONG POSITIONS";;;;;;;;;;"010";"TOTAL EXPOSURES";"OVERALL EFFECT (ADJUSTMENT) DUE TO INFRINGEMENT OF THE DUE DILIGENCE PROVISIONS#WEIGHTED NET LONG POSITIONS";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi258,APR=eba_AP:x9,BAS=eba_BA:x9,MCY=eba_MC:x19,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x22";C_19.00;010;550;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"TOTAL EXPOSURES";"BEFORE CAP";"WEIGHTED NET LONG POSITIONS";;;;;;;;;;"010";"TOTAL EXPOSURES";"BEFORE CAP#WEIGHTED NET LONG POSITIONS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi258,APR=eba_AP:x9,BAS=eba_BA:x9,MCY=eba_MC:x19,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x22";C_19.00;010;560;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"TOTAL EXPOSURES";"BEFORE CAP";"WEIGHTED NET SHORT POSITIONS";;;;;;;;;;"010";"TOTAL EXPOSURES";"BEFORE CAP#WEIGHTED NET SHORT POSITIONS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi258,APR=eba_AP:x9,BAS=eba_BA:x9,MCY=eba_MC:x19,PRP=eba_PL:x51,TRI=eba_TR:x22";C_19.00;010;570;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"TOTAL EXPOSURES";"BEFORE CAP";"SUM OF WEIGHTED NET LONG AND SHORT POSITIONS";;;;;;;;;;"010";"TOTAL EXPOSURES";"BEFORE CAP#SUM OF WEIGHTED NET LONG AND SHORT POSITIONS";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi257,APR=eba_AP:x9,BAS=eba_BA:x9,MCY=eba_MC:x19,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x22";C_19.00;010;590;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"TOTAL EXPOSURES";"AFTER CAP";"WEIGHTED NET SHORT POSITIONS";;;;;;;;;;"010";"TOTAL EXPOSURES";"AFTER CAP#WEIGHTED NET SHORT POSITIONS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi257,APR=eba_AP:x9,BAS=eba_BA:x9,MCY=eba_MC:x19,PRP=eba_PL:x51,TRI=eba_TR:x22";C_19.00;010;600;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"TOTAL EXPOSURES";"AFTER CAP";"SUM OF WEIGHTED NET LONG AND SHORT POSITIONS";;;;;;;;;;"010";"TOTAL EXPOSURES";"AFTER CAP#SUM OF WEIGHTED NET LONG AND SHORT POSITIONS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x9,BAS=eba_BA:x9,MCY=eba_MC:x19,PRP=eba_PL:x51,TRI=eba_TR:x22";C_19.00;010;610;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"TOTAL EXPOSURES";"OWN FUNDS REQUIREMENTS";;;;;;;;;;;"010";"TOTAL EXPOSURES";"OWN FUNDS REQUIREMENTS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x9,BAS=eba_BA:x9,MCY=eba_MC:x19,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x22,UES=eba_UE:x11";C_19.00;020;010;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"Of which: RE-SECURITISATIONS";"All positions";"Long";;;;;;;;;;"010#020";"TOTAL EXPOSURES#Of which: RE-SECURITISATIONS";"All positions#Long";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi260,APR=eba_AP:x9,BAS=eba_BA:x11,MCY=eba_MC:x19,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x22,UES=eba_UE:x11";C_19.00;020;030;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"Of which: RE-SECURITISATIONS";"(-) POSITIONS DEDUCTED FROM OWN FUNDS";"(-) Long";;;;;;;;;;"010#020";"TOTAL EXPOSURES#Of which: RE-SECURITISATIONS";"(-) POSITIONS DEDUCTED FROM OWN FUNDS#(-) Long";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x19,MRW=eba_AP:x18,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x45,TRI=eba_TR:x22,UES=eba_UE:x11";C_19.00;020;090;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"Of which: RE-SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"20 - 35%";;;;;;;;;"010#020";"TOTAL EXPOSURES#Of which: RE-SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#20 - 35%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x19,MRW=eba_AP:x18,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x49,TRI=eba_TR:x22,UES=eba_UE:x11";C_19.00;020;100;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"Of which: RE-SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"40 - 75%";;;;;;;;;"010#020";"TOTAL EXPOSURES#Of which: RE-SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#40 - 75%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x19,MRW=eba_AP:x18,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x14,TRI=eba_TR:x22,UES=eba_UE:x11";C_19.00;020;110;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"Of which: RE-SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"100%";;;;;;;;;"010#020";"TOTAL EXPOSURES#Of which: RE-SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#100%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x19,MRW=eba_AP:x18,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x16,TRI=eba_TR:x22,UES=eba_UE:x11";C_19.00;020;120;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"Of which: RE-SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"150%";;;;;;;;;"010#020";"TOTAL EXPOSURES#Of which: RE-SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#150%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x19,MRW=eba_AP:x18,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x18,TRI=eba_TR:x22,UES=eba_UE:x11";C_19.00;020;130;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"Of which: RE-SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"200%";;;;;;;;;"010#020";"TOTAL EXPOSURES#Of which: RE-SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#200%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x19,MRW=eba_AP:x18,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x19,TRI=eba_TR:x22,UES=eba_UE:x11";C_19.00;020;140;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"Of which: RE-SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"225%";;;;;;;;;"010#020";"TOTAL EXPOSURES#Of which: RE-SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#225%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x19,MRW=eba_AP:x18,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x22,TRI=eba_TR:x22,UES=eba_UE:x11";C_19.00;020;160;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"Of which: RE-SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"300%";;;;;;;;;"010#020";"TOTAL EXPOSURES#Of which: RE-SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#300%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x19,MRW=eba_AP:x18,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x23,TRI=eba_TR:x22,UES=eba_UE:x11";C_19.00;020;170;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"Of which: RE-SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"350%";;;;;;;;;"010#020";"TOTAL EXPOSURES#Of which: RE-SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#350%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x19,MRW=eba_AP:x18,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x26,TRI=eba_TR:x22,UES=eba_UE:x11";C_19.00;020;190;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"Of which: RE-SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"500%";;;;;;;;;"010#020";"TOTAL EXPOSURES#Of which: RE-SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#500%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x19,MRW=eba_AP:x18,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x27,TRI=eba_TR:x22,UES=eba_UE:x11";C_19.00;020;200;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"Of which: RE-SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"650%";;;;;;;;;"010#020";"TOTAL EXPOSURES#Of which: RE-SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#650%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x19,MRW=eba_AP:x18,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x28,TRI=eba_TR:x22,UES=eba_UE:x11";C_19.00;020;210;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"Of which: RE-SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"750%";;;;;;;;;"010#020";"TOTAL EXPOSURES#Of which: RE-SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#750%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x19,MRW=eba_AP:x18,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x29,TRI=eba_TR:x22,UES=eba_UE:x11";C_19.00;020;220;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"Of which: RE-SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"850%";;;;;;;;;"010#020";"TOTAL EXPOSURES#Of which: RE-SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#850%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x19,MRW=eba_AP:x18,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x30,TRI=eba_TR:x22,UES=eba_UE:x11";C_19.00;020;230;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"Of which: RE-SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"1250%";"RATED";;;;;;;;;"010#020";"TOTAL EXPOSURES#Of which: RE-SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#1250%#RATED";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x9,MCY=eba_MC:x19,MRW=eba_AP:x1,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x30,TRI=eba_TR:x22,UES=eba_UE:x11";C_19.00;020;240;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"Of which: RE-SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"1250%";"UNRATED";;;;;;;;;"010#020";"TOTAL EXPOSURES#Of which: RE-SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#1250%#UNRATED";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x9,MCY=eba_MC:x19,MRW=eba_AP:x19,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x22,UES=eba_UE:x11";C_19.00;020;250;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"Of which: RE-SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"SUPERVISORY FORMULA METHOD";;;;;;;;;;"010#020";"TOTAL EXPOSURES#Of which: RE-SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#SUPERVISORY FORMULA METHOD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi54,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x9,MCY=eba_MC:x19,MRW=eba_AP:x19,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x22,UES=eba_UE:x11";C_19.00;020;260;;percentItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"Of which: RE-SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"SUPERVISORY FORMULA METHOD";"AVERAGE RISK WEIGHT (%)";;;;;;;;;"010#020";"TOTAL EXPOSURES#Of which: RE-SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#SUPERVISORY FORMULA METHOD#AVERAGE RISK WEIGHT (%)";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x9,MCY=eba_MC:x19,MRW=eba_AP:x30,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x22,UES=eba_UE:x11";C_19.00;020;270;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"Of which: RE-SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"LOOK-THROUGH";;;;;;;;;;"010#020";"TOTAL EXPOSURES#Of which: RE-SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#LOOK-THROUGH";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x9,MCY=eba_MC:x19,MRW=eba_AP:x25,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x22,UES=eba_UE:x11";C_19.00;020;280;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"Of which: RE-SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"INTERNAL ASSESMENT APPROACH";;;;;;;;;;"010#020";"TOTAL EXPOSURES#Of which: RE-SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#INTERNAL ASSESMENT APPROACH";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi54,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x9,MCY=eba_MC:x19,MRW=eba_AP:x25,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x22,UES=eba_UE:x11";C_19.00;020;290;;percentItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"Of which: RE-SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"INTERNAL ASSESMENT APPROACH";"AVERAGE RISK WEIGHT (%)";;;;;;;;;"010#020";"TOTAL EXPOSURES#Of which: RE-SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#INTERNAL ASSESMENT APPROACH#AVERAGE RISK WEIGHT (%)";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x19,MRW=eba_AP:x18,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x45,TRI=eba_TR:x22,UES=eba_UE:x11";C_19.00;020;320;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"Of which: RE-SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"20 - 35%";;;;;;;;;"010#020";"TOTAL EXPOSURES#Of which: RE-SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#20 - 35%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x19,MRW=eba_AP:x18,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x49,TRI=eba_TR:x22,UES=eba_UE:x11";C_19.00;020;330;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"Of which: RE-SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"40 - 75%";;;;;;;;;"010#020";"TOTAL EXPOSURES#Of which: RE-SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#40 - 75%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x19,MRW=eba_AP:x18,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x14,TRI=eba_TR:x22,UES=eba_UE:x11";C_19.00;020;340;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"Of which: RE-SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"100%";;;;;;;;;"010#020";"TOTAL EXPOSURES#Of which: RE-SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#100%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x19,MRW=eba_AP:x18,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x16,TRI=eba_TR:x22,UES=eba_UE:x11";C_19.00;020;350;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"Of which: RE-SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"150%";;;;;;;;;"010#020";"TOTAL EXPOSURES#Of which: RE-SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#150%";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x19,MRW=eba_AP:x18,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x28,TRI=eba_TR:x22,UES=eba_UE:x11";C_19.00;020;440;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"Of which: RE-SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"750%";;;;;;;;;"010#020";"TOTAL EXPOSURES#Of which: RE-SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#750%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x19,MRW=eba_AP:x18,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x29,TRI=eba_TR:x22,UES=eba_UE:x11";C_19.00;020;450;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"Of which: RE-SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"850%";;;;;;;;;"010#020";"TOTAL EXPOSURES#Of which: RE-SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#850%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x19,MRW=eba_AP:x18,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x30,TRI=eba_TR:x22,UES=eba_UE:x11";C_19.00;020;460;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"Of which: RE-SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS";"1250%";"RATED";;;;;;;;;"010#020";"TOTAL EXPOSURES#Of which: RE-SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS#1250%#RATED";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x9,MCY=eba_MC:x19,MRW=eba_AP:x1,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x30,TRI=eba_TR:x22,UES=eba_UE:x11";C_19.00;020;470;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"Of which: RE-SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS";"1250%";"UNRATED";;;;;;;;;"010#020";"TOTAL EXPOSURES#Of which: RE-SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS#1250%#UNRATED";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x9,MCY=eba_MC:x19,MRW=eba_AP:x30,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x22,UES=eba_UE:x11";C_19.00;020;500;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"Of which: RE-SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS";"LOOK-THROUGH";;;;;;;;;;"010#020";"TOTAL EXPOSURES#Of which: RE-SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS#LOOK-THROUGH";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi258,APR=eba_AP:x9,BAS=eba_BA:x9,MCY=eba_MC:x19,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x22,UES=eba_UE:x11";C_19.00;020;550;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"Of which: RE-SECURITISATIONS";"BEFORE CAP";"WEIGHTED NET LONG POSITIONS";;;;;;;;;;"010#020";"TOTAL EXPOSURES#Of which: RE-SECURITISATIONS";"BEFORE CAP#WEIGHTED NET LONG POSITIONS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi258,APR=eba_AP:x9,BAS=eba_BA:x9,MCY=eba_MC:x19,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x22,UES=eba_UE:x11";C_19.00;020;560;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"Of which: RE-SECURITISATIONS";"BEFORE CAP";"WEIGHTED NET SHORT POSITIONS";;;;;;;;;;"010#020";"TOTAL EXPOSURES#Of which: RE-SECURITISATIONS";"BEFORE CAP#WEIGHTED NET SHORT POSITIONS";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi257,APR=eba_AP:x9,BAS=eba_BA:x9,MCY=eba_MC:x19,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x22,UES=eba_UE:x11";C_19.00;020;580;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"Of which: RE-SECURITISATIONS";"AFTER CAP";"WEIGHTED NET LONG POSITIONS";;;;;;;;;;"010#020";"TOTAL EXPOSURES#Of which: RE-SECURITISATIONS";"AFTER CAP#WEIGHTED NET LONG POSITIONS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi257,APR=eba_AP:x9,BAS=eba_BA:x9,MCY=eba_MC:x19,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x22,UES=eba_UE:x11";C_19.00;020;590;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"Of which: RE-SECURITISATIONS";"AFTER CAP";"WEIGHTED NET SHORT POSITIONS";;;;;;;;;;"010#020";"TOTAL EXPOSURES#Of which: RE-SECURITISATIONS";"AFTER CAP#WEIGHTED NET SHORT POSITIONS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi257,APR=eba_AP:x9,BAS=eba_BA:x9,MCY=eba_MC:x19,PRP=eba_PL:x51,TRI=eba_TR:x22,UES=eba_UE:x11";C_19.00;020;600;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"Of which: RE-SECURITISATIONS";"AFTER CAP";"SUM OF WEIGHTED NET LONG AND SHORT POSITIONS";;;;;;;;;;"010#020";"TOTAL EXPOSURES#Of which: RE-SECURITISATIONS";"AFTER CAP#SUM OF WEIGHTED NET LONG AND SHORT POSITIONS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x9,BAS=eba_BA:x9,MCY=eba_MC:x19,PIN=eba_PI:x1,PRP=eba_PL:x51,RSP=eba_RS:x2,TRI=eba_TR:x22";C_19.00;030;010;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"ORIGINATOR: TOTAL EXPOSURES";"All positions";"Long";;;;;;;;;;"030";"ORIGINATOR: TOTAL EXPOSURES";"All positions#Long";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x9,BAS=eba_BA:x9,MCY=eba_MC:x19,PIN=eba_PI:x4,PRP=eba_PL:x51,RSP=eba_RS:x2,TRI=eba_TR:x22";C_19.00;030;020;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"ORIGINATOR: TOTAL EXPOSURES";"All positions";"Short";;;;;;;;;;"030";"ORIGINATOR: TOTAL EXPOSURES";"All positions#Short";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,MCY=eba_MC:x19,PIN=eba_PI:x4,PRP=eba_PL:x51,RSP=eba_RS:x1,TRI=eba_TR:x22,UES=eba_UE:x13";C_19.00;070;060;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"SECURITISATIONS";"Net positions";"Short";;;;;;;;;;"060#070";"INVESTOR: TOTAL EXPOSURES#SECURITISATIONS";"Net positions#Short";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x19,MRW=eba_AP:x18,PIN=eba_PI:x1,PRP=eba_PL:x51,RSP=eba_RS:x1,RWS=eba_PC:x51,TRI=eba_TR:x22,UES=eba_UE:x13";C_19.00;070;070;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"7 - 10%";;;;;;;;;"060#070";"INVESTOR: TOTAL EXPOSURES#SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#7 - 10%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x19,MRW=eba_AP:x18,PIN=eba_PI:x1,PRP=eba_PL:x51,RSP=eba_RS:x1,RWS=eba_PC:x41,TRI=eba_TR:x22,UES=eba_UE:x13";C_19.00;070;080;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"12 - 18%";;;;;;;;;"060#070";"INVESTOR: TOTAL EXPOSURES#SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#12 - 18%";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x19,MRW=eba_AP:x18,PIN=eba_PI:x1,PRP=eba_PL:x51,RSP=eba_RS:x1,RWS=eba_PC:x20,TRI=eba_TR:x22,UES=eba_UE:x13";C_19.00;070;150;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"250%";;;;;;;;;"060#070";"INVESTOR: TOTAL EXPOSURES#SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#250%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x19,MRW=eba_AP:x18,PIN=eba_PI:x1,PRP=eba_PL:x51,RSP=eba_RS:x1,RWS=eba_PC:x23,TRI=eba_TR:x22,UES=eba_UE:x13";C_19.00;070;170;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"350%";;;;;;;;;"060#070";"INVESTOR: TOTAL EXPOSURES#SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#350%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x19,MRW=eba_AP:x18,PIN=eba_PI:x1,PRP=eba_PL:x51,RSP=eba_RS:x1,RWS=eba_PC:x25,TRI=eba_TR:x22,UES=eba_UE:x13";C_19.00;070;180;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"425%";;;;;;;;;"060#070";"INVESTOR: TOTAL EXPOSURES#SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#425%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x19,MRW=eba_AP:x18,PIN=eba_PI:x1,PRP=eba_PL:x51,RSP=eba_RS:x1,RWS=eba_PC:x27,TRI=eba_TR:x22,UES=eba_UE:x13";C_19.00;070;200;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"650%";;;;;;;;;"060#070";"INVESTOR: TOTAL EXPOSURES#SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#650%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x19,MRW=eba_AP:x18,PIN=eba_PI:x1,PRP=eba_PL:x51,RSP=eba_RS:x1,RWS=eba_PC:x30,TRI=eba_TR:x22,UES=eba_UE:x13";C_19.00;070;230;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"1250%";"RATED";;;;;;;;;"060#070";"INVESTOR: TOTAL EXPOSURES#SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#1250%#RATED";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x9,MCY=eba_MC:x19,MRW=eba_AP:x1,PIN=eba_PI:x1,PRP=eba_PL:x51,RSP=eba_RS:x1,RWS=eba_PC:x30,TRI=eba_TR:x22,UES=eba_UE:x13";C_19.00;070;240;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"1250%";"UNRATED";;;;;;;;;"060#070";"INVESTOR: TOTAL EXPOSURES#SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#1250%#UNRATED";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x9,MCY=eba_MC:x19,MRW=eba_AP:x19,PIN=eba_PI:x1,PRP=eba_PL:x51,RSP=eba_RS:x1,TRI=eba_TR:x22,UES=eba_UE:x13";C_19.00;070;250;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"SUPERVISORY FORMULA METHOD";;;;;;;;;;"060#070";"INVESTOR: TOTAL EXPOSURES#SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#SUPERVISORY FORMULA METHOD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi54,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x9,MCY=eba_MC:x19,MRW=eba_AP:x19,PIN=eba_PI:x1,PRP=eba_PL:x51,RSP=eba_RS:x1,TRI=eba_TR:x22,UES=eba_UE:x13";C_19.00;070;260;;percentItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"SUPERVISORY FORMULA METHOD";"AVERAGE RISK WEIGHT (%)";;;;;;;;;"060#070";"INVESTOR: TOTAL EXPOSURES#SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#SUPERVISORY FORMULA METHOD#AVERAGE RISK WEIGHT (%)";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x9,MCY=eba_MC:x19,MRW=eba_AP:x30,PIN=eba_PI:x1,PRP=eba_PL:x51,RSP=eba_RS:x1,TRI=eba_TR:x22,UES=eba_UE:x13";C_19.00;070;270;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"LOOK-THROUGH";;;;;;;;;;"060#070";"INVESTOR: TOTAL EXPOSURES#SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#LOOK-THROUGH";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x9,MCY=eba_MC:x19,MRW=eba_AP:x25,PIN=eba_PI:x1,PRP=eba_PL:x51,RSP=eba_RS:x1,TRI=eba_TR:x22,UES=eba_UE:x13";C_19.00;070;280;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"INTERNAL ASSESMENT APPROACH";;;;;;;;;;"060#070";"INVESTOR: TOTAL EXPOSURES#SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#INTERNAL ASSESMENT APPROACH";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi54,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x9,MCY=eba_MC:x19,MRW=eba_AP:x25,PIN=eba_PI:x1,PRP=eba_PL:x51,RSP=eba_RS:x1,TRI=eba_TR:x22,UES=eba_UE:x13";C_19.00;070;290;;percentItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"INTERNAL ASSESMENT APPROACH";"AVERAGE RISK WEIGHT (%)";;;;;;;;;"060#070";"INVESTOR: TOTAL EXPOSURES#SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#INTERNAL ASSESMENT APPROACH#AVERAGE RISK WEIGHT (%)";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x19,MRW=eba_AP:x18,PIN=eba_PI:x4,PRP=eba_PL:x51,RSP=eba_RS:x1,RWS=eba_PC:x51,TRI=eba_TR:x22,UES=eba_UE:x13";C_19.00;070;300;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"7 - 10%";;;;;;;;;"060#070";"INVESTOR: TOTAL EXPOSURES#SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#7 - 10%";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x19,MRW=eba_AP:x18,PIN=eba_PI:x4,PRP=eba_PL:x51,RSP=eba_RS:x1,RWS=eba_PC:x45,TRI=eba_TR:x22,UES=eba_UE:x13";C_19.00;070;320;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"20 - 35%";;;;;;;;;"060#070";"INVESTOR: TOTAL EXPOSURES#SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#20 - 35%";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x19,MRW=eba_AP:x18,PIN=eba_PI:x1,PRP=eba_PL:x51,RSP=eba_RS:x5,RWS=eba_PC:x30,TRI=eba_TR:x22";C_19.00;090;230;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"SPONSOR: TOTAL EXPOSURES";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"1250%";"RATED";;;;;;;;;"090";"SPONSOR: TOTAL EXPOSURES";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#1250%#RATED";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x19,MRW=eba_AP:x18,PIN=eba_PI:x4,PRP=eba_PL:x51,RSP=eba_RS:x5,RWS=eba_PC:x30,TRI=eba_TR:x22";C_19.00;090;460;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"SPONSOR: TOTAL EXPOSURES";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS";"1250%";"RATED";;;;;;;;;"090";"SPONSOR: TOTAL EXPOSURES";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS#1250%#RATED";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x9,MCY=eba_MC:x19,MRW=eba_AP:x1,PIN=eba_PI:x4,PRP=eba_PL:x51,RSP=eba_RS:x5,RWS=eba_PC:x30,TRI=eba_TR:x22";C_19.00;090;470;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"SPONSOR: TOTAL EXPOSURES";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS";"1250%";"UNRATED";;;;;;;;;"090";"SPONSOR: TOTAL EXPOSURES";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS#1250%#UNRATED";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x9,BAS=eba_BA:x9,MCY=eba_MC:x19,PIN=eba_PI:x4,PRP=eba_PL:x51,RSP=eba_RS:x5,TRI=eba_TR:x22,UES=eba_UE:x13";C_19.00;100;020;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"SECURITISATIONS";"All positions";"Short";;;;;;;;;;"090#100";"SPONSOR: TOTAL EXPOSURES#SECURITISATIONS";"All positions#Short";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi260,APR=eba_AP:x9,BAS=eba_BA:x11,MCY=eba_MC:x19,PIN=eba_PI:x1,PRP=eba_PL:x51,RSP=eba_RS:x5,TRI=eba_TR:x22,UES=eba_UE:x13";C_19.00;100;030;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"SECURITISATIONS";"(-) POSITIONS DEDUCTED FROM OWN FUNDS";"(-) Long";;;;;;;;;;"090#100";"SPONSOR: TOTAL EXPOSURES#SECURITISATIONS";"(-) POSITIONS DEDUCTED FROM OWN FUNDS#(-) Long";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi260,APR=eba_AP:x9,BAS=eba_BA:x11,MCY=eba_MC:x19,PIN=eba_PI:x4,PRP=eba_PL:x51,RSP=eba_RS:x5,TRI=eba_TR:x22,UES=eba_UE:x13";C_19.00;100;040;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"SECURITISATIONS";"(-) POSITIONS DEDUCTED FROM OWN FUNDS";"(-) Short";;;;;;;;;;"090#100";"SPONSOR: TOTAL EXPOSURES#SECURITISATIONS";"(-) POSITIONS DEDUCTED FROM OWN FUNDS#(-) Short";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,MCY=eba_MC:x19,PIN=eba_PI:x4,PRP=eba_PL:x51,RSP=eba_RS:x5,TRI=eba_TR:x22,UES=eba_UE:x13";C_19.00;100;060;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"SECURITISATIONS";"Net positions";"Short";;;;;;;;;;"090#100";"SPONSOR: TOTAL EXPOSURES#SECURITISATIONS";"Net positions#Short";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x19,MRW=eba_AP:x18,PIN=eba_PI:x1,PRP=eba_PL:x51,RSP=eba_RS:x5,RWS=eba_PC:x51,TRI=eba_TR:x22,UES=eba_UE:x13";C_19.00;100;070;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"7 - 10%";;;;;;;;;"090#100";"SPONSOR: TOTAL EXPOSURES#SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#7 - 10%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x19,MRW=eba_AP:x18,PIN=eba_PI:x1,PRP=eba_PL:x51,RSP=eba_RS:x5,RWS=eba_PC:x41,TRI=eba_TR:x22,UES=eba_UE:x13";C_19.00;100;080;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"12 - 18%";;;;;;;;;"090#100";"SPONSOR: TOTAL EXPOSURES#SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#12 - 18%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x19,MRW=eba_AP:x18,PIN=eba_PI:x1,PRP=eba_PL:x51,RSP=eba_RS:x5,RWS=eba_PC:x45,TRI=eba_TR:x22,UES=eba_UE:x13";C_19.00;100;090;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"20 - 35%";;;;;;;;;"090#100";"SPONSOR: TOTAL EXPOSURES#SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#20 - 35%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x19,MRW=eba_AP:x18,PIN=eba_PI:x1,PRP=eba_PL:x51,RSP=eba_RS:x5,RWS=eba_PC:x49,TRI=eba_TR:x22,UES=eba_UE:x13";C_19.00;100;100;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"40 - 75%";;;;;;;;;"090#100";"SPONSOR: TOTAL EXPOSURES#SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#40 - 75%";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x19,MRW=eba_AP:x18,PIN=eba_PI:x1,PRP=eba_PL:x51,RSP=eba_RS:x5,RWS=eba_PC:x20,TRI=eba_TR:x22,UES=eba_UE:x13";C_19.00;100;150;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"250%";;;;;;;;;"090#100";"SPONSOR: TOTAL EXPOSURES#SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#250%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x19,MRW=eba_AP:x18,PIN=eba_PI:x1,PRP=eba_PL:x51,RSP=eba_RS:x5,RWS=eba_PC:x23,TRI=eba_TR:x22,UES=eba_UE:x13";C_19.00;100;170;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"350%";;;;;;;;;"090#100";"SPONSOR: TOTAL EXPOSURES#SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#350%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x19,MRW=eba_AP:x18,PIN=eba_PI:x1,PRP=eba_PL:x51,RSP=eba_RS:x5,RWS=eba_PC:x25,TRI=eba_TR:x22,UES=eba_UE:x13";C_19.00;100;180;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"425%";;;;;;;;;"090#100";"SPONSOR: TOTAL EXPOSURES#SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#425%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x19,MRW=eba_AP:x18,PIN=eba_PI:x1,PRP=eba_PL:x51,RSP=eba_RS:x5,RWS=eba_PC:x27,TRI=eba_TR:x22,UES=eba_UE:x13";C_19.00;100;200;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"650%";;;;;;;;;"090#100";"SPONSOR: TOTAL EXPOSURES#SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#650%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x19,MRW=eba_AP:x18,PIN=eba_PI:x1,PRP=eba_PL:x51,RSP=eba_RS:x5,RWS=eba_PC:x30,TRI=eba_TR:x22,UES=eba_UE:x13";C_19.00;100;230;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"1250%";"RATED";;;;;;;;;"090#100";"SPONSOR: TOTAL EXPOSURES#SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#1250%#RATED";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x19,MRW=eba_AP:x18,PIN=eba_PI:x4,PRP=eba_PL:x51,RSP=eba_RS:x5,RWS=eba_PC:x23,TRI=eba_TR:x22,UES=eba_UE:x13";C_19.00;100;400;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"350%";;;;;;;;;"090#100";"SPONSOR: TOTAL EXPOSURES#SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#350%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x19,MRW=eba_AP:x18,PIN=eba_PI:x4,PRP=eba_PL:x51,RSP=eba_RS:x5,RWS=eba_PC:x25,TRI=eba_TR:x22,UES=eba_UE:x13";C_19.00;100;410;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"425%";;;;;;;;;"090#100";"SPONSOR: TOTAL EXPOSURES#SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#425%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x19,MRW=eba_AP:x18,PIN=eba_PI:x4,PRP=eba_PL:x51,RSP=eba_RS:x5,RWS=eba_PC:x27,TRI=eba_TR:x22,UES=eba_UE:x13";C_19.00;100;430;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"650%";;;;;;;;;"090#100";"SPONSOR: TOTAL EXPOSURES#SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#650%";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x9,MCY=eba_MC:x19,MRW=eba_AP:x1,PIN=eba_PI:x4,PRP=eba_PL:x51,RSP=eba_RS:x5,RWS=eba_PC:x30,TRI=eba_TR:x22,UES=eba_UE:x13";C_19.00;100;470;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS";"1250%";"UNRATED";;;;;;;;;"090#100";"SPONSOR: TOTAL EXPOSURES#SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS#1250%#UNRATED";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x9,MCY=eba_MC:x19,MRW=eba_AP:x30,PIN=eba_PI:x4,PRP=eba_PL:x51,RSP=eba_RS:x5,TRI=eba_TR:x22,UES=eba_UE:x13";C_19.00;100;500;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS";"LOOK-THROUGH";;;;;;;;;;"090#100";"SPONSOR: TOTAL EXPOSURES#SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS#LOOK-THROUGH";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x9,MCY=eba_MC:x19,MRW=eba_AP:x25,PIN=eba_PI:x4,PRP=eba_PL:x51,RSP=eba_RS:x5,TRI=eba_TR:x22,UES=eba_UE:x13";C_19.00;100;510;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS";"INTERNAL ASSESMENT APPROACH";;;;;;;;;;"090#100";"SPONSOR: TOTAL EXPOSURES#SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS#INTERNAL ASSESMENT APPROACH";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi257,APR=eba_AP:x9,BAS=eba_BA:x9,MCY=eba_MC:x19,PRP=eba_PL:x51,RSP=eba_RS:x5,TRI=eba_TR:x22,UES=eba_UE:x11";C_19.00;110;600;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"RE-SECURITISATIONS";"AFTER CAP";"SUM OF WEIGHTED NET LONG AND SHORT POSITIONS";;;;;;;;;;"090#110";"SPONSOR: TOTAL EXPOSURES#RE-SECURITISATIONS";"AFTER CAP#SUM OF WEIGHTED NET LONG AND SHORT POSITIONS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi258,APR=eba_AP:x9,BAS=eba_BA:x9,MCY=eba_MC:x19,PRP=eba_PL:x51,TRI=eba_TR:x22,UES=eba_UE:x10";C_19.00;120;570;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"1. Residential mortgages";"BEFORE CAP";"SUM OF WEIGHTED NET LONG AND SHORT POSITIONS";;;;;;;;;;"119#120";"BREAKDOWN OF THE TOTAL SUM OF WEIGHTED NET LONG AND NET SHORT POSITIONS BY UNDERLYING TYPES#1. Residential mortgages";"BEFORE CAP#SUM OF WEIGHTED NET LONG AND SHORT POSITIONS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi257,APR=eba_AP:x9,BAS=eba_BA:x9,MCY=eba_MC:x19,PRP=eba_PL:x51,TRI=eba_TR:x22,UES=eba_UE:x10";C_19.00;120;600;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"1. Residential mortgages";"AFTER CAP";"SUM OF WEIGHTED NET LONG AND SHORT POSITIONS";;;;;;;;;;"119#120";"BREAKDOWN OF THE TOTAL SUM OF WEIGHTED NET LONG AND NET SHORT POSITIONS BY UNDERLYING TYPES#1. Residential mortgages";"AFTER CAP#SUM OF WEIGHTED NET LONG AND SHORT POSITIONS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi258,APR=eba_AP:x9,BAS=eba_BA:x9,MCY=eba_MC:x19,PRP=eba_PL:x51,TRI=eba_TR:x22,UES=eba_UE:x1";C_19.00;130;570;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"2. Commercial mortgages";"BEFORE CAP";"SUM OF WEIGHTED NET LONG AND SHORT POSITIONS";;;;;;;;;;"119#130";"BREAKDOWN OF THE TOTAL SUM OF WEIGHTED NET LONG AND NET SHORT POSITIONS BY UNDERLYING TYPES#2. Commercial mortgages";"BEFORE CAP#SUM OF WEIGHTED NET LONG AND SHORT POSITIONS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi257,APR=eba_AP:x9,BAS=eba_BA:x9,MCY=eba_MC:x19,PRP=eba_PL:x51,TRI=eba_TR:x22,UES=eba_UE:x1";C_19.00;130;600;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"2. Commercial mortgages";"AFTER CAP";"SUM OF WEIGHTED NET LONG AND SHORT POSITIONS";;;;;;;;;;"119#130";"BREAKDOWN OF THE TOTAL SUM OF WEIGHTED NET LONG AND NET SHORT POSITIONS BY UNDERLYING TYPES#2. Commercial mortgages";"AFTER CAP#SUM OF WEIGHTED NET LONG AND SHORT POSITIONS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi258,APR=eba_AP:x9,BAS=eba_BA:x9,MCY=eba_MC:x19,PRP=eba_PL:x51,TRI=eba_TR:x22,UES=eba_UE:x4";C_19.00;140;570;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"3. Credit card receivables";"BEFORE CAP";"SUM OF WEIGHTED NET LONG AND SHORT POSITIONS";;;;;;;;;;"119#140";"BREAKDOWN OF THE TOTAL SUM OF WEIGHTED NET LONG AND NET SHORT POSITIONS BY UNDERLYING TYPES#3. Credit card receivables";"BEFORE CAP#SUM OF WEIGHTED NET LONG AND SHORT POSITIONS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi257,APR=eba_AP:x9,BAS=eba_BA:x9,MCY=eba_MC:x19,PRP=eba_PL:x51,TRI=eba_TR:x22,UES=eba_UE:x4";C_19.00;140;600;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"3. Credit card receivables";"AFTER CAP";"SUM OF WEIGHTED NET LONG AND SHORT POSITIONS";;;;;;;;;;"119#140";"BREAKDOWN OF THE TOTAL SUM OF WEIGHTED NET LONG AND NET SHORT POSITIONS BY UNDERLYING TYPES#3. Credit card receivables";"AFTER CAP#SUM OF WEIGHTED NET LONG AND SHORT POSITIONS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi258,APR=eba_AP:x9,BAS=eba_BA:x9,MCY=eba_MC:x19,PRP=eba_PL:x51,TRI=eba_TR:x22,UES=eba_UE:x5";C_19.00;150;570;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"4. Leasing";"BEFORE CAP";"SUM OF WEIGHTED NET LONG AND SHORT POSITIONS";;;;;;;;;;"119#150";"BREAKDOWN OF THE TOTAL SUM OF WEIGHTED NET LONG AND NET SHORT POSITIONS BY UNDERLYING TYPES#4. Leasing";"BEFORE CAP#SUM OF WEIGHTED NET LONG AND SHORT POSITIONS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi257,APR=eba_AP:x9,BAS=eba_BA:x9,MCY=eba_MC:x19,PRP=eba_PL:x51,TRI=eba_TR:x22,UES=eba_UE:x5";C_19.00;150;600;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"4. Leasing";"AFTER CAP";"SUM OF WEIGHTED NET LONG AND SHORT POSITIONS";;;;;;;;;;"119#150";"BREAKDOWN OF THE TOTAL SUM OF WEIGHTED NET LONG AND NET SHORT POSITIONS BY UNDERLYING TYPES#4. Leasing";"AFTER CAP#SUM OF WEIGHTED NET LONG AND SHORT POSITIONS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi258,APR=eba_AP:x9,BAS=eba_BA:x9,MCY=eba_MC:x19,PRP=eba_PL:x51,TRI=eba_TR:x22,UES=eba_UE:x6";C_19.00;160;570;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"5. Loans to corporates or SMEs";"BEFORE CAP";"SUM OF WEIGHTED NET LONG AND SHORT POSITIONS";;;;;;;;;;"119#160";"BREAKDOWN OF THE TOTAL SUM OF WEIGHTED NET LONG AND NET SHORT POSITIONS BY UNDERLYING TYPES#5. Loans to corporates or SMEs";"BEFORE CAP#SUM OF WEIGHTED NET LONG AND SHORT POSITIONS";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi258,APR=eba_AP:x9,BAS=eba_BA:x9,MCY=eba_MC:x19,PRP=eba_PL:x51,TRI=eba_TR:x22,UES=eba_UE:x2";C_19.00;170;570;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"6. Consumer loans";"BEFORE CAP";"SUM OF WEIGHTED NET LONG AND SHORT POSITIONS";;;;;;;;;;"119#170";"BREAKDOWN OF THE TOTAL SUM OF WEIGHTED NET LONG AND NET SHORT POSITIONS BY UNDERLYING TYPES#6. Consumer loans";"BEFORE CAP#SUM OF WEIGHTED NET LONG AND SHORT POSITIONS";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi258,APR=eba_AP:x9,BAS=eba_BA:x9,MCY=eba_MC:x19,PRP=eba_PL:x51,TRI=eba_TR:x22,UES=eba_UE:x9";C_19.00;210;570;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"10. Other liabilities";"BEFORE CAP";"SUM OF WEIGHTED NET LONG AND SHORT POSITIONS";;;;;;;;;;"119#210";"BREAKDOWN OF THE TOTAL SUM OF WEIGHTED NET LONG AND NET SHORT POSITIONS BY UNDERLYING TYPES#10. Other liabilities";"BEFORE CAP#SUM OF WEIGHTED NET LONG AND SHORT POSITIONS";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x6,BAS=eba_BA:x9,MCY=eba_MC:x244,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x21";C_20.00;110;060;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"N-th to default credit derivatives";"Net positions";"Short";;;;;;;;;;"109#110";"N-th to default credit derivatives#N-th to default credit derivatives";"Net positions#Short";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x6,BAS=eba_BA:x9,EXT=eba_ER:x1,MCY=eba_MC:x244,MRW=eba_AP:x18,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x51,TRI=eba_TR:x21";C_20.00;110;070;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"N-th to default credit derivatives";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"7 - 10%";;;;;;;;;"109#110";"N-th to default credit derivatives#N-th to default credit derivatives";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#7 - 10%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x6,BAS=eba_BA:x9,EXT=eba_ER:x1,MCY=eba_MC:x244,MRW=eba_AP:x18,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x41,TRI=eba_TR:x21";C_20.00;110;080;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"N-th to default credit derivatives";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"12 - 18%";;;;;;;;;"109#110";"N-th to default credit derivatives#N-th to default credit derivatives";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#12 - 18%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x6,BAS=eba_BA:x9,EXT=eba_ER:x1,MCY=eba_MC:x244,MRW=eba_AP:x18,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x45,TRI=eba_TR:x21";C_20.00;110;090;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"N-th to default credit derivatives";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"20 - 35%";;;;;;;;;"109#110";"N-th to default credit derivatives#N-th to default credit derivatives";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#20 - 35%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x6,BAS=eba_BA:x9,EXT=eba_ER:x1,MCY=eba_MC:x244,MRW=eba_AP:x18,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x49,TRI=eba_TR:x21";C_20.00;110;100;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"N-th to default credit derivatives";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"40 - 75%";;;;;;;;;"109#110";"N-th to default credit derivatives#N-th to default credit derivatives";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#40 - 75%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x6,BAS=eba_BA:x9,EXT=eba_ER:x1,MCY=eba_MC:x244,MRW=eba_AP:x18,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x14,TRI=eba_TR:x21";C_20.00;110;110;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"N-th to default credit derivatives";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"100%";;;;;;;;;"109#110";"N-th to default credit derivatives#N-th to default credit derivatives";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#100%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x6,BAS=eba_BA:x9,EXT=eba_ER:x1,MCY=eba_MC:x244,MRW=eba_AP:x18,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x20,TRI=eba_TR:x21";C_20.00;110;120;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"N-th to default credit derivatives";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"250%";;;;;;;;;"109#110";"N-th to default credit derivatives#N-th to default credit derivatives";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#250%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x6,BAS=eba_BA:x9,EXT=eba_ER:x1,MCY=eba_MC:x244,MRW=eba_AP:x18,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x23,TRI=eba_TR:x21";C_20.00;110;130;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"N-th to default credit derivatives";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"350%";;;;;;;;;"109#110";"N-th to default credit derivatives#N-th to default credit derivatives";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#350%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x6,BAS=eba_BA:x9,EXT=eba_ER:x1,MCY=eba_MC:x244,MRW=eba_AP:x18,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x25,TRI=eba_TR:x21";C_20.00;110;140;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"N-th to default credit derivatives";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"425%";;;;;;;;;"109#110";"N-th to default credit derivatives#N-th to default credit derivatives";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#425%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x6,BAS=eba_BA:x9,EXT=eba_ER:x1,MCY=eba_MC:x244,MRW=eba_AP:x18,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x27,TRI=eba_TR:x21";C_20.00;110;150;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"N-th to default credit derivatives";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"650%";;;;;;;;;"109#110";"N-th to default credit derivatives#N-th to default credit derivatives";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#650%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x6,BAS=eba_BA:x9,EXT=eba_ER:x1,MCY=eba_MC:x244,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x56,TRI=eba_TR:x21";C_20.00;110;160;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"N-th to default credit derivatives";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"Other";;;;;;;;;"109#110";"N-th to default credit derivatives#N-th to default credit derivatives";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#Other";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x6,BAS=eba_BA:x9,EXT=eba_ER:x1,MCY=eba_MC:x244,MRW=eba_AP:x18,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x30,TRI=eba_TR:x21";C_20.00;110;170;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"N-th to default credit derivatives";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"1250%";"RATED";;;;;;;;;"109#110";"N-th to default credit derivatives#N-th to default credit derivatives";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#1250%#RATED";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x6,BAS=eba_BA:x9,EXT=eba_ER:x11,MCY=eba_MC:x244,MRW=eba_AP:x1,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x30,TRI=eba_TR:x21";C_20.00;110;180;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"N-th to default credit derivatives";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"1250%";"UNRATED";;;;;;;;;"109#110";"N-th to default credit derivatives#N-th to default credit derivatives";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#1250%#UNRATED";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x6,BAS=eba_BA:x9,EXT=eba_ER:x1,MCY=eba_MC:x244,MRW=eba_AP:x18,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x51,TRI=eba_TR:x21";C_20.00;110;240;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"N-th to default credit derivatives";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"7 - 10%";;;;;;;;;"109#110";"N-th to default credit derivatives#N-th to default credit derivatives";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#7 - 10%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x6,BAS=eba_BA:x9,EXT=eba_ER:x1,MCY=eba_MC:x244,MRW=eba_AP:x18,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x41,TRI=eba_TR:x21";C_20.00;110;250;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"N-th to default credit derivatives";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"12 - 18%";;;;;;;;;"109#110";"N-th to default credit derivatives#N-th to default credit derivatives";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#12 - 18%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x6,BAS=eba_BA:x9,EXT=eba_ER:x1,MCY=eba_MC:x244,MRW=eba_AP:x18,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x45,TRI=eba_TR:x21";C_20.00;110;260;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"N-th to default credit derivatives";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"20 - 35%";;;;;;;;;"109#110";"N-th to default credit derivatives#N-th to default credit derivatives";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#20 - 35%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x6,BAS=eba_BA:x9,EXT=eba_ER:x1,MCY=eba_MC:x244,MRW=eba_AP:x18,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x49,TRI=eba_TR:x21";C_20.00;110;270;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"N-th to default credit derivatives";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"40 - 75%";;;;;;;;;"109#110";"N-th to default credit derivatives#N-th to default credit derivatives";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#40 - 75%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x6,BAS=eba_BA:x9,EXT=eba_ER:x1,MCY=eba_MC:x244,MRW=eba_AP:x18,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x14,TRI=eba_TR:x21";C_20.00;110;280;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"N-th to default credit derivatives";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"100%";;;;;;;;;"109#110";"N-th to default credit derivatives#N-th to default credit derivatives";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#100%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x6,BAS=eba_BA:x9,EXT=eba_ER:x1,MCY=eba_MC:x244,MRW=eba_AP:x18,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x20,TRI=eba_TR:x21";C_20.00;110;290;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"N-th to default credit derivatives";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"250%";;;;;;;;;"109#110";"N-th to default credit derivatives#N-th to default credit derivatives";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#250%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x6,BAS=eba_BA:x9,EXT=eba_ER:x1,MCY=eba_MC:x244,MRW=eba_AP:x18,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x23,TRI=eba_TR:x21";C_20.00;110;300;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"N-th to default credit derivatives";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"350%";;;;;;;;;"109#110";"N-th to default credit derivatives#N-th to default credit derivatives";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#350%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x6,BAS=eba_BA:x9,EXT=eba_ER:x1,MCY=eba_MC:x244,MRW=eba_AP:x18,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x25,TRI=eba_TR:x21";C_20.00;110;310;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"N-th to default credit derivatives";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"425%";;;;;;;;;"109#110";"N-th to default credit derivatives#N-th to default credit derivatives";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#425%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x6,BAS=eba_BA:x9,EXT=eba_ER:x1,MCY=eba_MC:x244,MRW=eba_AP:x18,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x27,TRI=eba_TR:x21";C_20.00;110;320;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"N-th to default credit derivatives";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"650%";;;;;;;;;"109#110";"N-th to default credit derivatives#N-th to default credit derivatives";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#650%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x6,BAS=eba_BA:x9,EXT=eba_ER:x1,MCY=eba_MC:x244,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x56,TRI=eba_TR:x21";C_20.00;110;330;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"N-th to default credit derivatives";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"Other";;;;;;;;;"109#110";"N-th to default credit derivatives#N-th to default credit derivatives";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#Other";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x6,BAS=eba_BA:x9,EXT=eba_ER:x1,MCY=eba_MC:x244,MRW=eba_AP:x18,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x30,TRI=eba_TR:x21";C_20.00;110;340;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"N-th to default credit derivatives";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS";"1250%";"RATED";;;;;;;;;"109#110";"N-th to default credit derivatives#N-th to default credit derivatives";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS#1250%#RATED";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x6,BAS=eba_BA:x9,EXT=eba_ER:x11,MCY=eba_MC:x244,MRW=eba_AP:x1,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x30,TRI=eba_TR:x21";C_20.00;110;350;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"N-th to default credit derivatives";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS";"1250%";"UNRATED";;;;;;;;;"109#110";"N-th to default credit derivatives#N-th to default credit derivatives";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS#1250%#UNRATED";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi258,APR=eba_AP:x6,BAS=eba_BA:x9,MCY=eba_MC:x244,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x21";C_20.00;110;410;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"N-th to default credit derivatives";"BEFORE CAP";"WEIGHTED NET LONG POSITIONS";;;;;;;;;;"109#110";"N-th to default credit derivatives#N-th to default credit derivatives";"BEFORE CAP#WEIGHTED NET LONG POSITIONS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi258,APR=eba_AP:x6,BAS=eba_BA:x9,MCY=eba_MC:x244,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x21";C_20.00;110;420;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"N-th to default credit derivatives";"BEFORE CAP";"WEIGHTED NET SHORT POSITIONS";;;;;;;;;;"109#110";"N-th to default credit derivatives#N-th to default credit derivatives";"BEFORE CAP#WEIGHTED NET SHORT POSITIONS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi257,APR=eba_AP:x6,BAS=eba_BA:x9,MCY=eba_MC:x244,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x21";C_20.00;110;430;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"N-th to default credit derivatives";"AFTER CAP";"WEIGHTED NET LONG POSITIONS";;;;;;;;;;"109#110";"N-th to default credit derivatives#N-th to default credit derivatives";"AFTER CAP#WEIGHTED NET LONG POSITIONS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi257,APR=eba_AP:x6,BAS=eba_BA:x9,MCY=eba_MC:x244,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x21";C_20.00;110;440;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"N-th to default credit derivatives";"AFTER CAP";"WEIGHTED NET SHORT POSITIONS";;;;;;;;;;"109#110";"N-th to default credit derivatives#N-th to default credit derivatives";"AFTER CAP#WEIGHTED NET SHORT POSITIONS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x6,BAS=eba_BA:x9,MCY=eba_MC:x54,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x21";C_20.00;120;010;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"Other CTP positions";"All positions";"Long";;;;;;;;;;"109#120";"N-th to default credit derivatives#Other CTP positions";"All positions#Long";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x6,BAS=eba_BA:x9,MCY=eba_MC:x54,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x21";C_20.00;120;020;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"Other CTP positions";"All positions";"Short";;;;;;;;;;"109#120";"N-th to default credit derivatives#Other CTP positions";"All positions#Short";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi260,APR=eba_AP:x6,BAS=eba_BA:x11,MCY=eba_MC:x54,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x21";C_20.00;120;030;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"Other CTP positions";"(-) POSITIONS DEDUCTED FROM OWN FUNDS";"(-) Long";;;;;;;;;;"109#120";"N-th to default credit derivatives#Other CTP positions";"(-) POSITIONS DEDUCTED FROM OWN FUNDS#(-) Long";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi260,APR=eba_AP:x6,BAS=eba_BA:x11,MCY=eba_MC:x54,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x21";C_20.00;120;040;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"Other CTP positions";"(-) POSITIONS DEDUCTED FROM OWN FUNDS";"(-) Short";;;;;;;;;;"109#120";"N-th to default credit derivatives#Other CTP positions";"(-) POSITIONS DEDUCTED FROM OWN FUNDS#(-) Short";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x6,BAS=eba_BA:x9,MCY=eba_MC:x54,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x21";C_20.00;120;050;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"Other CTP positions";"Net positions";"Long";;;;;;;;;;"109#120";"N-th to default credit derivatives#Other CTP positions";"Net positions#Long";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x6,BAS=eba_BA:x9,MCY=eba_MC:x54,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x21";C_20.00;120;060;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"Other CTP positions";"Net positions";"Short";;;;;;;;;;"109#120";"N-th to default credit derivatives#Other CTP positions";"Net positions#Short";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x6,BAS=eba_BA:x9,EXT=eba_ER:x1,MCY=eba_MC:x54,MRW=eba_AP:x18,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x51,TRI=eba_TR:x21";C_20.00;120;070;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"Other CTP positions";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"7 - 10%";;;;;;;;;"109#120";"N-th to default credit derivatives#Other CTP positions";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#7 - 10%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x6,BAS=eba_BA:x9,EXT=eba_ER:x1,MCY=eba_MC:x54,MRW=eba_AP:x18,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x41,TRI=eba_TR:x21";C_20.00;120;080;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"Other CTP positions";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"12 - 18%";;;;;;;;;"109#120";"N-th to default credit derivatives#Other CTP positions";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#12 - 18%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x6,BAS=eba_BA:x9,EXT=eba_ER:x1,MCY=eba_MC:x54,MRW=eba_AP:x18,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x45,TRI=eba_TR:x21";C_20.00;120;090;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"Other CTP positions";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"20 - 35%";;;;;;;;;"109#120";"N-th to default credit derivatives#Other CTP positions";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#20 - 35%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x6,BAS=eba_BA:x9,EXT=eba_ER:x1,MCY=eba_MC:x54,MRW=eba_AP:x18,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x49,TRI=eba_TR:x21";C_20.00;120;100;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"Other CTP positions";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"40 - 75%";;;;;;;;;"109#120";"N-th to default credit derivatives#Other CTP positions";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#40 - 75%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x6,BAS=eba_BA:x9,EXT=eba_ER:x1,MCY=eba_MC:x54,MRW=eba_AP:x18,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x14,TRI=eba_TR:x21";C_20.00;120;110;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"Other CTP positions";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"100%";;;;;;;;;"109#120";"N-th to default credit derivatives#Other CTP positions";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#100%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x6,BAS=eba_BA:x9,EXT=eba_ER:x1,MCY=eba_MC:x54,MRW=eba_AP:x18,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x20,TRI=eba_TR:x21";C_20.00;120;120;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"Other CTP positions";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"250%";;;;;;;;;"109#120";"N-th to default credit derivatives#Other CTP positions";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#250%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x6,BAS=eba_BA:x9,EXT=eba_ER:x1,MCY=eba_MC:x54,MRW=eba_AP:x18,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x23,TRI=eba_TR:x21";C_20.00;120;130;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"Other CTP positions";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"350%";;;;;;;;;"109#120";"N-th to default credit derivatives#Other CTP positions";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#350%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x6,BAS=eba_BA:x9,EXT=eba_ER:x1,MCY=eba_MC:x54,MRW=eba_AP:x18,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x25,TRI=eba_TR:x21";C_20.00;120;140;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"Other CTP positions";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"425%";;;;;;;;;"109#120";"N-th to default credit derivatives#Other CTP positions";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#425%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x6,BAS=eba_BA:x9,EXT=eba_ER:x1,MCY=eba_MC:x54,MRW=eba_AP:x18,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x27,TRI=eba_TR:x21";C_20.00;120;150;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"Other CTP positions";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"650%";;;;;;;;;"109#120";"N-th to default credit derivatives#Other CTP positions";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#650%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x6,BAS=eba_BA:x9,EXT=eba_ER:x1,MCY=eba_MC:x54,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x56,TRI=eba_TR:x21";C_20.00;120;160;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"Other CTP positions";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"Other";;;;;;;;;"109#120";"N-th to default credit derivatives#Other CTP positions";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#Other";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x6,BAS=eba_BA:x9,EXT=eba_ER:x1,MCY=eba_MC:x54,MRW=eba_AP:x18,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x30,TRI=eba_TR:x21";C_20.00;120;170;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"Other CTP positions";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"1250%";"RATED";;;;;;;;;"109#120";"N-th to default credit derivatives#Other CTP positions";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#1250%#RATED";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x6,BAS=eba_BA:x9,EXT=eba_ER:x11,MCY=eba_MC:x54,MRW=eba_AP:x1,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x30,TRI=eba_TR:x21";C_20.00;120;180;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"Other CTP positions";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"1250%";"UNRATED";;;;;;;;;"109#120";"N-th to default credit derivatives#Other CTP positions";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#1250%#UNRATED";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x6,BAS=eba_BA:x9,EXT=eba_ER:x1,MCY=eba_MC:x54,MRW=eba_AP:x18,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x51,TRI=eba_TR:x21";C_20.00;120;240;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"Other CTP positions";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"7 - 10%";;;;;;;;;"109#120";"N-th to default credit derivatives#Other CTP positions";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#7 - 10%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x6,BAS=eba_BA:x9,EXT=eba_ER:x1,MCY=eba_MC:x54,MRW=eba_AP:x18,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x41,TRI=eba_TR:x21";C_20.00;120;250;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"Other CTP positions";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"12 - 18%";;;;;;;;;"109#120";"N-th to default credit derivatives#Other CTP positions";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#12 - 18%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x6,BAS=eba_BA:x9,EXT=eba_ER:x1,MCY=eba_MC:x54,MRW=eba_AP:x18,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x45,TRI=eba_TR:x21";C_20.00;120;260;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"Other CTP positions";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"20 - 35%";;;;;;;;;"109#120";"N-th to default credit derivatives#Other CTP positions";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#20 - 35%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x6,BAS=eba_BA:x9,EXT=eba_ER:x1,MCY=eba_MC:x54,MRW=eba_AP:x18,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x49,TRI=eba_TR:x21";C_20.00;120;270;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"Other CTP positions";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"40 - 75%";;;;;;;;;"109#120";"N-th to default credit derivatives#Other CTP positions";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#40 - 75%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x6,BAS=eba_BA:x9,EXT=eba_ER:x1,MCY=eba_MC:x54,MRW=eba_AP:x18,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x14,TRI=eba_TR:x21";C_20.00;120;280;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"Other CTP positions";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"100%";;;;;;;;;"109#120";"N-th to default credit derivatives#Other CTP positions";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#100%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x6,BAS=eba_BA:x9,EXT=eba_ER:x1,MCY=eba_MC:x54,MRW=eba_AP:x18,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x20,TRI=eba_TR:x21";C_20.00;120;290;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"Other CTP positions";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"250%";;;;;;;;;"109#120";"N-th to default credit derivatives#Other CTP positions";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#250%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x6,BAS=eba_BA:x9,EXT=eba_ER:x1,MCY=eba_MC:x54,MRW=eba_AP:x18,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x23,TRI=eba_TR:x21";C_20.00;120;300;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"Other CTP positions";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"350%";;;;;;;;;"109#120";"N-th to default credit derivatives#Other CTP positions";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#350%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x6,BAS=eba_BA:x9,EXT=eba_ER:x1,MCY=eba_MC:x54,MRW=eba_AP:x18,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x25,TRI=eba_TR:x21";C_20.00;120;310;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"Other CTP positions";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"425%";;;;;;;;;"109#120";"N-th to default credit derivatives#Other CTP positions";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#425%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x6,BAS=eba_BA:x9,EXT=eba_ER:x1,MCY=eba_MC:x54,MRW=eba_AP:x18,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x27,TRI=eba_TR:x21";C_20.00;120;320;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"Other CTP positions";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"650%";;;;;;;;;"109#120";"N-th to default credit derivatives#Other CTP positions";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#650%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x6,BAS=eba_BA:x9,EXT=eba_ER:x1,MCY=eba_MC:x54,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x56,TRI=eba_TR:x21";C_20.00;120;330;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"Other CTP positions";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"Other";;;;;;;;;"109#120";"N-th to default credit derivatives#Other CTP positions";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#Other";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x6,BAS=eba_BA:x9,EXT=eba_ER:x1,MCY=eba_MC:x54,MRW=eba_AP:x18,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x30,TRI=eba_TR:x21";C_20.00;120;340;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"Other CTP positions";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS";"1250%";"RATED";;;;;;;;;"109#120";"N-th to default credit derivatives#Other CTP positions";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS#1250%#RATED";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x6,BAS=eba_BA:x9,EXT=eba_ER:x11,MCY=eba_MC:x54,MRW=eba_AP:x1,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x30,TRI=eba_TR:x21";C_20.00;120;350;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"Other CTP positions";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS";"1250%";"UNRATED";;;;;;;;;"109#120";"N-th to default credit derivatives#Other CTP positions";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS#1250%#UNRATED";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi258,APR=eba_AP:x6,BAS=eba_BA:x9,MCY=eba_MC:x54,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x21";C_20.00;120;410;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"Other CTP positions";"BEFORE CAP";"WEIGHTED NET LONG POSITIONS";;;;;;;;;;"109#120";"N-th to default credit derivatives#Other CTP positions";"BEFORE CAP#WEIGHTED NET LONG POSITIONS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi258,APR=eba_AP:x6,BAS=eba_BA:x9,MCY=eba_MC:x54,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x21";C_20.00;120;420;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"Other CTP positions";"BEFORE CAP";"WEIGHTED NET SHORT POSITIONS";;;;;;;;;;"109#120";"N-th to default credit derivatives#Other CTP positions";"BEFORE CAP#WEIGHTED NET SHORT POSITIONS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi257,APR=eba_AP:x6,BAS=eba_BA:x9,MCY=eba_MC:x54,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x21";C_20.00;120;430;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"Other CTP positions";"AFTER CAP";"WEIGHTED NET LONG POSITIONS";;;;;;;;;;"109#120";"N-th to default credit derivatives#Other CTP positions";"AFTER CAP#WEIGHTED NET LONG POSITIONS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi257,APR=eba_AP:x6,BAS=eba_BA:x9,MCY=eba_MC:x54,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x21";C_20.00;120;440;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"Other CTP positions";"AFTER CAP";"WEIGHTED NET SHORT POSITIONS";;;;;;;;;;"109#120";"N-th to default credit derivatives#Other CTP positions";"AFTER CAP#WEIGHTED NET SHORT POSITIONS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x43,BAS=eba_BA:x9,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;010;060;20821;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"EQUITIES IN TRADING BOOK";"Own funds requirements";;;;;;;;;;"Total (001)";"010";"EQUITIES IN TRADING BOOK";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi235,APR=eba_AP:x43,BAS=eba_BA:x9,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;010;070;20821;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"EQUITIES IN TRADING BOOK";"Total risk exposure amount";;;;;;;;;;"Total (001)";"010";"EQUITIES IN TRADING BOOK";"Total risk exposure amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;010;20821;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"All positions";"Long";;;;;;;;;"Total (001)";"020";"General risk";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;020;20821;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"All positions";"Short";;;;;;;;;"Total (001)";"020";"General risk";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;030;20821;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Net positions";"Long";;;;;;;;;"Total (001)";"020";"General risk";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;040;20821;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Net positions";"Short";;;;;;;;;"Total (001)";"020";"General risk";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x5,BAS=eba_BA:x9,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;050;20821;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Positions subject to capital charge";;;;;;;;;;"Total (001)";"020";"General risk";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x5,BAS=eba_BA:x9,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;060;20821;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Own funds requirements";;;;;;;;;;"Total (001)";"020";"General risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,MCY=eba_MC:x99,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;010;20821;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Long";;;;;;;;;"Total (001)";"020#021";"General risk#Derivatives";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,MCY=eba_MC:x99,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;020;20821;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Short";;;;;;;;;"Total (001)";"020#021";"General risk#Derivatives";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,MCY=eba_MC:x157,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;010;20821;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Long";;;;;;;;;"Total (001)";"020#022";"General risk#Other assets and liabilities";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,MCY=eba_MC:x157,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;020;20821;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Short";;;;;;;;;"Total (001)";"020#022";"General risk#Other assets and liabilities";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,MCY=eba_MC:x178,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;010;20821;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions";"Long";;;;;;;;;"Total (001)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,MCY=eba_MC:x178,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;020;20821;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions";"Short";;;;;;;;;"Total (001)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,MCY=eba_MC:x178,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;030;20821;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"Net positions";"Long";;;;;;;;;"Total (001)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,MCY=eba_MC:x178,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;040;20821;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"Net positions";"Short";;;;;;;;;"Total (001)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,MCY=eba_MC:x260,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;010;20821;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"All positions";"Long";;;;;;;;;"Total (001)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,MCY=eba_MC:x260,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;020;20821;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"All positions";"Short";;;;;;;;;"Total (001)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,MCY=eba_MC:x260,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;030;20821;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"Net positions";"Long";;;;;;;;;"Total (001)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,MCY=eba_MC:x260,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;040;20821;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"Net positions";"Short";;;;;;;;;"Total (001)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x7,BAS=eba_BA:x9,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;010;20821;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"All positions";"Long";;;;;;;;;"Total (001)";"050";"Specific risk";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x7,BAS=eba_BA:x9,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;020;20821;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"All positions";"Short";;;;;;;;;"Total (001)";"050";"Specific risk";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x7,BAS=eba_BA:x9,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;030;20821;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Net positions";"Long";;;;;;;;;"Total (001)";"050";"Specific risk";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x7,BAS=eba_BA:x9,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;040;20821;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Net positions";"Short";;;;;;;;;"Total (001)";"050";"Specific risk";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x7,BAS=eba_BA:x9,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;050;20821;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Positions subject to capital charge";;;;;;;;;;"Total (001)";"050";"Specific risk";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x7,BAS=eba_BA:x9,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;060;20821;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Own funds requirements";;;;;;;;;;"Total (001)";"050";"Specific risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x40,BAS=eba_BA:x9,MCY=eba_MC:x49,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;010;20821;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"All positions";"Long";;;;;;;;;"Total (001)";"080";"Particular Approach for position risk in CIUs";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x40,BAS=eba_BA:x9,MCY=eba_MC:x49,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;020;20821;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"All positions";"Short";;;;;;;;;"Total (001)";"080";"Particular Approach for position risk in CIUs";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x40,BAS=eba_BA:x9,MCY=eba_MC:x49,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;030;20821;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"Net positions";"Long";;;;;;;;;"Total (001)";"080";"Particular Approach for position risk in CIUs";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x40,BAS=eba_BA:x9,MCY=eba_MC:x49,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;040;20821;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"Net positions";"Short";;;;;;;;;"Total (001)";"080";"Particular Approach for position risk in CIUs";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x40,BAS=eba_BA:x9,MCY=eba_MC:x49,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;050;20821;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"Positions subject to capital charge";;;;;;;;;;"Total (001)";"080";"Particular Approach for position risk in CIUs";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x40,BAS=eba_BA:x9,MCY=eba_MC:x49,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;060;20821;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"Own funds requirements";;;;;;;;;;"Total (001)";"080";"Particular Approach for position risk in CIUs";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x11,BAS=eba_BA:x9,MCY=eba_MC:x256,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;010;20821;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"All positions";"Long";;;;;;;;;"Total (001)";"090";"Other non-delta risks for options";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x11,BAS=eba_BA:x9,MCY=eba_MC:x256,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;020;20821;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"All positions";"Short";;;;;;;;;"Total (001)";"090";"Other non-delta risks for options";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x11,BAS=eba_BA:x9,MCY=eba_MC:x256,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;030;20821;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Net positions";"Long";;;;;;;;;"Total (001)";"090";"Other non-delta risks for options";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x11,BAS=eba_BA:x9,MCY=eba_MC:x256,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;040;20821;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Net positions";"Short";;;;;;;;;"Total (001)";"090";"Other non-delta risks for options";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x11,BAS=eba_BA:x9,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;050;20821;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Positions subject to capital charge";;;;;;;;;;"Total (001)";"090";"Other non-delta risks for options";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x11,BAS=eba_BA:x9,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;060;20821;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Own funds requirements";;;;;;;;;;"Total (001)";"090";"Other non-delta risks for options";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x61,BAS=eba_BA:x9,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;100;060;20821;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Simplified method";"Own funds requirements";;;;;;;;;;"Total (001)";"090#100";"Other non-delta risks for options#Simplified method";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x62,BAS=eba_BA:x9,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;110;060;20821;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for gamma risk";"Own funds requirements";;;;;;;;;;"Total (001)";"090#110";"Other non-delta risks for options#Delta plus approach - additional requirements for gamma risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x63,BAS=eba_BA:x9,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;120;060;20821;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for vega risk";"Own funds requirements";;;;;;;;;;"Total (001)";"090#120";"Other non-delta risks for options#Delta plus approach - additional requirements for vega risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x64,BAS=eba_BA:x9,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;130;060;20821;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Scenario matrix approach";"Own funds requirements";;;;;;;;;;"Total (001)";"090#130";"Other non-delta risks for options#Scenario matrix approach";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x43,BAS=eba_BA:x9,CMA=eba_GA:AT,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;010;060;20822;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"EQUITIES IN TRADING BOOK";"Own funds requirements";;;;;;;;;;"Austria (002)";"010";"EQUITIES IN TRADING BOOK";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi235,APR=eba_AP:x43,BAS=eba_BA:x9,CMA=eba_GA:AT,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;010;070;20822;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"EQUITIES IN TRADING BOOK";"Total risk exposure amount";;;;;;;;;;"Austria (002)";"010";"EQUITIES IN TRADING BOOK";"Total risk exposure amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:AT,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;010;20822;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"All positions";"Long";;;;;;;;;"Austria (002)";"020";"General risk";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:AT,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;020;20822;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"All positions";"Short";;;;;;;;;"Austria (002)";"020";"General risk";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:AT,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;030;20822;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Net positions";"Long";;;;;;;;;"Austria (002)";"020";"General risk";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:AT,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;040;20822;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Net positions";"Short";;;;;;;;;"Austria (002)";"020";"General risk";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:AT,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;050;20822;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Positions subject to capital charge";;;;;;;;;;"Austria (002)";"020";"General risk";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:AT,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;060;20822;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Own funds requirements";;;;;;;;;;"Austria (002)";"020";"General risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:AT,MCY=eba_MC:x99,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;010;20822;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Long";;;;;;;;;"Austria (002)";"020#021";"General risk#Derivatives";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:AT,MCY=eba_MC:x99,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;020;20822;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Short";;;;;;;;;"Austria (002)";"020#021";"General risk#Derivatives";"All positions#Short";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:AT,MCY=eba_MC:x256,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;040;20822;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Net positions";"Short";;;;;;;;;"Austria (002)";"090";"Other non-delta risks for options";"Net positions#Short";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x61,BAS=eba_BA:x9,CMA=eba_GA:AT,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;100;060;20822;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Simplified method";"Own funds requirements";;;;;;;;;;"Austria (002)";"090#100";"Other non-delta risks for options#Simplified method";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x62,BAS=eba_BA:x9,CMA=eba_GA:AT,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;110;060;20822;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for gamma risk";"Own funds requirements";;;;;;;;;;"Austria (002)";"090#110";"Other non-delta risks for options#Delta plus approach - additional requirements for gamma risk";"Own funds requirements";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:BE,MCY=eba_MC:x256,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;030;20823;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Net positions";"Long";;;;;;;;;"Belgium (003)";"090";"Other non-delta risks for options";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:BE,MCY=eba_MC:x256,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;040;20823;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Net positions";"Short";;;;;;;;;"Belgium (003)";"090";"Other non-delta risks for options";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:BE,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;050;20823;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Positions subject to capital charge";;;;;;;;;;"Belgium (003)";"090";"Other non-delta risks for options";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:BE,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;060;20823;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Own funds requirements";;;;;;;;;;"Belgium (003)";"090";"Other non-delta risks for options";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x61,BAS=eba_BA:x9,CMA=eba_GA:BE,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;100;060;20823;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Simplified method";"Own funds requirements";;;;;;;;;;"Belgium (003)";"090#100";"Other non-delta risks for options#Simplified method";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x62,BAS=eba_BA:x9,CMA=eba_GA:BE,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;110;060;20823;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for gamma risk";"Own funds requirements";;;;;;;;;;"Belgium (003)";"090#110";"Other non-delta risks for options#Delta plus approach - additional requirements for gamma risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x63,BAS=eba_BA:x9,CMA=eba_GA:BE,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;120;060;20823;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for vega risk";"Own funds requirements";;;;;;;;;;"Belgium (003)";"090#120";"Other non-delta risks for options#Delta plus approach - additional requirements for vega risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x64,BAS=eba_BA:x9,CMA=eba_GA:BE,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;130;060;20823;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Scenario matrix approach";"Own funds requirements";;;;;;;;;;"Belgium (003)";"090#130";"Other non-delta risks for options#Scenario matrix approach";"Own funds requirements";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:BG,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;040;20824;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Net positions";"Short";;;;;;;;;"Bulgaria (004)";"020";"General risk";"Net positions#Short";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:BG,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;060;20824;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Own funds requirements";;;;;;;;;;"Bulgaria (004)";"020";"General risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:BG,MCY=eba_MC:x99,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;010;20824;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Long";;;;;;;;;"Bulgaria (004)";"020#021";"General risk#Derivatives";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:BG,MCY=eba_MC:x99,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;020;20824;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Short";;;;;;;;;"Bulgaria (004)";"020#021";"General risk#Derivatives";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:BG,MCY=eba_MC:x157,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;010;20824;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Long";;;;;;;;;"Bulgaria (004)";"020#022";"General risk#Other assets and liabilities";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:BG,MCY=eba_MC:x157,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;020;20824;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Short";;;;;;;;;"Bulgaria (004)";"020#022";"General risk#Other assets and liabilities";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:BG,MCY=eba_MC:x178,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;010;20824;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions";"Long";;;;;;;;;"Bulgaria (004)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:BG,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;020;20824;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"All positions";"Short";;;;;;;;;"Bulgaria (004)";"050";"Specific risk";"All positions#Short";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:BG,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;050;20824;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Positions subject to capital charge";;;;;;;;;;"Bulgaria (004)";"050";"Specific risk";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:BG,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;060;20824;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Own funds requirements";;;;;;;;;;"Bulgaria (004)";"050";"Specific risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:BG,MCY=eba_MC:x49,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;010;20824;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"All positions";"Long";;;;;;;;;"Bulgaria (004)";"080";"Particular Approach for position risk in CIUs";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:BG,MCY=eba_MC:x49,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;020;20824;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"All positions";"Short";;;;;;;;;"Bulgaria (004)";"080";"Particular Approach for position risk in CIUs";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:BG,MCY=eba_MC:x49,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;030;20824;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"Net positions";"Long";;;;;;;;;"Bulgaria (004)";"080";"Particular Approach for position risk in CIUs";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:BG,MCY=eba_MC:x49,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;040;20824;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"Net positions";"Short";;;;;;;;;"Bulgaria (004)";"080";"Particular Approach for position risk in CIUs";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:BG,MCY=eba_MC:x49,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;050;20824;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"Positions subject to capital charge";;;;;;;;;;"Bulgaria (004)";"080";"Particular Approach for position risk in CIUs";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:BG,MCY=eba_MC:x49,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;060;20824;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"Own funds requirements";;;;;;;;;;"Bulgaria (004)";"080";"Particular Approach for position risk in CIUs";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:BG,MCY=eba_MC:x256,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;010;20824;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"All positions";"Long";;;;;;;;;"Bulgaria (004)";"090";"Other non-delta risks for options";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:BG,MCY=eba_MC:x256,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;020;20824;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"All positions";"Short";;;;;;;;;"Bulgaria (004)";"090";"Other non-delta risks for options";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:BG,MCY=eba_MC:x256,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;030;20824;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Net positions";"Long";;;;;;;;;"Bulgaria (004)";"090";"Other non-delta risks for options";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:BG,MCY=eba_MC:x256,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;040;20824;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Net positions";"Short";;;;;;;;;"Bulgaria (004)";"090";"Other non-delta risks for options";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:BG,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;050;20824;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Positions subject to capital charge";;;;;;;;;;"Bulgaria (004)";"090";"Other non-delta risks for options";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:BG,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;060;20824;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Own funds requirements";;;;;;;;;;"Bulgaria (004)";"090";"Other non-delta risks for options";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x61,BAS=eba_BA:x9,CMA=eba_GA:BG,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;100;060;20824;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Simplified method";"Own funds requirements";;;;;;;;;;"Bulgaria (004)";"090#100";"Other non-delta risks for options#Simplified method";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x62,BAS=eba_BA:x9,CMA=eba_GA:BG,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;110;060;20824;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for gamma risk";"Own funds requirements";;;;;;;;;;"Bulgaria (004)";"090#110";"Other non-delta risks for options#Delta plus approach - additional requirements for gamma risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x63,BAS=eba_BA:x9,CMA=eba_GA:BG,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;120;060;20824;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for vega risk";"Own funds requirements";;;;;;;;;;"Bulgaria (004)";"090#120";"Other non-delta risks for options#Delta plus approach - additional requirements for vega risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x64,BAS=eba_BA:x9,CMA=eba_GA:BG,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;130;060;20824;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Scenario matrix approach";"Own funds requirements";;;;;;;;;;"Bulgaria (004)";"090#130";"Other non-delta risks for options#Scenario matrix approach";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x43,BAS=eba_BA:x9,CMA=eba_GA:CY,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;010;060;20825;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"EQUITIES IN TRADING BOOK";"Own funds requirements";;;;;;;;;;"Cyprus (005)";"010";"EQUITIES IN TRADING BOOK";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi235,APR=eba_AP:x43,BAS=eba_BA:x9,CMA=eba_GA:CY,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;010;070;20825;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"EQUITIES IN TRADING BOOK";"Total risk exposure amount";;;;;;;;;;"Cyprus (005)";"010";"EQUITIES IN TRADING BOOK";"Total risk exposure amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:CY,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;010;20825;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"All positions";"Long";;;;;;;;;"Cyprus (005)";"020";"General risk";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:CY,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;020;20825;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"All positions";"Short";;;;;;;;;"Cyprus (005)";"020";"General risk";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:CY,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;030;20825;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Net positions";"Long";;;;;;;;;"Cyprus (005)";"020";"General risk";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:CY,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;040;20825;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Net positions";"Short";;;;;;;;;"Cyprus (005)";"020";"General risk";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:CY,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;050;20825;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Positions subject to capital charge";;;;;;;;;;"Cyprus (005)";"020";"General risk";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:CY,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;060;20825;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Own funds requirements";;;;;;;;;;"Cyprus (005)";"020";"General risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:CY,MCY=eba_MC:x99,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;010;20825;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Long";;;;;;;;;"Cyprus (005)";"020#021";"General risk#Derivatives";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:CY,MCY=eba_MC:x99,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;020;20825;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Short";;;;;;;;;"Cyprus (005)";"020#021";"General risk#Derivatives";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:CY,MCY=eba_MC:x157,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;010;20825;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Long";;;;;;;;;"Cyprus (005)";"020#022";"General risk#Other assets and liabilities";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:CY,MCY=eba_MC:x157,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;020;20825;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Short";;;;;;;;;"Cyprus (005)";"020#022";"General risk#Other assets and liabilities";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:CY,MCY=eba_MC:x178,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;010;20825;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions";"Long";;;;;;;;;"Cyprus (005)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:CY,MCY=eba_MC:x260,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;010;20825;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"All positions";"Long";;;;;;;;;"Cyprus (005)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"All positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:CY,MCY=eba_MC:x260,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;030;20825;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"Net positions";"Long";;;;;;;;;"Cyprus (005)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:CY,MCY=eba_MC:x260,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;040;20825;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"Net positions";"Short";;;;;;;;;"Cyprus (005)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:CY,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;010;20825;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"All positions";"Long";;;;;;;;;"Cyprus (005)";"050";"Specific risk";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:CY,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;020;20825;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"All positions";"Short";;;;;;;;;"Cyprus (005)";"050";"Specific risk";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:CY,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;030;20825;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Net positions";"Long";;;;;;;;;"Cyprus (005)";"050";"Specific risk";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:CY,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;040;20825;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Net positions";"Short";;;;;;;;;"Cyprus (005)";"050";"Specific risk";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:CY,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;050;20825;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Positions subject to capital charge";;;;;;;;;;"Cyprus (005)";"050";"Specific risk";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:CY,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;060;20825;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Own funds requirements";;;;;;;;;;"Cyprus (005)";"050";"Specific risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:CY,MCY=eba_MC:x49,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;010;20825;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"All positions";"Long";;;;;;;;;"Cyprus (005)";"080";"Particular Approach for position risk in CIUs";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:CY,MCY=eba_MC:x49,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;020;20825;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"All positions";"Short";;;;;;;;;"Cyprus (005)";"080";"Particular Approach for position risk in CIUs";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:CY,MCY=eba_MC:x49,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;030;20825;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"Net positions";"Long";;;;;;;;;"Cyprus (005)";"080";"Particular Approach for position risk in CIUs";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:CY,MCY=eba_MC:x49,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;040;20825;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"Net positions";"Short";;;;;;;;;"Cyprus (005)";"080";"Particular Approach for position risk in CIUs";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:CY,MCY=eba_MC:x49,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;050;20825;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"Positions subject to capital charge";;;;;;;;;;"Cyprus (005)";"080";"Particular Approach for position risk in CIUs";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:CY,MCY=eba_MC:x49,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;060;20825;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"Own funds requirements";;;;;;;;;;"Cyprus (005)";"080";"Particular Approach for position risk in CIUs";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:CY,MCY=eba_MC:x256,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;010;20825;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"All positions";"Long";;;;;;;;;"Cyprus (005)";"090";"Other non-delta risks for options";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:CY,MCY=eba_MC:x256,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;020;20825;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"All positions";"Short";;;;;;;;;"Cyprus (005)";"090";"Other non-delta risks for options";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:CY,MCY=eba_MC:x256,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;030;20825;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Net positions";"Long";;;;;;;;;"Cyprus (005)";"090";"Other non-delta risks for options";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:CY,MCY=eba_MC:x256,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;040;20825;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Net positions";"Short";;;;;;;;;"Cyprus (005)";"090";"Other non-delta risks for options";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:CY,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;050;20825;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Positions subject to capital charge";;;;;;;;;;"Cyprus (005)";"090";"Other non-delta risks for options";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:CY,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;060;20825;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Own funds requirements";;;;;;;;;;"Cyprus (005)";"090";"Other non-delta risks for options";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x61,BAS=eba_BA:x9,CMA=eba_GA:CY,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;100;060;20825;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Simplified method";"Own funds requirements";;;;;;;;;;"Cyprus (005)";"090#100";"Other non-delta risks for options#Simplified method";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x62,BAS=eba_BA:x9,CMA=eba_GA:CY,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;110;060;20825;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for gamma risk";"Own funds requirements";;;;;;;;;;"Cyprus (005)";"090#110";"Other non-delta risks for options#Delta plus approach - additional requirements for gamma risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x63,BAS=eba_BA:x9,CMA=eba_GA:CY,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;120;060;20825;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for vega risk";"Own funds requirements";;;;;;;;;;"Cyprus (005)";"090#120";"Other non-delta risks for options#Delta plus approach - additional requirements for vega risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x64,BAS=eba_BA:x9,CMA=eba_GA:CY,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;130;060;20825;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Scenario matrix approach";"Own funds requirements";;;;;;;;;;"Cyprus (005)";"090#130";"Other non-delta risks for options#Scenario matrix approach";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x43,BAS=eba_BA:x9,CMA=eba_GA:CZ,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;010;060;20826;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"EQUITIES IN TRADING BOOK";"Own funds requirements";;;;;;;;;;"Czech Republic (006)";"010";"EQUITIES IN TRADING BOOK";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi235,APR=eba_AP:x43,BAS=eba_BA:x9,CMA=eba_GA:CZ,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;010;070;20826;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"EQUITIES IN TRADING BOOK";"Total risk exposure amount";;;;;;;;;;"Czech Republic (006)";"010";"EQUITIES IN TRADING BOOK";"Total risk exposure amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:CZ,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;010;20826;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"All positions";"Long";;;;;;;;;"Czech Republic (006)";"020";"General risk";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:CZ,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;020;20826;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"All positions";"Short";;;;;;;;;"Czech Republic (006)";"020";"General risk";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:CZ,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;030;20826;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Net positions";"Long";;;;;;;;;"Czech Republic (006)";"020";"General risk";"Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x63,BAS=eba_BA:x9,CMA=eba_GA:CZ,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;120;060;20826;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for vega risk";"Own funds requirements";;;;;;;;;;"Czech Republic (006)";"090#120";"Other non-delta risks for options#Delta plus approach - additional requirements for vega risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x64,BAS=eba_BA:x9,CMA=eba_GA:CZ,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;130;060;20826;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Scenario matrix approach";"Own funds requirements";;;;;;;;;;"Czech Republic (006)";"090#130";"Other non-delta risks for options#Scenario matrix approach";"Own funds requirements";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:DK,MCY=eba_MC:x157,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;010;20827;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Long";;;;;;;;;"Denmark (007)";"020#022";"General risk#Other assets and liabilities";"All positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:DK,MCY=eba_MC:x49,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;060;20827;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"Own funds requirements";;;;;;;;;;"Denmark (007)";"080";"Particular Approach for position risk in CIUs";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:DK,MCY=eba_MC:x256,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;010;20827;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"All positions";"Long";;;;;;;;;"Denmark (007)";"090";"Other non-delta risks for options";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:DK,MCY=eba_MC:x256,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;020;20827;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"All positions";"Short";;;;;;;;;"Denmark (007)";"090";"Other non-delta risks for options";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:DK,MCY=eba_MC:x256,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;030;20827;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Net positions";"Long";;;;;;;;;"Denmark (007)";"090";"Other non-delta risks for options";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:DK,MCY=eba_MC:x256,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;040;20827;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Net positions";"Short";;;;;;;;;"Denmark (007)";"090";"Other non-delta risks for options";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:DK,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;050;20827;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Positions subject to capital charge";;;;;;;;;;"Denmark (007)";"090";"Other non-delta risks for options";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:DK,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;060;20827;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Own funds requirements";;;;;;;;;;"Denmark (007)";"090";"Other non-delta risks for options";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x61,BAS=eba_BA:x9,CMA=eba_GA:DK,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;100;060;20827;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Simplified method";"Own funds requirements";;;;;;;;;;"Denmark (007)";"090#100";"Other non-delta risks for options#Simplified method";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x62,BAS=eba_BA:x9,CMA=eba_GA:DK,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;110;060;20827;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for gamma risk";"Own funds requirements";;;;;;;;;;"Denmark (007)";"090#110";"Other non-delta risks for options#Delta plus approach - additional requirements for gamma risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x63,BAS=eba_BA:x9,CMA=eba_GA:DK,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;120;060;20827;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for vega risk";"Own funds requirements";;;;;;;;;;"Denmark (007)";"090#120";"Other non-delta risks for options#Delta plus approach - additional requirements for vega risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x64,BAS=eba_BA:x9,CMA=eba_GA:DK,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;130;060;20827;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Scenario matrix approach";"Own funds requirements";;;;;;;;;;"Denmark (007)";"090#130";"Other non-delta risks for options#Scenario matrix approach";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x43,BAS=eba_BA:x9,CMA=eba_GA:EE,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;010;060;20828;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"EQUITIES IN TRADING BOOK";"Own funds requirements";;;;;;;;;;"Estonia (008)";"010";"EQUITIES IN TRADING BOOK";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi235,APR=eba_AP:x43,BAS=eba_BA:x9,CMA=eba_GA:EE,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;010;070;20828;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"EQUITIES IN TRADING BOOK";"Total risk exposure amount";;;;;;;;;;"Estonia (008)";"010";"EQUITIES IN TRADING BOOK";"Total risk exposure amount";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:EE,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;020;20828;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"All positions";"Short";;;;;;;;;"Estonia (008)";"020";"General risk";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:EE,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;030;20828;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Net positions";"Long";;;;;;;;;"Estonia (008)";"020";"General risk";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:EE,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;040;20828;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Net positions";"Short";;;;;;;;;"Estonia (008)";"020";"General risk";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:EE,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;050;20828;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Positions subject to capital charge";;;;;;;;;;"Estonia (008)";"020";"General risk";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:EE,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;060;20828;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Own funds requirements";;;;;;;;;;"Estonia (008)";"020";"General risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:EE,MCY=eba_MC:x99,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;010;20828;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Long";;;;;;;;;"Estonia (008)";"020#021";"General risk#Derivatives";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:EE,MCY=eba_MC:x99,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;020;20828;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Short";;;;;;;;;"Estonia (008)";"020#021";"General risk#Derivatives";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:EE,MCY=eba_MC:x157,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;010;20828;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Long";;;;;;;;;"Estonia (008)";"020#022";"General risk#Other assets and liabilities";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:EE,MCY=eba_MC:x157,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;020;20828;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Short";;;;;;;;;"Estonia (008)";"020#022";"General risk#Other assets and liabilities";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:EE,MCY=eba_MC:x178,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;010;20828;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions";"Long";;;;;;;;;"Estonia (008)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:EE,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;020;20828;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"All positions";"Short";;;;;;;;;"Estonia (008)";"050";"Specific risk";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:EE,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;030;20828;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Net positions";"Long";;;;;;;;;"Estonia (008)";"050";"Specific risk";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:EE,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;040;20828;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Net positions";"Short";;;;;;;;;"Estonia (008)";"050";"Specific risk";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:EE,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;050;20828;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Positions subject to capital charge";;;;;;;;;;"Estonia (008)";"050";"Specific risk";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:EE,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;060;20828;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Own funds requirements";;;;;;;;;;"Estonia (008)";"050";"Specific risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:EE,MCY=eba_MC:x49,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;010;20828;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"All positions";"Long";;;;;;;;;"Estonia (008)";"080";"Particular Approach for position risk in CIUs";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:EE,MCY=eba_MC:x49,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;020;20828;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"All positions";"Short";;;;;;;;;"Estonia (008)";"080";"Particular Approach for position risk in CIUs";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:EE,MCY=eba_MC:x49,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;030;20828;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"Net positions";"Long";;;;;;;;;"Estonia (008)";"080";"Particular Approach for position risk in CIUs";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:EE,MCY=eba_MC:x49,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;040;20828;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"Net positions";"Short";;;;;;;;;"Estonia (008)";"080";"Particular Approach for position risk in CIUs";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:EE,MCY=eba_MC:x49,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;050;20828;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"Positions subject to capital charge";;;;;;;;;;"Estonia (008)";"080";"Particular Approach for position risk in CIUs";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:EE,MCY=eba_MC:x49,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;060;20828;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"Own funds requirements";;;;;;;;;;"Estonia (008)";"080";"Particular Approach for position risk in CIUs";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:EE,MCY=eba_MC:x256,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;010;20828;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"All positions";"Long";;;;;;;;;"Estonia (008)";"090";"Other non-delta risks for options";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:EE,MCY=eba_MC:x256,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;020;20828;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"All positions";"Short";;;;;;;;;"Estonia (008)";"090";"Other non-delta risks for options";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:EE,MCY=eba_MC:x256,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;030;20828;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Net positions";"Long";;;;;;;;;"Estonia (008)";"090";"Other non-delta risks for options";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:EE,MCY=eba_MC:x256,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;040;20828;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Net positions";"Short";;;;;;;;;"Estonia (008)";"090";"Other non-delta risks for options";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:EE,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;050;20828;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Positions subject to capital charge";;;;;;;;;;"Estonia (008)";"090";"Other non-delta risks for options";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:EE,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;060;20828;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Own funds requirements";;;;;;;;;;"Estonia (008)";"090";"Other non-delta risks for options";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x61,BAS=eba_BA:x9,CMA=eba_GA:EE,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;100;060;20828;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Simplified method";"Own funds requirements";;;;;;;;;;"Estonia (008)";"090#100";"Other non-delta risks for options#Simplified method";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x62,BAS=eba_BA:x9,CMA=eba_GA:EE,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;110;060;20828;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for gamma risk";"Own funds requirements";;;;;;;;;;"Estonia (008)";"090#110";"Other non-delta risks for options#Delta plus approach - additional requirements for gamma risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x63,BAS=eba_BA:x9,CMA=eba_GA:EE,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;120;060;20828;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for vega risk";"Own funds requirements";;;;;;;;;;"Estonia (008)";"090#120";"Other non-delta risks for options#Delta plus approach - additional requirements for vega risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x64,BAS=eba_BA:x9,CMA=eba_GA:EE,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;130;060;20828;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Scenario matrix approach";"Own funds requirements";;;;;;;;;;"Estonia (008)";"090#130";"Other non-delta risks for options#Scenario matrix approach";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x43,BAS=eba_BA:x9,CMA=eba_GA:FI,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;010;060;20829;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"EQUITIES IN TRADING BOOK";"Own funds requirements";;;;;;;;;;"Finland (009)";"010";"EQUITIES IN TRADING BOOK";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi235,APR=eba_AP:x43,BAS=eba_BA:x9,CMA=eba_GA:FI,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;010;070;20829;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"EQUITIES IN TRADING BOOK";"Total risk exposure amount";;;;;;;;;;"Finland (009)";"010";"EQUITIES IN TRADING BOOK";"Total risk exposure amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:FI,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;010;20829;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"All positions";"Long";;;;;;;;;"Finland (009)";"020";"General risk";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:FI,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;020;20829;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"All positions";"Short";;;;;;;;;"Finland (009)";"020";"General risk";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:FI,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;030;20829;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Net positions";"Long";;;;;;;;;"Finland (009)";"020";"General risk";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:FI,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;040;20829;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Net positions";"Short";;;;;;;;;"Finland (009)";"020";"General risk";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:FI,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;050;20829;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Positions subject to capital charge";;;;;;;;;;"Finland (009)";"020";"General risk";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:FI,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;060;20829;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Own funds requirements";;;;;;;;;;"Finland (009)";"020";"General risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:FI,MCY=eba_MC:x99,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;010;20829;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Long";;;;;;;;;"Finland (009)";"020#021";"General risk#Derivatives";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:FI,MCY=eba_MC:x99,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;020;20829;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Short";;;;;;;;;"Finland (009)";"020#021";"General risk#Derivatives";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:FI,MCY=eba_MC:x157,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;010;20829;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Long";;;;;;;;;"Finland (009)";"020#022";"General risk#Other assets and liabilities";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:FI,MCY=eba_MC:x157,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;020;20829;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Short";;;;;;;;;"Finland (009)";"020#022";"General risk#Other assets and liabilities";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:FI,MCY=eba_MC:x178,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;010;20829;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions";"Long";;;;;;;;;"Finland (009)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:FI,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;010;20829;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"All positions";"Long";;;;;;;;;"Finland (009)";"050";"Specific risk";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:FI,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;020;20829;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"All positions";"Short";;;;;;;;;"Finland (009)";"050";"Specific risk";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:FI,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;030;20829;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Net positions";"Long";;;;;;;;;"Finland (009)";"050";"Specific risk";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:FI,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;040;20829;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Net positions";"Short";;;;;;;;;"Finland (009)";"050";"Specific risk";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:FI,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;050;20829;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Positions subject to capital charge";;;;;;;;;;"Finland (009)";"050";"Specific risk";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:FI,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;060;20829;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Own funds requirements";;;;;;;;;;"Finland (009)";"050";"Specific risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:FI,MCY=eba_MC:x49,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;010;20829;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"All positions";"Long";;;;;;;;;"Finland (009)";"080";"Particular Approach for position risk in CIUs";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:FI,MCY=eba_MC:x49,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;020;20829;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"All positions";"Short";;;;;;;;;"Finland (009)";"080";"Particular Approach for position risk in CIUs";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:FI,MCY=eba_MC:x49,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;030;20829;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"Net positions";"Long";;;;;;;;;"Finland (009)";"080";"Particular Approach for position risk in CIUs";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:FI,MCY=eba_MC:x49,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;040;20829;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"Net positions";"Short";;;;;;;;;"Finland (009)";"080";"Particular Approach for position risk in CIUs";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:FI,MCY=eba_MC:x49,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;050;20829;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"Positions subject to capital charge";;;;;;;;;;"Finland (009)";"080";"Particular Approach for position risk in CIUs";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:FI,MCY=eba_MC:x49,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;060;20829;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"Own funds requirements";;;;;;;;;;"Finland (009)";"080";"Particular Approach for position risk in CIUs";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:FI,MCY=eba_MC:x256,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;010;20829;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"All positions";"Long";;;;;;;;;"Finland (009)";"090";"Other non-delta risks for options";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:FI,MCY=eba_MC:x256,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;020;20829;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"All positions";"Short";;;;;;;;;"Finland (009)";"090";"Other non-delta risks for options";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:FI,MCY=eba_MC:x256,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;030;20829;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Net positions";"Long";;;;;;;;;"Finland (009)";"090";"Other non-delta risks for options";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:FI,MCY=eba_MC:x256,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;040;20829;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Net positions";"Short";;;;;;;;;"Finland (009)";"090";"Other non-delta risks for options";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:FI,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;050;20829;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Positions subject to capital charge";;;;;;;;;;"Finland (009)";"090";"Other non-delta risks for options";"Positions subject to capital charge";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x61,BAS=eba_BA:x9,CMA=eba_GA:FI,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;100;060;20829;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Simplified method";"Own funds requirements";;;;;;;;;;"Finland (009)";"090#100";"Other non-delta risks for options#Simplified method";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x62,BAS=eba_BA:x9,CMA=eba_GA:FI,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;110;060;20829;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for gamma risk";"Own funds requirements";;;;;;;;;;"Finland (009)";"090#110";"Other non-delta risks for options#Delta plus approach - additional requirements for gamma risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x63,BAS=eba_BA:x9,CMA=eba_GA:FI,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;120;060;20829;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for vega risk";"Own funds requirements";;;;;;;;;;"Finland (009)";"090#120";"Other non-delta risks for options#Delta plus approach - additional requirements for vega risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x64,BAS=eba_BA:x9,CMA=eba_GA:FI,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;130;060;20829;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Scenario matrix approach";"Own funds requirements";;;;;;;;;;"Finland (009)";"090#130";"Other non-delta risks for options#Scenario matrix approach";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x43,BAS=eba_BA:x9,CMA=eba_GA:FR,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;010;060;20830;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"EQUITIES IN TRADING BOOK";"Own funds requirements";;;;;;;;;;"France (010)";"010";"EQUITIES IN TRADING BOOK";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi235,APR=eba_AP:x43,BAS=eba_BA:x9,CMA=eba_GA:FR,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;010;070;20830;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"EQUITIES IN TRADING BOOK";"Total risk exposure amount";;;;;;;;;;"France (010)";"010";"EQUITIES IN TRADING BOOK";"Total risk exposure amount";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:FR,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;020;20830;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"All positions";"Short";;;;;;;;;"France (010)";"020";"General risk";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:FR,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;030;20830;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Net positions";"Long";;;;;;;;;"France (010)";"020";"General risk";"Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:FR,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;050;20830;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Positions subject to capital charge";;;;;;;;;;"France (010)";"020";"General risk";"Positions subject to capital charge";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:FR,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;010;20830;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"All positions";"Long";;;;;;;;;"France (010)";"050";"Specific risk";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:FR,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;020;20830;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"All positions";"Short";;;;;;;;;"France (010)";"050";"Specific risk";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:FR,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;030;20830;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Net positions";"Long";;;;;;;;;"France (010)";"050";"Specific risk";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:FR,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;040;20830;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Net positions";"Short";;;;;;;;;"France (010)";"050";"Specific risk";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:FR,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;050;20830;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Positions subject to capital charge";;;;;;;;;;"France (010)";"050";"Specific risk";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:FR,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;060;20830;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Own funds requirements";;;;;;;;;;"France (010)";"050";"Specific risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:FR,MCY=eba_MC:x49,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;010;20830;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"All positions";"Long";;;;;;;;;"France (010)";"080";"Particular Approach for position risk in CIUs";"All positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:FR,MCY=eba_MC:x49,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;050;20830;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"Positions subject to capital charge";;;;;;;;;;"France (010)";"080";"Particular Approach for position risk in CIUs";"Positions subject to capital charge";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:FR,MCY=eba_MC:x256,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;010;20830;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"All positions";"Long";;;;;;;;;"France (010)";"090";"Other non-delta risks for options";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:FR,MCY=eba_MC:x256,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;020;20830;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"All positions";"Short";;;;;;;;;"France (010)";"090";"Other non-delta risks for options";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:FR,MCY=eba_MC:x256,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;030;20830;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Net positions";"Long";;;;;;;;;"France (010)";"090";"Other non-delta risks for options";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:FR,MCY=eba_MC:x256,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;040;20830;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Net positions";"Short";;;;;;;;;"France (010)";"090";"Other non-delta risks for options";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:FR,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;050;20830;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Positions subject to capital charge";;;;;;;;;;"France (010)";"090";"Other non-delta risks for options";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:FR,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;060;20830;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Own funds requirements";;;;;;;;;;"France (010)";"090";"Other non-delta risks for options";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x61,BAS=eba_BA:x9,CMA=eba_GA:FR,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;100;060;20830;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Simplified method";"Own funds requirements";;;;;;;;;;"France (010)";"090#100";"Other non-delta risks for options#Simplified method";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x62,BAS=eba_BA:x9,CMA=eba_GA:FR,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;110;060;20830;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for gamma risk";"Own funds requirements";;;;;;;;;;"France (010)";"090#110";"Other non-delta risks for options#Delta plus approach - additional requirements for gamma risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x63,BAS=eba_BA:x9,CMA=eba_GA:FR,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;120;060;20830;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for vega risk";"Own funds requirements";;;;;;;;;;"France (010)";"090#120";"Other non-delta risks for options#Delta plus approach - additional requirements for vega risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x64,BAS=eba_BA:x9,CMA=eba_GA:FR,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;130;060;20830;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Scenario matrix approach";"Own funds requirements";;;;;;;;;;"France (010)";"090#130";"Other non-delta risks for options#Scenario matrix approach";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x43,BAS=eba_BA:x9,CMA=eba_GA:DE,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;010;060;20831;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"EQUITIES IN TRADING BOOK";"Own funds requirements";;;;;;;;;;"Germany (011)";"010";"EQUITIES IN TRADING BOOK";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi235,APR=eba_AP:x43,BAS=eba_BA:x9,CMA=eba_GA:DE,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;010;070;20831;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"EQUITIES IN TRADING BOOK";"Total risk exposure amount";;;;;;;;;;"Germany (011)";"010";"EQUITIES IN TRADING BOOK";"Total risk exposure amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:DE,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;010;20831;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"All positions";"Long";;;;;;;;;"Germany (011)";"020";"General risk";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:DE,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;020;20831;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"All positions";"Short";;;;;;;;;"Germany (011)";"020";"General risk";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:DE,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;030;20831;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Net positions";"Long";;;;;;;;;"Germany (011)";"020";"General risk";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:DE,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;040;20831;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Net positions";"Short";;;;;;;;;"Germany (011)";"020";"General risk";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:DE,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;050;20831;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Positions subject to capital charge";;;;;;;;;;"Germany (011)";"020";"General risk";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:DE,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;060;20831;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Own funds requirements";;;;;;;;;;"Germany (011)";"020";"General risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:DE,MCY=eba_MC:x99,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;010;20831;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Long";;;;;;;;;"Germany (011)";"020#021";"General risk#Derivatives";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:DE,MCY=eba_MC:x99,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;020;20831;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Short";;;;;;;;;"Germany (011)";"020#021";"General risk#Derivatives";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:DE,MCY=eba_MC:x157,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;010;20831;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Long";;;;;;;;;"Germany (011)";"020#022";"General risk#Other assets and liabilities";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:DE,MCY=eba_MC:x157,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;020;20831;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Short";;;;;;;;;"Germany (011)";"020#022";"General risk#Other assets and liabilities";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:DE,MCY=eba_MC:x178,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;010;20831;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions";"Long";;;;;;;;;"Germany (011)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:DE,MCY=eba_MC:x178,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;020;20831;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions";"Short";;;;;;;;;"Germany (011)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:DE,MCY=eba_MC:x178,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;030;20831;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"Net positions";"Long";;;;;;;;;"Germany (011)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:DE,MCY=eba_MC:x178,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;040;20831;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"Net positions";"Short";;;;;;;;;"Germany (011)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:DE,MCY=eba_MC:x260,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;010;20831;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"All positions";"Long";;;;;;;;;"Germany (011)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:DE,MCY=eba_MC:x260,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;020;20831;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"All positions";"Short";;;;;;;;;"Germany (011)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:DE,MCY=eba_MC:x260,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;030;20831;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"Net positions";"Long";;;;;;;;;"Germany (011)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:DE,MCY=eba_MC:x260,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;040;20831;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"Net positions";"Short";;;;;;;;;"Germany (011)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:DE,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;010;20831;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"All positions";"Long";;;;;;;;;"Germany (011)";"050";"Specific risk";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:DE,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;020;20831;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"All positions";"Short";;;;;;;;;"Germany (011)";"050";"Specific risk";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:DE,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;030;20831;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Net positions";"Long";;;;;;;;;"Germany (011)";"050";"Specific risk";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:DE,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;040;20831;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Net positions";"Short";;;;;;;;;"Germany (011)";"050";"Specific risk";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:DE,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;050;20831;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Positions subject to capital charge";;;;;;;;;;"Germany (011)";"050";"Specific risk";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:DE,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;060;20831;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Own funds requirements";;;;;;;;;;"Germany (011)";"050";"Specific risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:DE,MCY=eba_MC:x49,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;010;20831;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"All positions";"Long";;;;;;;;;"Germany (011)";"080";"Particular Approach for position risk in CIUs";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:DE,MCY=eba_MC:x49,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;020;20831;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"All positions";"Short";;;;;;;;;"Germany (011)";"080";"Particular Approach for position risk in CIUs";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:DE,MCY=eba_MC:x49,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;030;20831;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"Net positions";"Long";;;;;;;;;"Germany (011)";"080";"Particular Approach for position risk in CIUs";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:DE,MCY=eba_MC:x49,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;040;20831;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"Net positions";"Short";;;;;;;;;"Germany (011)";"080";"Particular Approach for position risk in CIUs";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:DE,MCY=eba_MC:x49,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;050;20831;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"Positions subject to capital charge";;;;;;;;;;"Germany (011)";"080";"Particular Approach for position risk in CIUs";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:DE,MCY=eba_MC:x49,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;060;20831;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"Own funds requirements";;;;;;;;;;"Germany (011)";"080";"Particular Approach for position risk in CIUs";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:DE,MCY=eba_MC:x256,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;010;20831;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"All positions";"Long";;;;;;;;;"Germany (011)";"090";"Other non-delta risks for options";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:DE,MCY=eba_MC:x256,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;020;20831;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"All positions";"Short";;;;;;;;;"Germany (011)";"090";"Other non-delta risks for options";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:DE,MCY=eba_MC:x256,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;030;20831;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Net positions";"Long";;;;;;;;;"Germany (011)";"090";"Other non-delta risks for options";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:DE,MCY=eba_MC:x256,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;040;20831;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Net positions";"Short";;;;;;;;;"Germany (011)";"090";"Other non-delta risks for options";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:DE,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;050;20831;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Positions subject to capital charge";;;;;;;;;;"Germany (011)";"090";"Other non-delta risks for options";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:DE,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;060;20831;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Own funds requirements";;;;;;;;;;"Germany (011)";"090";"Other non-delta risks for options";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x61,BAS=eba_BA:x9,CMA=eba_GA:DE,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;100;060;20831;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Simplified method";"Own funds requirements";;;;;;;;;;"Germany (011)";"090#100";"Other non-delta risks for options#Simplified method";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x62,BAS=eba_BA:x9,CMA=eba_GA:DE,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;110;060;20831;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for gamma risk";"Own funds requirements";;;;;;;;;;"Germany (011)";"090#110";"Other non-delta risks for options#Delta plus approach - additional requirements for gamma risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x63,BAS=eba_BA:x9,CMA=eba_GA:DE,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;120;060;20831;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for vega risk";"Own funds requirements";;;;;;;;;;"Germany (011)";"090#120";"Other non-delta risks for options#Delta plus approach - additional requirements for vega risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x64,BAS=eba_BA:x9,CMA=eba_GA:DE,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;130;060;20831;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Scenario matrix approach";"Own funds requirements";;;;;;;;;;"Germany (011)";"090#130";"Other non-delta risks for options#Scenario matrix approach";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x43,BAS=eba_BA:x9,CMA=eba_GA:GR,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;010;060;20832;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"EQUITIES IN TRADING BOOK";"Own funds requirements";;;;;;;;;;"Greece (012)";"010";"EQUITIES IN TRADING BOOK";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi235,APR=eba_AP:x43,BAS=eba_BA:x9,CMA=eba_GA:GR,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;010;070;20832;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"EQUITIES IN TRADING BOOK";"Total risk exposure amount";;;;;;;;;;"Greece (012)";"010";"EQUITIES IN TRADING BOOK";"Total risk exposure amount";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:GR,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;020;20832;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"All positions";"Short";;;;;;;;;"Greece (012)";"020";"General risk";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:GR,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;030;20832;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Net positions";"Long";;;;;;;;;"Greece (012)";"020";"General risk";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:GR,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;040;20832;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Net positions";"Short";;;;;;;;;"Greece (012)";"020";"General risk";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:GR,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;050;20832;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Positions subject to capital charge";;;;;;;;;;"Greece (012)";"020";"General risk";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:GR,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;060;20832;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Own funds requirements";;;;;;;;;;"Greece (012)";"020";"General risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:GR,MCY=eba_MC:x99,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;010;20832;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Long";;;;;;;;;"Greece (012)";"020#021";"General risk#Derivatives";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:GR,MCY=eba_MC:x99,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;020;20832;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Short";;;;;;;;;"Greece (012)";"020#021";"General risk#Derivatives";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:GR,MCY=eba_MC:x157,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;010;20832;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Long";;;;;;;;;"Greece (012)";"020#022";"General risk#Other assets and liabilities";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:GR,MCY=eba_MC:x157,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;020;20832;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Short";;;;;;;;;"Greece (012)";"020#022";"General risk#Other assets and liabilities";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:GR,MCY=eba_MC:x178,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;010;20832;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions";"Long";;;;;;;;;"Greece (012)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:GR,MCY=eba_MC:x260,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;010;20832;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"All positions";"Long";;;;;;;;;"Greece (012)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"All positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:GR,MCY=eba_MC:x260,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;030;20832;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"Net positions";"Long";;;;;;;;;"Greece (012)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:GR,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;020;20832;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"All positions";"Short";;;;;;;;;"Greece (012)";"050";"Specific risk";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:GR,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;030;20832;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Net positions";"Long";;;;;;;;;"Greece (012)";"050";"Specific risk";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:GR,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;040;20832;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Net positions";"Short";;;;;;;;;"Greece (012)";"050";"Specific risk";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:GR,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;050;20832;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Positions subject to capital charge";;;;;;;;;;"Greece (012)";"050";"Specific risk";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:GR,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;060;20832;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Own funds requirements";;;;;;;;;;"Greece (012)";"050";"Specific risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:GR,MCY=eba_MC:x49,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;010;20832;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"All positions";"Long";;;;;;;;;"Greece (012)";"080";"Particular Approach for position risk in CIUs";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:GR,MCY=eba_MC:x49,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;020;20832;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"All positions";"Short";;;;;;;;;"Greece (012)";"080";"Particular Approach for position risk in CIUs";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:GR,MCY=eba_MC:x49,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;030;20832;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"Net positions";"Long";;;;;;;;;"Greece (012)";"080";"Particular Approach for position risk in CIUs";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:GR,MCY=eba_MC:x49,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;040;20832;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"Net positions";"Short";;;;;;;;;"Greece (012)";"080";"Particular Approach for position risk in CIUs";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:GR,MCY=eba_MC:x49,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;050;20832;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"Positions subject to capital charge";;;;;;;;;;"Greece (012)";"080";"Particular Approach for position risk in CIUs";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:GR,MCY=eba_MC:x49,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;060;20832;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"Own funds requirements";;;;;;;;;;"Greece (012)";"080";"Particular Approach for position risk in CIUs";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:GR,MCY=eba_MC:x256,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;010;20832;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"All positions";"Long";;;;;;;;;"Greece (012)";"090";"Other non-delta risks for options";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:GR,MCY=eba_MC:x256,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;020;20832;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"All positions";"Short";;;;;;;;;"Greece (012)";"090";"Other non-delta risks for options";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:GR,MCY=eba_MC:x256,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;030;20832;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Net positions";"Long";;;;;;;;;"Greece (012)";"090";"Other non-delta risks for options";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:GR,MCY=eba_MC:x256,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;040;20832;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Net positions";"Short";;;;;;;;;"Greece (012)";"090";"Other non-delta risks for options";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:GR,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;050;20832;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Positions subject to capital charge";;;;;;;;;;"Greece (012)";"090";"Other non-delta risks for options";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:GR,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;060;20832;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Own funds requirements";;;;;;;;;;"Greece (012)";"090";"Other non-delta risks for options";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x61,BAS=eba_BA:x9,CMA=eba_GA:GR,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;100;060;20832;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Simplified method";"Own funds requirements";;;;;;;;;;"Greece (012)";"090#100";"Other non-delta risks for options#Simplified method";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x62,BAS=eba_BA:x9,CMA=eba_GA:GR,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;110;060;20832;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for gamma risk";"Own funds requirements";;;;;;;;;;"Greece (012)";"090#110";"Other non-delta risks for options#Delta plus approach - additional requirements for gamma risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x63,BAS=eba_BA:x9,CMA=eba_GA:GR,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;120;060;20832;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for vega risk";"Own funds requirements";;;;;;;;;;"Greece (012)";"090#120";"Other non-delta risks for options#Delta plus approach - additional requirements for vega risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x64,BAS=eba_BA:x9,CMA=eba_GA:GR,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;130;060;20832;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Scenario matrix approach";"Own funds requirements";;;;;;;;;;"Greece (012)";"090#130";"Other non-delta risks for options#Scenario matrix approach";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x43,BAS=eba_BA:x9,CMA=eba_GA:HU,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;010;060;20833;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"EQUITIES IN TRADING BOOK";"Own funds requirements";;;;;;;;;;"Hungary (013)";"010";"EQUITIES IN TRADING BOOK";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi235,APR=eba_AP:x43,BAS=eba_BA:x9,CMA=eba_GA:HU,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;010;070;20833;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"EQUITIES IN TRADING BOOK";"Total risk exposure amount";;;;;;;;;;"Hungary (013)";"010";"EQUITIES IN TRADING BOOK";"Total risk exposure amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:HU,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;010;20833;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"All positions";"Long";;;;;;;;;"Hungary (013)";"020";"General risk";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:HU,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;020;20833;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"All positions";"Short";;;;;;;;;"Hungary (013)";"020";"General risk";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:HU,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;030;20833;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Net positions";"Long";;;;;;;;;"Hungary (013)";"020";"General risk";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:HU,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;040;20833;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Net positions";"Short";;;;;;;;;"Hungary (013)";"020";"General risk";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:HU,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;050;20833;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Positions subject to capital charge";;;;;;;;;;"Hungary (013)";"020";"General risk";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:HU,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;060;20833;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Own funds requirements";;;;;;;;;;"Hungary (013)";"020";"General risk";"Own funds requirements";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:HU,MCY=eba_MC:x99,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;020;20833;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Short";;;;;;;;;"Hungary (013)";"020#021";"General risk#Derivatives";"All positions#Short";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:HU,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;050;20833;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Positions subject to capital charge";;;;;;;;;;"Hungary (013)";"050";"Specific risk";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:HU,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;060;20833;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Own funds requirements";;;;;;;;;;"Hungary (013)";"050";"Specific risk";"Own funds requirements";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x61,BAS=eba_BA:x9,CMA=eba_GA:HU,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;100;060;20833;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Simplified method";"Own funds requirements";;;;;;;;;;"Hungary (013)";"090#100";"Other non-delta risks for options#Simplified method";"Own funds requirements";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:IE,MCY=eba_MC:x256,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;020;20834;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"All positions";"Short";;;;;;;;;"Ireland (014)";"090";"Other non-delta risks for options";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:IE,MCY=eba_MC:x256,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;030;20834;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Net positions";"Long";;;;;;;;;"Ireland (014)";"090";"Other non-delta risks for options";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:IE,MCY=eba_MC:x256,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;040;20834;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Net positions";"Short";;;;;;;;;"Ireland (014)";"090";"Other non-delta risks for options";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:IE,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;050;20834;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Positions subject to capital charge";;;;;;;;;;"Ireland (014)";"090";"Other non-delta risks for options";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:IE,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;060;20834;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Own funds requirements";;;;;;;;;;"Ireland (014)";"090";"Other non-delta risks for options";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x61,BAS=eba_BA:x9,CMA=eba_GA:IE,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;100;060;20834;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Simplified method";"Own funds requirements";;;;;;;;;;"Ireland (014)";"090#100";"Other non-delta risks for options#Simplified method";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x62,BAS=eba_BA:x9,CMA=eba_GA:IE,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;110;060;20834;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for gamma risk";"Own funds requirements";;;;;;;;;;"Ireland (014)";"090#110";"Other non-delta risks for options#Delta plus approach - additional requirements for gamma risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x63,BAS=eba_BA:x9,CMA=eba_GA:IE,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;120;060;20834;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for vega risk";"Own funds requirements";;;;;;;;;;"Ireland (014)";"090#120";"Other non-delta risks for options#Delta plus approach - additional requirements for vega risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x64,BAS=eba_BA:x9,CMA=eba_GA:IE,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;130;060;20834;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Scenario matrix approach";"Own funds requirements";;;;;;;;;;"Ireland (014)";"090#130";"Other non-delta risks for options#Scenario matrix approach";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x43,BAS=eba_BA:x9,CMA=eba_GA:IT,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;010;060;20835;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"EQUITIES IN TRADING BOOK";"Own funds requirements";;;;;;;;;;"Italy (015)";"010";"EQUITIES IN TRADING BOOK";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi235,APR=eba_AP:x43,BAS=eba_BA:x9,CMA=eba_GA:IT,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;010;070;20835;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"EQUITIES IN TRADING BOOK";"Total risk exposure amount";;;;;;;;;;"Italy (015)";"010";"EQUITIES IN TRADING BOOK";"Total risk exposure amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:IT,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;010;20835;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"All positions";"Long";;;;;;;;;"Italy (015)";"020";"General risk";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:IT,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;020;20835;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"All positions";"Short";;;;;;;;;"Italy (015)";"020";"General risk";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:IT,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;030;20835;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Net positions";"Long";;;;;;;;;"Italy (015)";"020";"General risk";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:IT,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;040;20835;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Net positions";"Short";;;;;;;;;"Italy (015)";"020";"General risk";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:IT,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;050;20835;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Positions subject to capital charge";;;;;;;;;;"Italy (015)";"020";"General risk";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:IT,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;060;20835;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Own funds requirements";;;;;;;;;;"Italy (015)";"020";"General risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:IT,MCY=eba_MC:x99,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;010;20835;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Long";;;;;;;;;"Italy (015)";"020#021";"General risk#Derivatives";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:IT,MCY=eba_MC:x99,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;020;20835;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Short";;;;;;;;;"Italy (015)";"020#021";"General risk#Derivatives";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:IT,MCY=eba_MC:x157,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;010;20835;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Long";;;;;;;;;"Italy (015)";"020#022";"General risk#Other assets and liabilities";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:IT,MCY=eba_MC:x157,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;020;20835;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Short";;;;;;;;;"Italy (015)";"020#022";"General risk#Other assets and liabilities";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:IT,MCY=eba_MC:x178,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;010;20835;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions";"Long";;;;;;;;;"Italy (015)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:IT,MCY=eba_MC:x178,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;020;20835;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions";"Short";;;;;;;;;"Italy (015)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:IT,MCY=eba_MC:x178,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;030;20835;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"Net positions";"Long";;;;;;;;;"Italy (015)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:IT,MCY=eba_MC:x178,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;040;20835;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"Net positions";"Short";;;;;;;;;"Italy (015)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:IT,MCY=eba_MC:x260,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;010;20835;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"All positions";"Long";;;;;;;;;"Italy (015)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:IT,MCY=eba_MC:x260,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;020;20835;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"All positions";"Short";;;;;;;;;"Italy (015)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:IT,MCY=eba_MC:x260,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;030;20835;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"Net positions";"Long";;;;;;;;;"Italy (015)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:IT,MCY=eba_MC:x260,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;040;20835;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"Net positions";"Short";;;;;;;;;"Italy (015)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:IT,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;010;20835;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"All positions";"Long";;;;;;;;;"Italy (015)";"050";"Specific risk";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:IT,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;020;20835;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"All positions";"Short";;;;;;;;;"Italy (015)";"050";"Specific risk";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:IT,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;030;20835;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Net positions";"Long";;;;;;;;;"Italy (015)";"050";"Specific risk";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:IT,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;040;20835;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Net positions";"Short";;;;;;;;;"Italy (015)";"050";"Specific risk";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:IT,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;050;20835;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Positions subject to capital charge";;;;;;;;;;"Italy (015)";"050";"Specific risk";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:IT,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;060;20835;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Own funds requirements";;;;;;;;;;"Italy (015)";"050";"Specific risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:IT,MCY=eba_MC:x49,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;010;20835;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"All positions";"Long";;;;;;;;;"Italy (015)";"080";"Particular Approach for position risk in CIUs";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:IT,MCY=eba_MC:x49,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;020;20835;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"All positions";"Short";;;;;;;;;"Italy (015)";"080";"Particular Approach for position risk in CIUs";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:IT,MCY=eba_MC:x49,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;030;20835;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"Net positions";"Long";;;;;;;;;"Italy (015)";"080";"Particular Approach for position risk in CIUs";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:IT,MCY=eba_MC:x49,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;040;20835;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"Net positions";"Short";;;;;;;;;"Italy (015)";"080";"Particular Approach for position risk in CIUs";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:IT,MCY=eba_MC:x49,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;050;20835;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"Positions subject to capital charge";;;;;;;;;;"Italy (015)";"080";"Particular Approach for position risk in CIUs";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:IT,MCY=eba_MC:x49,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;060;20835;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"Own funds requirements";;;;;;;;;;"Italy (015)";"080";"Particular Approach for position risk in CIUs";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:IT,MCY=eba_MC:x256,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;010;20835;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"All positions";"Long";;;;;;;;;"Italy (015)";"090";"Other non-delta risks for options";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:IT,MCY=eba_MC:x256,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;020;20835;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"All positions";"Short";;;;;;;;;"Italy (015)";"090";"Other non-delta risks for options";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:IT,MCY=eba_MC:x256,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;030;20835;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Net positions";"Long";;;;;;;;;"Italy (015)";"090";"Other non-delta risks for options";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:IT,MCY=eba_MC:x256,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;040;20835;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Net positions";"Short";;;;;;;;;"Italy (015)";"090";"Other non-delta risks for options";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:IT,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;050;20835;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Positions subject to capital charge";;;;;;;;;;"Italy (015)";"090";"Other non-delta risks for options";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:IT,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;060;20835;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Own funds requirements";;;;;;;;;;"Italy (015)";"090";"Other non-delta risks for options";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x61,BAS=eba_BA:x9,CMA=eba_GA:IT,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;100;060;20835;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Simplified method";"Own funds requirements";;;;;;;;;;"Italy (015)";"090#100";"Other non-delta risks for options#Simplified method";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x62,BAS=eba_BA:x9,CMA=eba_GA:IT,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;110;060;20835;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for gamma risk";"Own funds requirements";;;;;;;;;;"Italy (015)";"090#110";"Other non-delta risks for options#Delta plus approach - additional requirements for gamma risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x63,BAS=eba_BA:x9,CMA=eba_GA:IT,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;120;060;20835;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for vega risk";"Own funds requirements";;;;;;;;;;"Italy (015)";"090#120";"Other non-delta risks for options#Delta plus approach - additional requirements for vega risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x64,BAS=eba_BA:x9,CMA=eba_GA:IT,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;130;060;20835;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Scenario matrix approach";"Own funds requirements";;;;;;;;;;"Italy (015)";"090#130";"Other non-delta risks for options#Scenario matrix approach";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x43,BAS=eba_BA:x9,CMA=eba_GA:LV,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;010;060;20836;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"EQUITIES IN TRADING BOOK";"Own funds requirements";;;;;;;;;;"Latvia (016)";"010";"EQUITIES IN TRADING BOOK";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi235,APR=eba_AP:x43,BAS=eba_BA:x9,CMA=eba_GA:LV,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;010;070;20836;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"EQUITIES IN TRADING BOOK";"Total risk exposure amount";;;;;;;;;;"Latvia (016)";"010";"EQUITIES IN TRADING BOOK";"Total risk exposure amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:LV,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;010;20836;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"All positions";"Long";;;;;;;;;"Latvia (016)";"020";"General risk";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:LV,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;020;20836;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"All positions";"Short";;;;;;;;;"Latvia (016)";"020";"General risk";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:LV,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;030;20836;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Net positions";"Long";;;;;;;;;"Latvia (016)";"020";"General risk";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:LV,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;040;20836;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Net positions";"Short";;;;;;;;;"Latvia (016)";"020";"General risk";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:LV,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;050;20836;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Positions subject to capital charge";;;;;;;;;;"Latvia (016)";"020";"General risk";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:LV,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;060;20836;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Own funds requirements";;;;;;;;;;"Latvia (016)";"020";"General risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:LV,MCY=eba_MC:x99,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;010;20836;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Long";;;;;;;;;"Latvia (016)";"020#021";"General risk#Derivatives";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:LV,MCY=eba_MC:x99,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;020;20836;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Short";;;;;;;;;"Latvia (016)";"020#021";"General risk#Derivatives";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:LV,MCY=eba_MC:x157,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;010;20836;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Long";;;;;;;;;"Latvia (016)";"020#022";"General risk#Other assets and liabilities";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:LV,MCY=eba_MC:x157,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;020;20836;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Short";;;;;;;;;"Latvia (016)";"020#022";"General risk#Other assets and liabilities";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:LV,MCY=eba_MC:x178,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;010;20836;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions";"Long";;;;;;;;;"Latvia (016)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:LV,MCY=eba_MC:x178,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;020;20836;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions";"Short";;;;;;;;;"Latvia (016)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions#Short";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:LV,MCY=eba_MC:x178,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;040;20836;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"Net positions";"Short";;;;;;;;;"Latvia (016)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:LV,MCY=eba_MC:x260,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;010;20836;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"All positions";"Long";;;;;;;;;"Latvia (016)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:LV,MCY=eba_MC:x260,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;020;20836;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"All positions";"Short";;;;;;;;;"Latvia (016)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:LV,MCY=eba_MC:x260,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;030;20836;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"Net positions";"Long";;;;;;;;;"Latvia (016)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:LV,MCY=eba_MC:x260,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;040;20836;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"Net positions";"Short";;;;;;;;;"Latvia (016)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:LV,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;010;20836;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"All positions";"Long";;;;;;;;;"Latvia (016)";"050";"Specific risk";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:LV,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;020;20836;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"All positions";"Short";;;;;;;;;"Latvia (016)";"050";"Specific risk";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:LV,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;030;20836;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Net positions";"Long";;;;;;;;;"Latvia (016)";"050";"Specific risk";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:LV,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;040;20836;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Net positions";"Short";;;;;;;;;"Latvia (016)";"050";"Specific risk";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:LV,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;050;20836;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Positions subject to capital charge";;;;;;;;;;"Latvia (016)";"050";"Specific risk";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:LV,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;060;20836;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Own funds requirements";;;;;;;;;;"Latvia (016)";"050";"Specific risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:LV,MCY=eba_MC:x49,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;010;20836;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"All positions";"Long";;;;;;;;;"Latvia (016)";"080";"Particular Approach for position risk in CIUs";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:LV,MCY=eba_MC:x49,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;020;20836;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"All positions";"Short";;;;;;;;;"Latvia (016)";"080";"Particular Approach for position risk in CIUs";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:LV,MCY=eba_MC:x49,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;030;20836;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"Net positions";"Long";;;;;;;;;"Latvia (016)";"080";"Particular Approach for position risk in CIUs";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:LV,MCY=eba_MC:x49,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;040;20836;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"Net positions";"Short";;;;;;;;;"Latvia (016)";"080";"Particular Approach for position risk in CIUs";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:LV,MCY=eba_MC:x49,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;050;20836;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"Positions subject to capital charge";;;;;;;;;;"Latvia (016)";"080";"Particular Approach for position risk in CIUs";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:LV,MCY=eba_MC:x49,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;060;20836;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"Own funds requirements";;;;;;;;;;"Latvia (016)";"080";"Particular Approach for position risk in CIUs";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:LV,MCY=eba_MC:x256,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;010;20836;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"All positions";"Long";;;;;;;;;"Latvia (016)";"090";"Other non-delta risks for options";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:LV,MCY=eba_MC:x256,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;020;20836;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"All positions";"Short";;;;;;;;;"Latvia (016)";"090";"Other non-delta risks for options";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:LV,MCY=eba_MC:x256,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;030;20836;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Net positions";"Long";;;;;;;;;"Latvia (016)";"090";"Other non-delta risks for options";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:LV,MCY=eba_MC:x256,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;040;20836;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Net positions";"Short";;;;;;;;;"Latvia (016)";"090";"Other non-delta risks for options";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:LV,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;050;20836;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Positions subject to capital charge";;;;;;;;;;"Latvia (016)";"090";"Other non-delta risks for options";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:LV,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;060;20836;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Own funds requirements";;;;;;;;;;"Latvia (016)";"090";"Other non-delta risks for options";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x61,BAS=eba_BA:x9,CMA=eba_GA:LV,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;100;060;20836;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Simplified method";"Own funds requirements";;;;;;;;;;"Latvia (016)";"090#100";"Other non-delta risks for options#Simplified method";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x62,BAS=eba_BA:x9,CMA=eba_GA:LV,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;110;060;20836;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for gamma risk";"Own funds requirements";;;;;;;;;;"Latvia (016)";"090#110";"Other non-delta risks for options#Delta plus approach - additional requirements for gamma risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x63,BAS=eba_BA:x9,CMA=eba_GA:LV,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;120;060;20836;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for vega risk";"Own funds requirements";;;;;;;;;;"Latvia (016)";"090#120";"Other non-delta risks for options#Delta plus approach - additional requirements for vega risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x64,BAS=eba_BA:x9,CMA=eba_GA:LV,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;130;060;20836;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Scenario matrix approach";"Own funds requirements";;;;;;;;;;"Latvia (016)";"090#130";"Other non-delta risks for options#Scenario matrix approach";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x43,BAS=eba_BA:x9,CMA=eba_GA:LT,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;010;060;20837;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"EQUITIES IN TRADING BOOK";"Own funds requirements";;;;;;;;;;"Lithuania (017)";"010";"EQUITIES IN TRADING BOOK";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi235,APR=eba_AP:x43,BAS=eba_BA:x9,CMA=eba_GA:LT,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;010;070;20837;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"EQUITIES IN TRADING BOOK";"Total risk exposure amount";;;;;;;;;;"Lithuania (017)";"010";"EQUITIES IN TRADING BOOK";"Total risk exposure amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:LT,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;010;20837;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"All positions";"Long";;;;;;;;;"Lithuania (017)";"020";"General risk";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:LT,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;020;20837;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"All positions";"Short";;;;;;;;;"Lithuania (017)";"020";"General risk";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:LT,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;030;20837;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Net positions";"Long";;;;;;;;;"Lithuania (017)";"020";"General risk";"Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:LT,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;050;20837;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Positions subject to capital charge";;;;;;;;;;"Lithuania (017)";"020";"General risk";"Positions subject to capital charge";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x63,BAS=eba_BA:x9,CMA=eba_GA:LT,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;120;060;20837;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for vega risk";"Own funds requirements";;;;;;;;;;"Lithuania (017)";"090#120";"Other non-delta risks for options#Delta plus approach - additional requirements for vega risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x64,BAS=eba_BA:x9,CMA=eba_GA:LT,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;130;060;20837;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Scenario matrix approach";"Own funds requirements";;;;;;;;;;"Lithuania (017)";"090#130";"Other non-delta risks for options#Scenario matrix approach";"Own funds requirements";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:LU,MCY=eba_MC:x99,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;020;20838;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Short";;;;;;;;;"Luxembourg (018)";"020#021";"General risk#Derivatives";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:LU,MCY=eba_MC:x157,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;010;20838;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Long";;;;;;;;;"Luxembourg (018)";"020#022";"General risk#Other assets and liabilities";"All positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:LU,MCY=eba_MC:x49,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;050;20838;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"Positions subject to capital charge";;;;;;;;;;"Luxembourg (018)";"080";"Particular Approach for position risk in CIUs";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:LU,MCY=eba_MC:x49,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;060;20838;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"Own funds requirements";;;;;;;;;;"Luxembourg (018)";"080";"Particular Approach for position risk in CIUs";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:LU,MCY=eba_MC:x256,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;010;20838;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"All positions";"Long";;;;;;;;;"Luxembourg (018)";"090";"Other non-delta risks for options";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:LU,MCY=eba_MC:x256,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;020;20838;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"All positions";"Short";;;;;;;;;"Luxembourg (018)";"090";"Other non-delta risks for options";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:LU,MCY=eba_MC:x256,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;030;20838;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Net positions";"Long";;;;;;;;;"Luxembourg (018)";"090";"Other non-delta risks for options";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:LU,MCY=eba_MC:x256,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;040;20838;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Net positions";"Short";;;;;;;;;"Luxembourg (018)";"090";"Other non-delta risks for options";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:LU,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;050;20838;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Positions subject to capital charge";;;;;;;;;;"Luxembourg (018)";"090";"Other non-delta risks for options";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:LU,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;060;20838;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Own funds requirements";;;;;;;;;;"Luxembourg (018)";"090";"Other non-delta risks for options";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x61,BAS=eba_BA:x9,CMA=eba_GA:LU,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;100;060;20838;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Simplified method";"Own funds requirements";;;;;;;;;;"Luxembourg (018)";"090#100";"Other non-delta risks for options#Simplified method";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x62,BAS=eba_BA:x9,CMA=eba_GA:LU,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;110;060;20838;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for gamma risk";"Own funds requirements";;;;;;;;;;"Luxembourg (018)";"090#110";"Other non-delta risks for options#Delta plus approach - additional requirements for gamma risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x63,BAS=eba_BA:x9,CMA=eba_GA:LU,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;120;060;20838;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for vega risk";"Own funds requirements";;;;;;;;;;"Luxembourg (018)";"090#120";"Other non-delta risks for options#Delta plus approach - additional requirements for vega risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x64,BAS=eba_BA:x9,CMA=eba_GA:LU,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;130;060;20838;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Scenario matrix approach";"Own funds requirements";;;;;;;;;;"Luxembourg (018)";"090#130";"Other non-delta risks for options#Scenario matrix approach";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x43,BAS=eba_BA:x9,CMA=eba_GA:MT,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;010;060;20839;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"EQUITIES IN TRADING BOOK";"Own funds requirements";;;;;;;;;;"Malta (019)";"010";"EQUITIES IN TRADING BOOK";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi235,APR=eba_AP:x43,BAS=eba_BA:x9,CMA=eba_GA:MT,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;010;070;20839;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"EQUITIES IN TRADING BOOK";"Total risk exposure amount";;;;;;;;;;"Malta (019)";"010";"EQUITIES IN TRADING BOOK";"Total risk exposure amount";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:MT,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;020;20839;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"All positions";"Short";;;;;;;;;"Malta (019)";"020";"General risk";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:MT,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;030;20839;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Net positions";"Long";;;;;;;;;"Malta (019)";"020";"General risk";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:MT,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;040;20839;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Net positions";"Short";;;;;;;;;"Malta (019)";"020";"General risk";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:MT,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;050;20839;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Positions subject to capital charge";;;;;;;;;;"Malta (019)";"020";"General risk";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:MT,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;060;20839;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Own funds requirements";;;;;;;;;;"Malta (019)";"020";"General risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:MT,MCY=eba_MC:x99,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;010;20839;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Long";;;;;;;;;"Malta (019)";"020#021";"General risk#Derivatives";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:MT,MCY=eba_MC:x99,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;020;20839;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Short";;;;;;;;;"Malta (019)";"020#021";"General risk#Derivatives";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:MT,MCY=eba_MC:x157,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;010;20839;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Long";;;;;;;;;"Malta (019)";"020#022";"General risk#Other assets and liabilities";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:MT,MCY=eba_MC:x157,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;020;20839;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Short";;;;;;;;;"Malta (019)";"020#022";"General risk#Other assets and liabilities";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:MT,MCY=eba_MC:x178,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;010;20839;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions";"Long";;;;;;;;;"Malta (019)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:MT,MCY=eba_MC:x260,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;030;20839;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"Net positions";"Long";;;;;;;;;"Malta (019)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:MT,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;010;20839;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"All positions";"Long";;;;;;;;;"Malta (019)";"050";"Specific risk";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:MT,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;020;20839;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"All positions";"Short";;;;;;;;;"Malta (019)";"050";"Specific risk";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:MT,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;030;20839;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Net positions";"Long";;;;;;;;;"Malta (019)";"050";"Specific risk";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:MT,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;040;20839;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Net positions";"Short";;;;;;;;;"Malta (019)";"050";"Specific risk";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:MT,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;050;20839;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Positions subject to capital charge";;;;;;;;;;"Malta (019)";"050";"Specific risk";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:MT,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;060;20839;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Own funds requirements";;;;;;;;;;"Malta (019)";"050";"Specific risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:MT,MCY=eba_MC:x49,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;010;20839;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"All positions";"Long";;;;;;;;;"Malta (019)";"080";"Particular Approach for position risk in CIUs";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:MT,MCY=eba_MC:x49,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;020;20839;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"All positions";"Short";;;;;;;;;"Malta (019)";"080";"Particular Approach for position risk in CIUs";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:MT,MCY=eba_MC:x49,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;030;20839;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"Net positions";"Long";;;;;;;;;"Malta (019)";"080";"Particular Approach for position risk in CIUs";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:MT,MCY=eba_MC:x49,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;040;20839;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"Net positions";"Short";;;;;;;;;"Malta (019)";"080";"Particular Approach for position risk in CIUs";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:MT,MCY=eba_MC:x49,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;050;20839;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"Positions subject to capital charge";;;;;;;;;;"Malta (019)";"080";"Particular Approach for position risk in CIUs";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:MT,MCY=eba_MC:x49,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;060;20839;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"Own funds requirements";;;;;;;;;;"Malta (019)";"080";"Particular Approach for position risk in CIUs";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:MT,MCY=eba_MC:x256,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;010;20839;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"All positions";"Long";;;;;;;;;"Malta (019)";"090";"Other non-delta risks for options";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:MT,MCY=eba_MC:x256,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;020;20839;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"All positions";"Short";;;;;;;;;"Malta (019)";"090";"Other non-delta risks for options";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:MT,MCY=eba_MC:x256,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;030;20839;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Net positions";"Long";;;;;;;;;"Malta (019)";"090";"Other non-delta risks for options";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:MT,MCY=eba_MC:x256,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;040;20839;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Net positions";"Short";;;;;;;;;"Malta (019)";"090";"Other non-delta risks for options";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:MT,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;050;20839;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Positions subject to capital charge";;;;;;;;;;"Malta (019)";"090";"Other non-delta risks for options";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:MT,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;060;20839;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Own funds requirements";;;;;;;;;;"Malta (019)";"090";"Other non-delta risks for options";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x61,BAS=eba_BA:x9,CMA=eba_GA:MT,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;100;060;20839;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Simplified method";"Own funds requirements";;;;;;;;;;"Malta (019)";"090#100";"Other non-delta risks for options#Simplified method";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x62,BAS=eba_BA:x9,CMA=eba_GA:MT,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;110;060;20839;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for gamma risk";"Own funds requirements";;;;;;;;;;"Malta (019)";"090#110";"Other non-delta risks for options#Delta plus approach - additional requirements for gamma risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x63,BAS=eba_BA:x9,CMA=eba_GA:MT,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;120;060;20839;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for vega risk";"Own funds requirements";;;;;;;;;;"Malta (019)";"090#120";"Other non-delta risks for options#Delta plus approach - additional requirements for vega risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x64,BAS=eba_BA:x9,CMA=eba_GA:MT,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;130;060;20839;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Scenario matrix approach";"Own funds requirements";;;;;;;;;;"Malta (019)";"090#130";"Other non-delta risks for options#Scenario matrix approach";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x43,BAS=eba_BA:x9,CMA=eba_GA:NL,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;010;060;20840;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"EQUITIES IN TRADING BOOK";"Own funds requirements";;;;;;;;;;"Netherlands (020)";"010";"EQUITIES IN TRADING BOOK";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi235,APR=eba_AP:x43,BAS=eba_BA:x9,CMA=eba_GA:NL,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;010;070;20840;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"EQUITIES IN TRADING BOOK";"Total risk exposure amount";;;;;;;;;;"Netherlands (020)";"010";"EQUITIES IN TRADING BOOK";"Total risk exposure amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:NL,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;010;20840;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"All positions";"Long";;;;;;;;;"Netherlands (020)";"020";"General risk";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:NL,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;020;20840;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"All positions";"Short";;;;;;;;;"Netherlands (020)";"020";"General risk";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:NL,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;030;20840;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Net positions";"Long";;;;;;;;;"Netherlands (020)";"020";"General risk";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:NL,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;040;20840;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Net positions";"Short";;;;;;;;;"Netherlands (020)";"020";"General risk";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:NL,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;050;20840;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Positions subject to capital charge";;;;;;;;;;"Netherlands (020)";"020";"General risk";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:NL,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;060;20840;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Own funds requirements";;;;;;;;;;"Netherlands (020)";"020";"General risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:NL,MCY=eba_MC:x99,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;010;20840;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Long";;;;;;;;;"Netherlands (020)";"020#021";"General risk#Derivatives";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:NL,MCY=eba_MC:x99,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;020;20840;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Short";;;;;;;;;"Netherlands (020)";"020#021";"General risk#Derivatives";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:NL,MCY=eba_MC:x157,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;010;20840;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Long";;;;;;;;;"Netherlands (020)";"020#022";"General risk#Other assets and liabilities";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:NL,MCY=eba_MC:x157,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;020;20840;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Short";;;;;;;;;"Netherlands (020)";"020#022";"General risk#Other assets and liabilities";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:NL,MCY=eba_MC:x178,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;010;20840;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions";"Long";;;;;;;;;"Netherlands (020)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:NL,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;020;20840;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"All positions";"Short";;;;;;;;;"Netherlands (020)";"050";"Specific risk";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:NL,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;030;20840;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Net positions";"Long";;;;;;;;;"Netherlands (020)";"050";"Specific risk";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:NL,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;040;20840;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Net positions";"Short";;;;;;;;;"Netherlands (020)";"050";"Specific risk";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:NL,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;050;20840;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Positions subject to capital charge";;;;;;;;;;"Netherlands (020)";"050";"Specific risk";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:NL,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;060;20840;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Own funds requirements";;;;;;;;;;"Netherlands (020)";"050";"Specific risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:NL,MCY=eba_MC:x49,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;010;20840;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"All positions";"Long";;;;;;;;;"Netherlands (020)";"080";"Particular Approach for position risk in CIUs";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:NL,MCY=eba_MC:x49,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;020;20840;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"All positions";"Short";;;;;;;;;"Netherlands (020)";"080";"Particular Approach for position risk in CIUs";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:NL,MCY=eba_MC:x49,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;030;20840;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"Net positions";"Long";;;;;;;;;"Netherlands (020)";"080";"Particular Approach for position risk in CIUs";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:NL,MCY=eba_MC:x49,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;040;20840;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"Net positions";"Short";;;;;;;;;"Netherlands (020)";"080";"Particular Approach for position risk in CIUs";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:NL,MCY=eba_MC:x49,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;050;20840;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"Positions subject to capital charge";;;;;;;;;;"Netherlands (020)";"080";"Particular Approach for position risk in CIUs";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:NL,MCY=eba_MC:x49,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;060;20840;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"Own funds requirements";;;;;;;;;;"Netherlands (020)";"080";"Particular Approach for position risk in CIUs";"Own funds requirements";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:NL,MCY=eba_MC:x256,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;030;20840;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Net positions";"Long";;;;;;;;;"Netherlands (020)";"090";"Other non-delta risks for options";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:NL,MCY=eba_MC:x256,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;040;20840;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Net positions";"Short";;;;;;;;;"Netherlands (020)";"090";"Other non-delta risks for options";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:NL,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;050;20840;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Positions subject to capital charge";;;;;;;;;;"Netherlands (020)";"090";"Other non-delta risks for options";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:NL,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;060;20840;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Own funds requirements";;;;;;;;;;"Netherlands (020)";"090";"Other non-delta risks for options";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x61,BAS=eba_BA:x9,CMA=eba_GA:NL,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;100;060;20840;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Simplified method";"Own funds requirements";;;;;;;;;;"Netherlands (020)";"090#100";"Other non-delta risks for options#Simplified method";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x62,BAS=eba_BA:x9,CMA=eba_GA:NL,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;110;060;20840;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for gamma risk";"Own funds requirements";;;;;;;;;;"Netherlands (020)";"090#110";"Other non-delta risks for options#Delta plus approach - additional requirements for gamma risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x63,BAS=eba_BA:x9,CMA=eba_GA:NL,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;120;060;20840;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for vega risk";"Own funds requirements";;;;;;;;;;"Netherlands (020)";"090#120";"Other non-delta risks for options#Delta plus approach - additional requirements for vega risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x64,BAS=eba_BA:x9,CMA=eba_GA:NL,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;130;060;20840;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Scenario matrix approach";"Own funds requirements";;;;;;;;;;"Netherlands (020)";"090#130";"Other non-delta risks for options#Scenario matrix approach";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x43,BAS=eba_BA:x9,CMA=eba_GA:PL,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;010;060;20841;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"EQUITIES IN TRADING BOOK";"Own funds requirements";;;;;;;;;;"Poland (021)";"010";"EQUITIES IN TRADING BOOK";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi235,APR=eba_AP:x43,BAS=eba_BA:x9,CMA=eba_GA:PL,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;010;070;20841;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"EQUITIES IN TRADING BOOK";"Total risk exposure amount";;;;;;;;;;"Poland (021)";"010";"EQUITIES IN TRADING BOOK";"Total risk exposure amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:PL,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;010;20841;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"All positions";"Long";;;;;;;;;"Poland (021)";"020";"General risk";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:PL,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;020;20841;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"All positions";"Short";;;;;;;;;"Poland (021)";"020";"General risk";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:PL,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;030;20841;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Net positions";"Long";;;;;;;;;"Poland (021)";"020";"General risk";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:PL,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;040;20841;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Net positions";"Short";;;;;;;;;"Poland (021)";"020";"General risk";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:PL,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;050;20841;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Positions subject to capital charge";;;;;;;;;;"Poland (021)";"020";"General risk";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:PL,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;060;20841;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Own funds requirements";;;;;;;;;;"Poland (021)";"020";"General risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:PL,MCY=eba_MC:x99,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;010;20841;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Long";;;;;;;;;"Poland (021)";"020#021";"General risk#Derivatives";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:PL,MCY=eba_MC:x99,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;020;20841;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Short";;;;;;;;;"Poland (021)";"020#021";"General risk#Derivatives";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:PL,MCY=eba_MC:x157,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;010;20841;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Long";;;;;;;;;"Poland (021)";"020#022";"General risk#Other assets and liabilities";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:PL,MCY=eba_MC:x157,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;020;20841;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Short";;;;;;;;;"Poland (021)";"020#022";"General risk#Other assets and liabilities";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:PL,MCY=eba_MC:x178,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;010;20841;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions";"Long";;;;;;;;;"Poland (021)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:PL,MCY=eba_MC:x260,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;010;20841;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"All positions";"Long";;;;;;;;;"Poland (021)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:PL,MCY=eba_MC:x260,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;020;20841;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"All positions";"Short";;;;;;;;;"Poland (021)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:PL,MCY=eba_MC:x260,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;030;20841;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"Net positions";"Long";;;;;;;;;"Poland (021)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:PL,MCY=eba_MC:x260,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;040;20841;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"Net positions";"Short";;;;;;;;;"Poland (021)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:PL,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;010;20841;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"All positions";"Long";;;;;;;;;"Poland (021)";"050";"Specific risk";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:PL,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;020;20841;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"All positions";"Short";;;;;;;;;"Poland (021)";"050";"Specific risk";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:PL,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;030;20841;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Net positions";"Long";;;;;;;;;"Poland (021)";"050";"Specific risk";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:PL,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;040;20841;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Net positions";"Short";;;;;;;;;"Poland (021)";"050";"Specific risk";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:PL,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;050;20841;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Positions subject to capital charge";;;;;;;;;;"Poland (021)";"050";"Specific risk";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:PL,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;060;20841;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Own funds requirements";;;;;;;;;;"Poland (021)";"050";"Specific risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:PL,MCY=eba_MC:x49,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;010;20841;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"All positions";"Long";;;;;;;;;"Poland (021)";"080";"Particular Approach for position risk in CIUs";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:PL,MCY=eba_MC:x49,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;020;20841;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"All positions";"Short";;;;;;;;;"Poland (021)";"080";"Particular Approach for position risk in CIUs";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:PL,MCY=eba_MC:x49,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;030;20841;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"Net positions";"Long";;;;;;;;;"Poland (021)";"080";"Particular Approach for position risk in CIUs";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:PL,MCY=eba_MC:x49,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;040;20841;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"Net positions";"Short";;;;;;;;;"Poland (021)";"080";"Particular Approach for position risk in CIUs";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:PL,MCY=eba_MC:x49,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;050;20841;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"Positions subject to capital charge";;;;;;;;;;"Poland (021)";"080";"Particular Approach for position risk in CIUs";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:PL,MCY=eba_MC:x49,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;060;20841;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"Own funds requirements";;;;;;;;;;"Poland (021)";"080";"Particular Approach for position risk in CIUs";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:PL,MCY=eba_MC:x256,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;010;20841;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"All positions";"Long";;;;;;;;;"Poland (021)";"090";"Other non-delta risks for options";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:PL,MCY=eba_MC:x256,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;020;20841;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"All positions";"Short";;;;;;;;;"Poland (021)";"090";"Other non-delta risks for options";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:PL,MCY=eba_MC:x256,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;030;20841;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Net positions";"Long";;;;;;;;;"Poland (021)";"090";"Other non-delta risks for options";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:PL,MCY=eba_MC:x256,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;040;20841;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Net positions";"Short";;;;;;;;;"Poland (021)";"090";"Other non-delta risks for options";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:PL,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;050;20841;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Positions subject to capital charge";;;;;;;;;;"Poland (021)";"090";"Other non-delta risks for options";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:PL,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;060;20841;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Own funds requirements";;;;;;;;;;"Poland (021)";"090";"Other non-delta risks for options";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x61,BAS=eba_BA:x9,CMA=eba_GA:PL,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;100;060;20841;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Simplified method";"Own funds requirements";;;;;;;;;;"Poland (021)";"090#100";"Other non-delta risks for options#Simplified method";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x62,BAS=eba_BA:x9,CMA=eba_GA:PL,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;110;060;20841;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for gamma risk";"Own funds requirements";;;;;;;;;;"Poland (021)";"090#110";"Other non-delta risks for options#Delta plus approach - additional requirements for gamma risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x63,BAS=eba_BA:x9,CMA=eba_GA:PL,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;120;060;20841;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for vega risk";"Own funds requirements";;;;;;;;;;"Poland (021)";"090#120";"Other non-delta risks for options#Delta plus approach - additional requirements for vega risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x64,BAS=eba_BA:x9,CMA=eba_GA:PL,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;130;060;20841;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Scenario matrix approach";"Own funds requirements";;;;;;;;;;"Poland (021)";"090#130";"Other non-delta risks for options#Scenario matrix approach";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x43,BAS=eba_BA:x9,CMA=eba_GA:PT,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;010;060;20842;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"EQUITIES IN TRADING BOOK";"Own funds requirements";;;;;;;;;;"Portugal (022)";"010";"EQUITIES IN TRADING BOOK";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi235,APR=eba_AP:x43,BAS=eba_BA:x9,CMA=eba_GA:PT,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;010;070;20842;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"EQUITIES IN TRADING BOOK";"Total risk exposure amount";;;;;;;;;;"Portugal (022)";"010";"EQUITIES IN TRADING BOOK";"Total risk exposure amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:PT,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;010;20842;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"All positions";"Long";;;;;;;;;"Portugal (022)";"020";"General risk";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:PT,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;020;20842;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"All positions";"Short";;;;;;;;;"Portugal (022)";"020";"General risk";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:PT,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;030;20842;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Net positions";"Long";;;;;;;;;"Portugal (022)";"020";"General risk";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:PT,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;040;20842;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Net positions";"Short";;;;;;;;;"Portugal (022)";"020";"General risk";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:PT,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;050;20842;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Positions subject to capital charge";;;;;;;;;;"Portugal (022)";"020";"General risk";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:PT,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;060;20842;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Own funds requirements";;;;;;;;;;"Portugal (022)";"020";"General risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:PT,MCY=eba_MC:x99,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;010;20842;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Long";;;;;;;;;"Portugal (022)";"020#021";"General risk#Derivatives";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:PT,MCY=eba_MC:x99,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;020;20842;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Short";;;;;;;;;"Portugal (022)";"020#021";"General risk#Derivatives";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:PT,MCY=eba_MC:x157,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;010;20842;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Long";;;;;;;;;"Portugal (022)";"020#022";"General risk#Other assets and liabilities";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:PT,MCY=eba_MC:x157,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;020;20842;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Short";;;;;;;;;"Portugal (022)";"020#022";"General risk#Other assets and liabilities";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:PT,MCY=eba_MC:x178,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;010;20842;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions";"Long";;;;;;;;;"Portugal (022)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:PT,MCY=eba_MC:x178,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;020;20842;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions";"Short";;;;;;;;;"Portugal (022)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:PT,MCY=eba_MC:x178,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;030;20842;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"Net positions";"Long";;;;;;;;;"Portugal (022)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:PT,MCY=eba_MC:x260,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;010;20842;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"All positions";"Long";;;;;;;;;"Portugal (022)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:PT,MCY=eba_MC:x260,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;020;20842;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"All positions";"Short";;;;;;;;;"Portugal (022)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:PT,MCY=eba_MC:x260,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;030;20842;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"Net positions";"Long";;;;;;;;;"Portugal (022)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:PT,MCY=eba_MC:x260,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;040;20842;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"Net positions";"Short";;;;;;;;;"Portugal (022)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:PT,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;010;20842;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"All positions";"Long";;;;;;;;;"Portugal (022)";"050";"Specific risk";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:PT,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;020;20842;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"All positions";"Short";;;;;;;;;"Portugal (022)";"050";"Specific risk";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:PT,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;030;20842;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Net positions";"Long";;;;;;;;;"Portugal (022)";"050";"Specific risk";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:PT,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;040;20842;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Net positions";"Short";;;;;;;;;"Portugal (022)";"050";"Specific risk";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:PT,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;050;20842;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Positions subject to capital charge";;;;;;;;;;"Portugal (022)";"050";"Specific risk";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:PT,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;060;20842;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Own funds requirements";;;;;;;;;;"Portugal (022)";"050";"Specific risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:PT,MCY=eba_MC:x49,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;010;20842;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"All positions";"Long";;;;;;;;;"Portugal (022)";"080";"Particular Approach for position risk in CIUs";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:PT,MCY=eba_MC:x49,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;020;20842;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"All positions";"Short";;;;;;;;;"Portugal (022)";"080";"Particular Approach for position risk in CIUs";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:PT,MCY=eba_MC:x49,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;030;20842;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"Net positions";"Long";;;;;;;;;"Portugal (022)";"080";"Particular Approach for position risk in CIUs";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:PT,MCY=eba_MC:x49,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;040;20842;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"Net positions";"Short";;;;;;;;;"Portugal (022)";"080";"Particular Approach for position risk in CIUs";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:PT,MCY=eba_MC:x49,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;050;20842;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"Positions subject to capital charge";;;;;;;;;;"Portugal (022)";"080";"Particular Approach for position risk in CIUs";"Positions subject to capital charge";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:PT,MCY=eba_MC:x256,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;010;20842;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"All positions";"Long";;;;;;;;;"Portugal (022)";"090";"Other non-delta risks for options";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:PT,MCY=eba_MC:x256,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;020;20842;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"All positions";"Short";;;;;;;;;"Portugal (022)";"090";"Other non-delta risks for options";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:PT,MCY=eba_MC:x256,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;030;20842;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Net positions";"Long";;;;;;;;;"Portugal (022)";"090";"Other non-delta risks for options";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:PT,MCY=eba_MC:x256,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;040;20842;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Net positions";"Short";;;;;;;;;"Portugal (022)";"090";"Other non-delta risks for options";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:PT,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;050;20842;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Positions subject to capital charge";;;;;;;;;;"Portugal (022)";"090";"Other non-delta risks for options";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:PT,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;060;20842;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Own funds requirements";;;;;;;;;;"Portugal (022)";"090";"Other non-delta risks for options";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x61,BAS=eba_BA:x9,CMA=eba_GA:PT,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;100;060;20842;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Simplified method";"Own funds requirements";;;;;;;;;;"Portugal (022)";"090#100";"Other non-delta risks for options#Simplified method";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x62,BAS=eba_BA:x9,CMA=eba_GA:PT,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;110;060;20842;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for gamma risk";"Own funds requirements";;;;;;;;;;"Portugal (022)";"090#110";"Other non-delta risks for options#Delta plus approach - additional requirements for gamma risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x63,BAS=eba_BA:x9,CMA=eba_GA:PT,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;120;060;20842;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for vega risk";"Own funds requirements";;;;;;;;;;"Portugal (022)";"090#120";"Other non-delta risks for options#Delta plus approach - additional requirements for vega risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x64,BAS=eba_BA:x9,CMA=eba_GA:PT,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;130;060;20842;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Scenario matrix approach";"Own funds requirements";;;;;;;;;;"Portugal (022)";"090#130";"Other non-delta risks for options#Scenario matrix approach";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x43,BAS=eba_BA:x9,CMA=eba_GA:RO,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;010;060;20843;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"EQUITIES IN TRADING BOOK";"Own funds requirements";;;;;;;;;;"Romania (023)";"010";"EQUITIES IN TRADING BOOK";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi235,APR=eba_AP:x43,BAS=eba_BA:x9,CMA=eba_GA:RO,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;010;070;20843;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"EQUITIES IN TRADING BOOK";"Total risk exposure amount";;;;;;;;;;"Romania (023)";"010";"EQUITIES IN TRADING BOOK";"Total risk exposure amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:RO,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;010;20843;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"All positions";"Long";;;;;;;;;"Romania (023)";"020";"General risk";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:RO,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;020;20843;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"All positions";"Short";;;;;;;;;"Romania (023)";"020";"General risk";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:RO,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;030;20843;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Net positions";"Long";;;;;;;;;"Romania (023)";"020";"General risk";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:RO,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;040;20843;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Net positions";"Short";;;;;;;;;"Romania (023)";"020";"General risk";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:RO,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;050;20843;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Positions subject to capital charge";;;;;;;;;;"Romania (023)";"020";"General risk";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:RO,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;060;20843;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Own funds requirements";;;;;;;;;;"Romania (023)";"020";"General risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:RO,MCY=eba_MC:x99,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;010;20843;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Long";;;;;;;;;"Romania (023)";"020#021";"General risk#Derivatives";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:RO,MCY=eba_MC:x99,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;020;20843;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Short";;;;;;;;;"Romania (023)";"020#021";"General risk#Derivatives";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:RO,MCY=eba_MC:x157,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;010;20843;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Long";;;;;;;;;"Romania (023)";"020#022";"General risk#Other assets and liabilities";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:RO,MCY=eba_MC:x157,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;020;20843;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Short";;;;;;;;;"Romania (023)";"020#022";"General risk#Other assets and liabilities";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:RO,MCY=eba_MC:x178,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;010;20843;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions";"Long";;;;;;;;;"Romania (023)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:RO,MCY=eba_MC:x260,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;010;20843;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"All positions";"Long";;;;;;;;;"Romania (023)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"All positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:RO,MCY=eba_MC:x260,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;030;20843;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"Net positions";"Long";;;;;;;;;"Romania (023)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:RO,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;010;20843;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"All positions";"Long";;;;;;;;;"Romania (023)";"050";"Specific risk";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:RO,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;020;20843;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"All positions";"Short";;;;;;;;;"Romania (023)";"050";"Specific risk";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:RO,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;030;20843;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Net positions";"Long";;;;;;;;;"Romania (023)";"050";"Specific risk";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:RO,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;040;20843;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Net positions";"Short";;;;;;;;;"Romania (023)";"050";"Specific risk";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:RO,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;050;20843;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Positions subject to capital charge";;;;;;;;;;"Romania (023)";"050";"Specific risk";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:RO,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;060;20843;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Own funds requirements";;;;;;;;;;"Romania (023)";"050";"Specific risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:RO,MCY=eba_MC:x49,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;010;20843;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"All positions";"Long";;;;;;;;;"Romania (023)";"080";"Particular Approach for position risk in CIUs";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:RO,MCY=eba_MC:x49,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;020;20843;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"All positions";"Short";;;;;;;;;"Romania (023)";"080";"Particular Approach for position risk in CIUs";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:RO,MCY=eba_MC:x49,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;030;20843;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"Net positions";"Long";;;;;;;;;"Romania (023)";"080";"Particular Approach for position risk in CIUs";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:RO,MCY=eba_MC:x49,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;040;20843;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"Net positions";"Short";;;;;;;;;"Romania (023)";"080";"Particular Approach for position risk in CIUs";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:RO,MCY=eba_MC:x49,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;050;20843;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"Positions subject to capital charge";;;;;;;;;;"Romania (023)";"080";"Particular Approach for position risk in CIUs";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:RO,MCY=eba_MC:x49,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;060;20843;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"Own funds requirements";;;;;;;;;;"Romania (023)";"080";"Particular Approach for position risk in CIUs";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:RO,MCY=eba_MC:x256,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;010;20843;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"All positions";"Long";;;;;;;;;"Romania (023)";"090";"Other non-delta risks for options";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:RO,MCY=eba_MC:x256,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;020;20843;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"All positions";"Short";;;;;;;;;"Romania (023)";"090";"Other non-delta risks for options";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:RO,MCY=eba_MC:x256,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;030;20843;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Net positions";"Long";;;;;;;;;"Romania (023)";"090";"Other non-delta risks for options";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:RO,MCY=eba_MC:x256,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;040;20843;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Net positions";"Short";;;;;;;;;"Romania (023)";"090";"Other non-delta risks for options";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:RO,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;050;20843;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Positions subject to capital charge";;;;;;;;;;"Romania (023)";"090";"Other non-delta risks for options";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:RO,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;060;20843;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Own funds requirements";;;;;;;;;;"Romania (023)";"090";"Other non-delta risks for options";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x61,BAS=eba_BA:x9,CMA=eba_GA:RO,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;100;060;20843;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Simplified method";"Own funds requirements";;;;;;;;;;"Romania (023)";"090#100";"Other non-delta risks for options#Simplified method";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x62,BAS=eba_BA:x9,CMA=eba_GA:RO,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;110;060;20843;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for gamma risk";"Own funds requirements";;;;;;;;;;"Romania (023)";"090#110";"Other non-delta risks for options#Delta plus approach - additional requirements for gamma risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x63,BAS=eba_BA:x9,CMA=eba_GA:RO,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;120;060;20843;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for vega risk";"Own funds requirements";;;;;;;;;;"Romania (023)";"090#120";"Other non-delta risks for options#Delta plus approach - additional requirements for vega risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x64,BAS=eba_BA:x9,CMA=eba_GA:RO,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;130;060;20843;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Scenario matrix approach";"Own funds requirements";;;;;;;;;;"Romania (023)";"090#130";"Other non-delta risks for options#Scenario matrix approach";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x43,BAS=eba_BA:x9,CMA=eba_GA:SK,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;010;060;20844;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"EQUITIES IN TRADING BOOK";"Own funds requirements";;;;;;;;;;"Slovakia (024)";"010";"EQUITIES IN TRADING BOOK";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi235,APR=eba_AP:x43,BAS=eba_BA:x9,CMA=eba_GA:SK,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;010;070;20844;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"EQUITIES IN TRADING BOOK";"Total risk exposure amount";;;;;;;;;;"Slovakia (024)";"010";"EQUITIES IN TRADING BOOK";"Total risk exposure amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:SK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;010;20844;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"All positions";"Long";;;;;;;;;"Slovakia (024)";"020";"General risk";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:SK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;020;20844;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"All positions";"Short";;;;;;;;;"Slovakia (024)";"020";"General risk";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:SK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;030;20844;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Net positions";"Long";;;;;;;;;"Slovakia (024)";"020";"General risk";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:SK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;040;20844;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Net positions";"Short";;;;;;;;;"Slovakia (024)";"020";"General risk";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:SK,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;050;20844;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Positions subject to capital charge";;;;;;;;;;"Slovakia (024)";"020";"General risk";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:SK,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;060;20844;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Own funds requirements";;;;;;;;;;"Slovakia (024)";"020";"General risk";"Own funds requirements";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:SK,MCY=eba_MC:x99,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;020;20844;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Short";;;;;;;;;"Slovakia (024)";"020#021";"General risk#Derivatives";"All positions#Short";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x61,BAS=eba_BA:x9,CMA=eba_GA:SK,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;100;060;20844;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Simplified method";"Own funds requirements";;;;;;;;;;"Slovakia (024)";"090#100";"Other non-delta risks for options#Simplified method";"Own funds requirements";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:SI,MCY=eba_MC:x256,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;010;20845;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"All positions";"Long";;;;;;;;;"Slovenia (025)";"090";"Other non-delta risks for options";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:SI,MCY=eba_MC:x256,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;020;20845;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"All positions";"Short";;;;;;;;;"Slovenia (025)";"090";"Other non-delta risks for options";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:SI,MCY=eba_MC:x256,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;030;20845;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Net positions";"Long";;;;;;;;;"Slovenia (025)";"090";"Other non-delta risks for options";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:SI,MCY=eba_MC:x256,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;040;20845;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Net positions";"Short";;;;;;;;;"Slovenia (025)";"090";"Other non-delta risks for options";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:SI,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;050;20845;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Positions subject to capital charge";;;;;;;;;;"Slovenia (025)";"090";"Other non-delta risks for options";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:SI,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;060;20845;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Own funds requirements";;;;;;;;;;"Slovenia (025)";"090";"Other non-delta risks for options";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x61,BAS=eba_BA:x9,CMA=eba_GA:SI,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;100;060;20845;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Simplified method";"Own funds requirements";;;;;;;;;;"Slovenia (025)";"090#100";"Other non-delta risks for options#Simplified method";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x62,BAS=eba_BA:x9,CMA=eba_GA:SI,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;110;060;20845;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for gamma risk";"Own funds requirements";;;;;;;;;;"Slovenia (025)";"090#110";"Other non-delta risks for options#Delta plus approach - additional requirements for gamma risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x63,BAS=eba_BA:x9,CMA=eba_GA:SI,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;120;060;20845;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for vega risk";"Own funds requirements";;;;;;;;;;"Slovenia (025)";"090#120";"Other non-delta risks for options#Delta plus approach - additional requirements for vega risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x64,BAS=eba_BA:x9,CMA=eba_GA:SI,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;130;060;20845;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Scenario matrix approach";"Own funds requirements";;;;;;;;;;"Slovenia (025)";"090#130";"Other non-delta risks for options#Scenario matrix approach";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x43,BAS=eba_BA:x9,CMA=eba_GA:ES,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;010;060;20846;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"EQUITIES IN TRADING BOOK";"Own funds requirements";;;;;;;;;;"Spain (026)";"010";"EQUITIES IN TRADING BOOK";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi235,APR=eba_AP:x43,BAS=eba_BA:x9,CMA=eba_GA:ES,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;010;070;20846;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"EQUITIES IN TRADING BOOK";"Total risk exposure amount";;;;;;;;;;"Spain (026)";"010";"EQUITIES IN TRADING BOOK";"Total risk exposure amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:ES,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;010;20846;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"All positions";"Long";;;;;;;;;"Spain (026)";"020";"General risk";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:ES,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;020;20846;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"All positions";"Short";;;;;;;;;"Spain (026)";"020";"General risk";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:ES,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;030;20846;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Net positions";"Long";;;;;;;;;"Spain (026)";"020";"General risk";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:ES,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;040;20846;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Net positions";"Short";;;;;;;;;"Spain (026)";"020";"General risk";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:ES,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;050;20846;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Positions subject to capital charge";;;;;;;;;;"Spain (026)";"020";"General risk";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:ES,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;060;20846;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Own funds requirements";;;;;;;;;;"Spain (026)";"020";"General risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:ES,MCY=eba_MC:x99,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;010;20846;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Long";;;;;;;;;"Spain (026)";"020#021";"General risk#Derivatives";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:ES,MCY=eba_MC:x99,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;020;20846;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Short";;;;;;;;;"Spain (026)";"020#021";"General risk#Derivatives";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:ES,MCY=eba_MC:x157,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;010;20846;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Long";;;;;;;;;"Spain (026)";"020#022";"General risk#Other assets and liabilities";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:ES,MCY=eba_MC:x157,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;020;20846;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Short";;;;;;;;;"Spain (026)";"020#022";"General risk#Other assets and liabilities";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:ES,MCY=eba_MC:x178,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;010;20846;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions";"Long";;;;;;;;;"Spain (026)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:ES,MCY=eba_MC:x178,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;020;20846;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions";"Short";;;;;;;;;"Spain (026)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:ES,MCY=eba_MC:x178,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;030;20846;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"Net positions";"Long";;;;;;;;;"Spain (026)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:ES,MCY=eba_MC:x178,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;040;20846;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"Net positions";"Short";;;;;;;;;"Spain (026)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:ES,MCY=eba_MC:x260,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;010;20846;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"All positions";"Long";;;;;;;;;"Spain (026)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:ES,MCY=eba_MC:x260,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;020;20846;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"All positions";"Short";;;;;;;;;"Spain (026)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:ES,MCY=eba_MC:x260,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;030;20846;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"Net positions";"Long";;;;;;;;;"Spain (026)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:ES,MCY=eba_MC:x260,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;040;20846;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"Net positions";"Short";;;;;;;;;"Spain (026)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:ES,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;010;20846;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"All positions";"Long";;;;;;;;;"Spain (026)";"050";"Specific risk";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:ES,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;020;20846;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"All positions";"Short";;;;;;;;;"Spain (026)";"050";"Specific risk";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:ES,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;030;20846;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Net positions";"Long";;;;;;;;;"Spain (026)";"050";"Specific risk";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:ES,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;040;20846;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Net positions";"Short";;;;;;;;;"Spain (026)";"050";"Specific risk";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:ES,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;050;20846;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Positions subject to capital charge";;;;;;;;;;"Spain (026)";"050";"Specific risk";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:ES,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;060;20846;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Own funds requirements";;;;;;;;;;"Spain (026)";"050";"Specific risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:ES,MCY=eba_MC:x49,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;010;20846;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"All positions";"Long";;;;;;;;;"Spain (026)";"080";"Particular Approach for position risk in CIUs";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:ES,MCY=eba_MC:x49,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;020;20846;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"All positions";"Short";;;;;;;;;"Spain (026)";"080";"Particular Approach for position risk in CIUs";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:ES,MCY=eba_MC:x49,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;030;20846;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"Net positions";"Long";;;;;;;;;"Spain (026)";"080";"Particular Approach for position risk in CIUs";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:ES,MCY=eba_MC:x49,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;040;20846;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"Net positions";"Short";;;;;;;;;"Spain (026)";"080";"Particular Approach for position risk in CIUs";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:ES,MCY=eba_MC:x49,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;050;20846;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"Positions subject to capital charge";;;;;;;;;;"Spain (026)";"080";"Particular Approach for position risk in CIUs";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:ES,MCY=eba_MC:x49,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;060;20846;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"Own funds requirements";;;;;;;;;;"Spain (026)";"080";"Particular Approach for position risk in CIUs";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:ES,MCY=eba_MC:x256,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;010;20846;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"All positions";"Long";;;;;;;;;"Spain (026)";"090";"Other non-delta risks for options";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:ES,MCY=eba_MC:x256,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;020;20846;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"All positions";"Short";;;;;;;;;"Spain (026)";"090";"Other non-delta risks for options";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:ES,MCY=eba_MC:x256,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;030;20846;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Net positions";"Long";;;;;;;;;"Spain (026)";"090";"Other non-delta risks for options";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:ES,MCY=eba_MC:x256,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;040;20846;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Net positions";"Short";;;;;;;;;"Spain (026)";"090";"Other non-delta risks for options";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:ES,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;050;20846;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Positions subject to capital charge";;;;;;;;;;"Spain (026)";"090";"Other non-delta risks for options";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:ES,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;060;20846;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Own funds requirements";;;;;;;;;;"Spain (026)";"090";"Other non-delta risks for options";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x61,BAS=eba_BA:x9,CMA=eba_GA:ES,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;100;060;20846;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Simplified method";"Own funds requirements";;;;;;;;;;"Spain (026)";"090#100";"Other non-delta risks for options#Simplified method";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x62,BAS=eba_BA:x9,CMA=eba_GA:ES,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;110;060;20846;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for gamma risk";"Own funds requirements";;;;;;;;;;"Spain (026)";"090#110";"Other non-delta risks for options#Delta plus approach - additional requirements for gamma risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x63,BAS=eba_BA:x9,CMA=eba_GA:ES,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;120;060;20846;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for vega risk";"Own funds requirements";;;;;;;;;;"Spain (026)";"090#120";"Other non-delta risks for options#Delta plus approach - additional requirements for vega risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x64,BAS=eba_BA:x9,CMA=eba_GA:ES,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;130;060;20846;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Scenario matrix approach";"Own funds requirements";;;;;;;;;;"Spain (026)";"090#130";"Other non-delta risks for options#Scenario matrix approach";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x43,BAS=eba_BA:x9,CMA=eba_GA:SE,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;010;060;20847;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"EQUITIES IN TRADING BOOK";"Own funds requirements";;;;;;;;;;"Sweden (027)";"010";"EQUITIES IN TRADING BOOK";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi235,APR=eba_AP:x43,BAS=eba_BA:x9,CMA=eba_GA:SE,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;010;070;20847;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"EQUITIES IN TRADING BOOK";"Total risk exposure amount";;;;;;;;;;"Sweden (027)";"010";"EQUITIES IN TRADING BOOK";"Total risk exposure amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:SE,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;010;20847;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"All positions";"Long";;;;;;;;;"Sweden (027)";"020";"General risk";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:SE,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;020;20847;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"All positions";"Short";;;;;;;;;"Sweden (027)";"020";"General risk";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:SE,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;030;20847;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Net positions";"Long";;;;;;;;;"Sweden (027)";"020";"General risk";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:SE,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;040;20847;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Net positions";"Short";;;;;;;;;"Sweden (027)";"020";"General risk";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:SE,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;050;20847;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Positions subject to capital charge";;;;;;;;;;"Sweden (027)";"020";"General risk";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:SE,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;060;20847;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Own funds requirements";;;;;;;;;;"Sweden (027)";"020";"General risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:SE,MCY=eba_MC:x99,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;010;20847;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Long";;;;;;;;;"Sweden (027)";"020#021";"General risk#Derivatives";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:SE,MCY=eba_MC:x99,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;020;20847;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Short";;;;;;;;;"Sweden (027)";"020#021";"General risk#Derivatives";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:SE,MCY=eba_MC:x157,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;010;20847;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Long";;;;;;;;;"Sweden (027)";"020#022";"General risk#Other assets and liabilities";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:SE,MCY=eba_MC:x157,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;020;20847;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Short";;;;;;;;;"Sweden (027)";"020#022";"General risk#Other assets and liabilities";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:SE,MCY=eba_MC:x178,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;010;20847;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions";"Long";;;;;;;;;"Sweden (027)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:SE,MCY=eba_MC:x178,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;020;20847;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions";"Short";;;;;;;;;"Sweden (027)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions#Short";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:SE,MCY=eba_MC:x178,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;040;20847;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"Net positions";"Short";;;;;;;;;"Sweden (027)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:SE,MCY=eba_MC:x260,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;010;20847;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"All positions";"Long";;;;;;;;;"Sweden (027)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"All positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:SE,MCY=eba_MC:x260,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;030;20847;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"Net positions";"Long";;;;;;;;;"Sweden (027)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:SE,MCY=eba_MC:x260,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;040;20847;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"Net positions";"Short";;;;;;;;;"Sweden (027)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:SE,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;010;20847;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"All positions";"Long";;;;;;;;;"Sweden (027)";"050";"Specific risk";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:SE,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;020;20847;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"All positions";"Short";;;;;;;;;"Sweden (027)";"050";"Specific risk";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:SE,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;030;20847;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Net positions";"Long";;;;;;;;;"Sweden (027)";"050";"Specific risk";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:SE,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;040;20847;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Net positions";"Short";;;;;;;;;"Sweden (027)";"050";"Specific risk";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:SE,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;050;20847;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Positions subject to capital charge";;;;;;;;;;"Sweden (027)";"050";"Specific risk";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:SE,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;060;20847;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Own funds requirements";;;;;;;;;;"Sweden (027)";"050";"Specific risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:SE,MCY=eba_MC:x49,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;010;20847;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"All positions";"Long";;;;;;;;;"Sweden (027)";"080";"Particular Approach for position risk in CIUs";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:SE,MCY=eba_MC:x49,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;020;20847;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"All positions";"Short";;;;;;;;;"Sweden (027)";"080";"Particular Approach for position risk in CIUs";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:SE,MCY=eba_MC:x49,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;030;20847;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"Net positions";"Long";;;;;;;;;"Sweden (027)";"080";"Particular Approach for position risk in CIUs";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:SE,MCY=eba_MC:x49,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;040;20847;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"Net positions";"Short";;;;;;;;;"Sweden (027)";"080";"Particular Approach for position risk in CIUs";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:SE,MCY=eba_MC:x49,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;050;20847;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"Positions subject to capital charge";;;;;;;;;;"Sweden (027)";"080";"Particular Approach for position risk in CIUs";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:SE,MCY=eba_MC:x49,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;060;20847;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"Own funds requirements";;;;;;;;;;"Sweden (027)";"080";"Particular Approach for position risk in CIUs";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:SE,MCY=eba_MC:x256,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;010;20847;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"All positions";"Long";;;;;;;;;"Sweden (027)";"090";"Other non-delta risks for options";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:SE,MCY=eba_MC:x256,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;020;20847;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"All positions";"Short";;;;;;;;;"Sweden (027)";"090";"Other non-delta risks for options";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:SE,MCY=eba_MC:x256,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;030;20847;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Net positions";"Long";;;;;;;;;"Sweden (027)";"090";"Other non-delta risks for options";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:SE,MCY=eba_MC:x256,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;040;20847;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Net positions";"Short";;;;;;;;;"Sweden (027)";"090";"Other non-delta risks for options";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:SE,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;050;20847;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Positions subject to capital charge";;;;;;;;;;"Sweden (027)";"090";"Other non-delta risks for options";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:SE,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;060;20847;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Own funds requirements";;;;;;;;;;"Sweden (027)";"090";"Other non-delta risks for options";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x61,BAS=eba_BA:x9,CMA=eba_GA:SE,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;100;060;20847;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Simplified method";"Own funds requirements";;;;;;;;;;"Sweden (027)";"090#100";"Other non-delta risks for options#Simplified method";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x62,BAS=eba_BA:x9,CMA=eba_GA:SE,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;110;060;20847;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for gamma risk";"Own funds requirements";;;;;;;;;;"Sweden (027)";"090#110";"Other non-delta risks for options#Delta plus approach - additional requirements for gamma risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x63,BAS=eba_BA:x9,CMA=eba_GA:SE,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;120;060;20847;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for vega risk";"Own funds requirements";;;;;;;;;;"Sweden (027)";"090#120";"Other non-delta risks for options#Delta plus approach - additional requirements for vega risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x64,BAS=eba_BA:x9,CMA=eba_GA:SE,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;130;060;20847;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Scenario matrix approach";"Own funds requirements";;;;;;;;;;"Sweden (027)";"090#130";"Other non-delta risks for options#Scenario matrix approach";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x43,BAS=eba_BA:x9,CMA=eba_GA:GB,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;010;060;20848;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"EQUITIES IN TRADING BOOK";"Own funds requirements";;;;;;;;;;"United Kingdom (028)";"010";"EQUITIES IN TRADING BOOK";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi235,APR=eba_AP:x43,BAS=eba_BA:x9,CMA=eba_GA:GB,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;010;070;20848;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"EQUITIES IN TRADING BOOK";"Total risk exposure amount";;;;;;;;;;"United Kingdom (028)";"010";"EQUITIES IN TRADING BOOK";"Total risk exposure amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:GB,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;010;20848;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"All positions";"Long";;;;;;;;;"United Kingdom (028)";"020";"General risk";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:GB,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;020;20848;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"All positions";"Short";;;;;;;;;"United Kingdom (028)";"020";"General risk";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:GB,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;030;20848;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Net positions";"Long";;;;;;;;;"United Kingdom (028)";"020";"General risk";"Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x63,BAS=eba_BA:x9,CMA=eba_GA:GB,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;120;060;20848;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for vega risk";"Own funds requirements";;;;;;;;;;"United Kingdom (028)";"090#120";"Other non-delta risks for options#Delta plus approach - additional requirements for vega risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x64,BAS=eba_BA:x9,CMA=eba_GA:GB,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;130;060;20848;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Scenario matrix approach";"Own funds requirements";;;;;;;;;;"United Kingdom (028)";"090#130";"Other non-delta risks for options#Scenario matrix approach";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x43,BAS=eba_BA:x9,CMA=eba_GA:AL,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;010;060;20849;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"EQUITIES IN TRADING BOOK";"Own funds requirements";;;;;;;;;;"Albania (029)";"010";"EQUITIES IN TRADING BOOK";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi235,APR=eba_AP:x43,BAS=eba_BA:x9,CMA=eba_GA:AL,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;010;070;20849;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"EQUITIES IN TRADING BOOK";"Total risk exposure amount";;;;;;;;;;"Albania (029)";"010";"EQUITIES IN TRADING BOOK";"Total risk exposure amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:AL,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;010;20849;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"All positions";"Long";;;;;;;;;"Albania (029)";"020";"General risk";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:AL,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;020;20849;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"All positions";"Short";;;;;;;;;"Albania (029)";"020";"General risk";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:AL,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;030;20849;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Net positions";"Long";;;;;;;;;"Albania (029)";"020";"General risk";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:AL,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;040;20849;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Net positions";"Short";;;;;;;;;"Albania (029)";"020";"General risk";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:AL,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;050;20849;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Positions subject to capital charge";;;;;;;;;;"Albania (029)";"020";"General risk";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:AL,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;060;20849;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Own funds requirements";;;;;;;;;;"Albania (029)";"020";"General risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:AL,MCY=eba_MC:x99,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;010;20849;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Long";;;;;;;;;"Albania (029)";"020#021";"General risk#Derivatives";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:AL,MCY=eba_MC:x99,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;020;20849;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Short";;;;;;;;;"Albania (029)";"020#021";"General risk#Derivatives";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:AL,MCY=eba_MC:x157,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;010;20849;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Long";;;;;;;;;"Albania (029)";"020#022";"General risk#Other assets and liabilities";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:AL,MCY=eba_MC:x157,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;020;20849;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Short";;;;;;;;;"Albania (029)";"020#022";"General risk#Other assets and liabilities";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:AL,MCY=eba_MC:x178,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;010;20849;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions";"Long";;;;;;;;;"Albania (029)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:AL,MCY=eba_MC:x178,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;030;20849;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"Net positions";"Long";;;;;;;;;"Albania (029)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:AL,MCY=eba_MC:x178,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;040;20849;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"Net positions";"Short";;;;;;;;;"Albania (029)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:AL,MCY=eba_MC:x260,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;010;20849;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"All positions";"Long";;;;;;;;;"Albania (029)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:AL,MCY=eba_MC:x260,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;020;20849;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"All positions";"Short";;;;;;;;;"Albania (029)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:AL,MCY=eba_MC:x260,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;030;20849;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"Net positions";"Long";;;;;;;;;"Albania (029)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:AL,MCY=eba_MC:x260,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;040;20849;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"Net positions";"Short";;;;;;;;;"Albania (029)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:AL,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;010;20849;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"All positions";"Long";;;;;;;;;"Albania (029)";"050";"Specific risk";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:AL,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;020;20849;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"All positions";"Short";;;;;;;;;"Albania (029)";"050";"Specific risk";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:AL,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;030;20849;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Net positions";"Long";;;;;;;;;"Albania (029)";"050";"Specific risk";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:AL,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;040;20849;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Net positions";"Short";;;;;;;;;"Albania (029)";"050";"Specific risk";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:AL,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;050;20849;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Positions subject to capital charge";;;;;;;;;;"Albania (029)";"050";"Specific risk";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:AL,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;060;20849;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Own funds requirements";;;;;;;;;;"Albania (029)";"050";"Specific risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:AL,MCY=eba_MC:x49,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;010;20849;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"All positions";"Long";;;;;;;;;"Albania (029)";"080";"Particular Approach for position risk in CIUs";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:AL,MCY=eba_MC:x49,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;020;20849;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"All positions";"Short";;;;;;;;;"Albania (029)";"080";"Particular Approach for position risk in CIUs";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:AL,MCY=eba_MC:x49,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;030;20849;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"Net positions";"Long";;;;;;;;;"Albania (029)";"080";"Particular Approach for position risk in CIUs";"Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:AL,MCY=eba_MC:x49,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;050;20849;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"Positions subject to capital charge";;;;;;;;;;"Albania (029)";"080";"Particular Approach for position risk in CIUs";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:AL,MCY=eba_MC:x49,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;060;20849;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"Own funds requirements";;;;;;;;;;"Albania (029)";"080";"Particular Approach for position risk in CIUs";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:AL,MCY=eba_MC:x256,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;010;20849;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"All positions";"Long";;;;;;;;;"Albania (029)";"090";"Other non-delta risks for options";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:AL,MCY=eba_MC:x256,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;020;20849;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"All positions";"Short";;;;;;;;;"Albania (029)";"090";"Other non-delta risks for options";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:AL,MCY=eba_MC:x256,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;030;20849;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Net positions";"Long";;;;;;;;;"Albania (029)";"090";"Other non-delta risks for options";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:AL,MCY=eba_MC:x256,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;040;20849;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Net positions";"Short";;;;;;;;;"Albania (029)";"090";"Other non-delta risks for options";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:AL,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;050;20849;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Positions subject to capital charge";;;;;;;;;;"Albania (029)";"090";"Other non-delta risks for options";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:AL,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;060;20849;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Own funds requirements";;;;;;;;;;"Albania (029)";"090";"Other non-delta risks for options";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x61,BAS=eba_BA:x9,CMA=eba_GA:AL,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;100;060;20849;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Simplified method";"Own funds requirements";;;;;;;;;;"Albania (029)";"090#100";"Other non-delta risks for options#Simplified method";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x62,BAS=eba_BA:x9,CMA=eba_GA:AL,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;110;060;20849;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for gamma risk";"Own funds requirements";;;;;;;;;;"Albania (029)";"090#110";"Other non-delta risks for options#Delta plus approach - additional requirements for gamma risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x63,BAS=eba_BA:x9,CMA=eba_GA:AL,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;120;060;20849;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for vega risk";"Own funds requirements";;;;;;;;;;"Albania (029)";"090#120";"Other non-delta risks for options#Delta plus approach - additional requirements for vega risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x64,BAS=eba_BA:x9,CMA=eba_GA:AL,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;130;060;20849;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Scenario matrix approach";"Own funds requirements";;;;;;;;;;"Albania (029)";"090#130";"Other non-delta risks for options#Scenario matrix approach";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x43,BAS=eba_BA:x9,CMA=eba_GA:JP,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;010;060;20850;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"EQUITIES IN TRADING BOOK";"Own funds requirements";;;;;;;;;;"Japan (030)";"010";"EQUITIES IN TRADING BOOK";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi235,APR=eba_AP:x43,BAS=eba_BA:x9,CMA=eba_GA:JP,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;010;070;20850;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"EQUITIES IN TRADING BOOK";"Total risk exposure amount";;;;;;;;;;"Japan (030)";"010";"EQUITIES IN TRADING BOOK";"Total risk exposure amount";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:JP,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;020;20850;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"All positions";"Short";;;;;;;;;"Japan (030)";"020";"General risk";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:JP,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;030;20850;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Net positions";"Long";;;;;;;;;"Japan (030)";"020";"General risk";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:JP,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;040;20850;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Net positions";"Short";;;;;;;;;"Japan (030)";"020";"General risk";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:JP,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;050;20850;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Positions subject to capital charge";;;;;;;;;;"Japan (030)";"020";"General risk";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:JP,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;060;20850;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Own funds requirements";;;;;;;;;;"Japan (030)";"020";"General risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:JP,MCY=eba_MC:x99,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;010;20850;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Long";;;;;;;;;"Japan (030)";"020#021";"General risk#Derivatives";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:JP,MCY=eba_MC:x99,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;020;20850;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Short";;;;;;;;;"Japan (030)";"020#021";"General risk#Derivatives";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:JP,MCY=eba_MC:x157,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;010;20850;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Long";;;;;;;;;"Japan (030)";"020#022";"General risk#Other assets and liabilities";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:JP,MCY=eba_MC:x157,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;020;20850;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Short";;;;;;;;;"Japan (030)";"020#022";"General risk#Other assets and liabilities";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:JP,MCY=eba_MC:x178,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;010;20850;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions";"Long";;;;;;;;;"Japan (030)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:JP,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;010;20850;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"All positions";"Long";;;;;;;;;"Japan (030)";"050";"Specific risk";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:JP,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;020;20850;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"All positions";"Short";;;;;;;;;"Japan (030)";"050";"Specific risk";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:JP,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;030;20850;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Net positions";"Long";;;;;;;;;"Japan (030)";"050";"Specific risk";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:JP,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;040;20850;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Net positions";"Short";;;;;;;;;"Japan (030)";"050";"Specific risk";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:JP,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;050;20850;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Positions subject to capital charge";;;;;;;;;;"Japan (030)";"050";"Specific risk";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:JP,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;060;20850;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Own funds requirements";;;;;;;;;;"Japan (030)";"050";"Specific risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:JP,MCY=eba_MC:x49,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;010;20850;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"All positions";"Long";;;;;;;;;"Japan (030)";"080";"Particular Approach for position risk in CIUs";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:JP,MCY=eba_MC:x49,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;020;20850;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"All positions";"Short";;;;;;;;;"Japan (030)";"080";"Particular Approach for position risk in CIUs";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:JP,MCY=eba_MC:x49,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;030;20850;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"Net positions";"Long";;;;;;;;;"Japan (030)";"080";"Particular Approach for position risk in CIUs";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:JP,MCY=eba_MC:x49,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;040;20850;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"Net positions";"Short";;;;;;;;;"Japan (030)";"080";"Particular Approach for position risk in CIUs";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:JP,MCY=eba_MC:x49,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;050;20850;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"Positions subject to capital charge";;;;;;;;;;"Japan (030)";"080";"Particular Approach for position risk in CIUs";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:JP,MCY=eba_MC:x49,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;060;20850;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"Own funds requirements";;;;;;;;;;"Japan (030)";"080";"Particular Approach for position risk in CIUs";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:JP,MCY=eba_MC:x256,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;010;20850;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"All positions";"Long";;;;;;;;;"Japan (030)";"090";"Other non-delta risks for options";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:JP,MCY=eba_MC:x256,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;020;20850;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"All positions";"Short";;;;;;;;;"Japan (030)";"090";"Other non-delta risks for options";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:JP,MCY=eba_MC:x256,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;030;20850;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Net positions";"Long";;;;;;;;;"Japan (030)";"090";"Other non-delta risks for options";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:JP,MCY=eba_MC:x256,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;040;20850;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Net positions";"Short";;;;;;;;;"Japan (030)";"090";"Other non-delta risks for options";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:JP,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;050;20850;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Positions subject to capital charge";;;;;;;;;;"Japan (030)";"090";"Other non-delta risks for options";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:JP,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;060;20850;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Own funds requirements";;;;;;;;;;"Japan (030)";"090";"Other non-delta risks for options";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x61,BAS=eba_BA:x9,CMA=eba_GA:JP,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;100;060;20850;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Simplified method";"Own funds requirements";;;;;;;;;;"Japan (030)";"090#100";"Other non-delta risks for options#Simplified method";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x62,BAS=eba_BA:x9,CMA=eba_GA:JP,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;110;060;20850;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for gamma risk";"Own funds requirements";;;;;;;;;;"Japan (030)";"090#110";"Other non-delta risks for options#Delta plus approach - additional requirements for gamma risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x63,BAS=eba_BA:x9,CMA=eba_GA:JP,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;120;060;20850;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for vega risk";"Own funds requirements";;;;;;;;;;"Japan (030)";"090#120";"Other non-delta risks for options#Delta plus approach - additional requirements for vega risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x64,BAS=eba_BA:x9,CMA=eba_GA:JP,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;130;060;20850;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Scenario matrix approach";"Own funds requirements";;;;;;;;;;"Japan (030)";"090#130";"Other non-delta risks for options#Scenario matrix approach";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x43,BAS=eba_BA:x9,CMA=eba_GA:MK,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;010;060;20851;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"EQUITIES IN TRADING BOOK";"Own funds requirements";;;;;;;;;;"Macedonia (031)";"010";"EQUITIES IN TRADING BOOK";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi235,APR=eba_AP:x43,BAS=eba_BA:x9,CMA=eba_GA:MK,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;010;070;20851;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"EQUITIES IN TRADING BOOK";"Total risk exposure amount";;;;;;;;;;"Macedonia (031)";"010";"EQUITIES IN TRADING BOOK";"Total risk exposure amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:MK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;010;20851;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"All positions";"Long";;;;;;;;;"Macedonia (031)";"020";"General risk";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:MK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;020;20851;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"All positions";"Short";;;;;;;;;"Macedonia (031)";"020";"General risk";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:MK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;030;20851;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Net positions";"Long";;;;;;;;;"Macedonia (031)";"020";"General risk";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:MK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;040;20851;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Net positions";"Short";;;;;;;;;"Macedonia (031)";"020";"General risk";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:MK,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;050;20851;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Positions subject to capital charge";;;;;;;;;;"Macedonia (031)";"020";"General risk";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:MK,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;060;20851;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Own funds requirements";;;;;;;;;;"Macedonia (031)";"020";"General risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:MK,MCY=eba_MC:x99,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;010;20851;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Long";;;;;;;;;"Macedonia (031)";"020#021";"General risk#Derivatives";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:MK,MCY=eba_MC:x99,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;020;20851;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Short";;;;;;;;;"Macedonia (031)";"020#021";"General risk#Derivatives";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:MK,MCY=eba_MC:x157,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;010;20851;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Long";;;;;;;;;"Macedonia (031)";"020#022";"General risk#Other assets and liabilities";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:MK,MCY=eba_MC:x157,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;020;20851;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Short";;;;;;;;;"Macedonia (031)";"020#022";"General risk#Other assets and liabilities";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:MK,MCY=eba_MC:x178,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;010;20851;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions";"Long";;;;;;;;;"Macedonia (031)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:MK,MCY=eba_MC:x260,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;010;20851;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"All positions";"Long";;;;;;;;;"Macedonia (031)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:MK,MCY=eba_MC:x260,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;020;20851;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"All positions";"Short";;;;;;;;;"Macedonia (031)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:MK,MCY=eba_MC:x260,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;030;20851;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"Net positions";"Long";;;;;;;;;"Macedonia (031)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:MK,MCY=eba_MC:x260,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;040;20851;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"Net positions";"Short";;;;;;;;;"Macedonia (031)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:MK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;010;20851;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"All positions";"Long";;;;;;;;;"Macedonia (031)";"050";"Specific risk";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:MK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;020;20851;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"All positions";"Short";;;;;;;;;"Macedonia (031)";"050";"Specific risk";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:MK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;030;20851;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Net positions";"Long";;;;;;;;;"Macedonia (031)";"050";"Specific risk";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:MK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;040;20851;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Net positions";"Short";;;;;;;;;"Macedonia (031)";"050";"Specific risk";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:MK,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;050;20851;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Positions subject to capital charge";;;;;;;;;;"Macedonia (031)";"050";"Specific risk";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:MK,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;060;20851;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Own funds requirements";;;;;;;;;;"Macedonia (031)";"050";"Specific risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:MK,MCY=eba_MC:x49,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;010;20851;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"All positions";"Long";;;;;;;;;"Macedonia (031)";"080";"Particular Approach for position risk in CIUs";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:MK,MCY=eba_MC:x49,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;020;20851;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"All positions";"Short";;;;;;;;;"Macedonia (031)";"080";"Particular Approach for position risk in CIUs";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:MK,MCY=eba_MC:x49,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;030;20851;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"Net positions";"Long";;;;;;;;;"Macedonia (031)";"080";"Particular Approach for position risk in CIUs";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:MK,MCY=eba_MC:x49,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;040;20851;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"Net positions";"Short";;;;;;;;;"Macedonia (031)";"080";"Particular Approach for position risk in CIUs";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:MK,MCY=eba_MC:x49,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;050;20851;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"Positions subject to capital charge";;;;;;;;;;"Macedonia (031)";"080";"Particular Approach for position risk in CIUs";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:MK,MCY=eba_MC:x49,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;060;20851;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"Own funds requirements";;;;;;;;;;"Macedonia (031)";"080";"Particular Approach for position risk in CIUs";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:MK,MCY=eba_MC:x256,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;010;20851;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"All positions";"Long";;;;;;;;;"Macedonia (031)";"090";"Other non-delta risks for options";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:MK,MCY=eba_MC:x256,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;020;20851;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"All positions";"Short";;;;;;;;;"Macedonia (031)";"090";"Other non-delta risks for options";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:MK,MCY=eba_MC:x256,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;030;20851;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Net positions";"Long";;;;;;;;;"Macedonia (031)";"090";"Other non-delta risks for options";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:MK,MCY=eba_MC:x256,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;040;20851;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Net positions";"Short";;;;;;;;;"Macedonia (031)";"090";"Other non-delta risks for options";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:MK,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;050;20851;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Positions subject to capital charge";;;;;;;;;;"Macedonia (031)";"090";"Other non-delta risks for options";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:MK,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;060;20851;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Own funds requirements";;;;;;;;;;"Macedonia (031)";"090";"Other non-delta risks for options";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x61,BAS=eba_BA:x9,CMA=eba_GA:MK,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;100;060;20851;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Simplified method";"Own funds requirements";;;;;;;;;;"Macedonia (031)";"090#100";"Other non-delta risks for options#Simplified method";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x62,BAS=eba_BA:x9,CMA=eba_GA:MK,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;110;060;20851;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for gamma risk";"Own funds requirements";;;;;;;;;;"Macedonia (031)";"090#110";"Other non-delta risks for options#Delta plus approach - additional requirements for gamma risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x63,BAS=eba_BA:x9,CMA=eba_GA:MK,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;120;060;20851;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for vega risk";"Own funds requirements";;;;;;;;;;"Macedonia (031)";"090#120";"Other non-delta risks for options#Delta plus approach - additional requirements for vega risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x64,BAS=eba_BA:x9,CMA=eba_GA:MK,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;130;060;20851;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Scenario matrix approach";"Own funds requirements";;;;;;;;;;"Macedonia (031)";"090#130";"Other non-delta risks for options#Scenario matrix approach";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x43,BAS=eba_BA:x9,CMA=eba_GA:RU,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;010;060;20852;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"EQUITIES IN TRADING BOOK";"Own funds requirements";;;;;;;;;;"Russian Federation (032)";"010";"EQUITIES IN TRADING BOOK";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi235,APR=eba_AP:x43,BAS=eba_BA:x9,CMA=eba_GA:RU,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;010;070;20852;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"EQUITIES IN TRADING BOOK";"Total risk exposure amount";;;;;;;;;;"Russian Federation (032)";"010";"EQUITIES IN TRADING BOOK";"Total risk exposure amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:RU,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;010;20852;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"All positions";"Long";;;;;;;;;"Russian Federation (032)";"020";"General risk";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:RU,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;020;20852;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"All positions";"Short";;;;;;;;;"Russian Federation (032)";"020";"General risk";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:RU,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;030;20852;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Net positions";"Long";;;;;;;;;"Russian Federation (032)";"020";"General risk";"Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:RU,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;050;20852;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Positions subject to capital charge";;;;;;;;;;"Russian Federation (032)";"090";"Other non-delta risks for options";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:RU,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;060;20852;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Own funds requirements";;;;;;;;;;"Russian Federation (032)";"090";"Other non-delta risks for options";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x61,BAS=eba_BA:x9,CMA=eba_GA:RU,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;100;060;20852;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Simplified method";"Own funds requirements";;;;;;;;;;"Russian Federation (032)";"090#100";"Other non-delta risks for options#Simplified method";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x62,BAS=eba_BA:x9,CMA=eba_GA:RU,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;110;060;20852;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for gamma risk";"Own funds requirements";;;;;;;;;;"Russian Federation (032)";"090#110";"Other non-delta risks for options#Delta plus approach - additional requirements for gamma risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x63,BAS=eba_BA:x9,CMA=eba_GA:RU,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;120;060;20852;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for vega risk";"Own funds requirements";;;;;;;;;;"Russian Federation (032)";"090#120";"Other non-delta risks for options#Delta plus approach - additional requirements for vega risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x64,BAS=eba_BA:x9,CMA=eba_GA:RU,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;130;060;20852;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Scenario matrix approach";"Own funds requirements";;;;;;;;;;"Russian Federation (032)";"090#130";"Other non-delta risks for options#Scenario matrix approach";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x43,BAS=eba_BA:x9,CMA=eba_GA:RS,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;010;060;20853;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"EQUITIES IN TRADING BOOK";"Own funds requirements";;;;;;;;;;"Serbia (033)";"010";"EQUITIES IN TRADING BOOK";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi235,APR=eba_AP:x43,BAS=eba_BA:x9,CMA=eba_GA:RS,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;010;070;20853;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"EQUITIES IN TRADING BOOK";"Total risk exposure amount";;;;;;;;;;"Serbia (033)";"010";"EQUITIES IN TRADING BOOK";"Total risk exposure amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:RS,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;010;20853;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"All positions";"Long";;;;;;;;;"Serbia (033)";"020";"General risk";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:RS,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;020;20853;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"All positions";"Short";;;;;;;;;"Serbia (033)";"020";"General risk";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:RS,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;030;20853;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Net positions";"Long";;;;;;;;;"Serbia (033)";"020";"General risk";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:RS,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;040;20853;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Net positions";"Short";;;;;;;;;"Serbia (033)";"020";"General risk";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:RS,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;050;20853;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Positions subject to capital charge";;;;;;;;;;"Serbia (033)";"020";"General risk";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:RS,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;060;20853;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Own funds requirements";;;;;;;;;;"Serbia (033)";"020";"General risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:RS,MCY=eba_MC:x99,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;010;20853;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Long";;;;;;;;;"Serbia (033)";"020#021";"General risk#Derivatives";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:RS,MCY=eba_MC:x99,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;020;20853;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Short";;;;;;;;;"Serbia (033)";"020#021";"General risk#Derivatives";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:RS,MCY=eba_MC:x157,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;010;20853;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Long";;;;;;;;;"Serbia (033)";"020#022";"General risk#Other assets and liabilities";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:RS,MCY=eba_MC:x157,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;020;20853;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Short";;;;;;;;;"Serbia (033)";"020#022";"General risk#Other assets and liabilities";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:RS,MCY=eba_MC:x178,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;010;20853;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions";"Long";;;;;;;;;"Serbia (033)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:RS,MCY=eba_MC:x178,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;020;20853;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions";"Short";;;;;;;;;"Serbia (033)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:RS,MCY=eba_MC:x178,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;030;20853;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"Net positions";"Long";;;;;;;;;"Serbia (033)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:RS,MCY=eba_MC:x178,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;040;20853;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"Net positions";"Short";;;;;;;;;"Serbia (033)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:RS,MCY=eba_MC:x260,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;010;20853;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"All positions";"Long";;;;;;;;;"Serbia (033)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:RS,MCY=eba_MC:x260,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;020;20853;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"All positions";"Short";;;;;;;;;"Serbia (033)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:RS,MCY=eba_MC:x260,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;030;20853;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"Net positions";"Long";;;;;;;;;"Serbia (033)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:RS,MCY=eba_MC:x260,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;040;20853;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"Net positions";"Short";;;;;;;;;"Serbia (033)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:RS,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;010;20853;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"All positions";"Long";;;;;;;;;"Serbia (033)";"050";"Specific risk";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:RS,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;020;20853;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"All positions";"Short";;;;;;;;;"Serbia (033)";"050";"Specific risk";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:RS,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;030;20853;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Net positions";"Long";;;;;;;;;"Serbia (033)";"050";"Specific risk";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:RS,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;040;20853;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Net positions";"Short";;;;;;;;;"Serbia (033)";"050";"Specific risk";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:RS,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;050;20853;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Positions subject to capital charge";;;;;;;;;;"Serbia (033)";"050";"Specific risk";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:RS,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;060;20853;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Own funds requirements";;;;;;;;;;"Serbia (033)";"050";"Specific risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:RS,MCY=eba_MC:x49,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;010;20853;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"All positions";"Long";;;;;;;;;"Serbia (033)";"080";"Particular Approach for position risk in CIUs";"All positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:RS,MCY=eba_MC:x49,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;030;20853;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"Net positions";"Long";;;;;;;;;"Serbia (033)";"080";"Particular Approach for position risk in CIUs";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:RS,MCY=eba_MC:x49,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;040;20853;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"Net positions";"Short";;;;;;;;;"Serbia (033)";"080";"Particular Approach for position risk in CIUs";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:RS,MCY=eba_MC:x49,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;050;20853;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"Positions subject to capital charge";;;;;;;;;;"Serbia (033)";"080";"Particular Approach for position risk in CIUs";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:RS,MCY=eba_MC:x49,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;060;20853;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"Own funds requirements";;;;;;;;;;"Serbia (033)";"080";"Particular Approach for position risk in CIUs";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:RS,MCY=eba_MC:x256,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;010;20853;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"All positions";"Long";;;;;;;;;"Serbia (033)";"090";"Other non-delta risks for options";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:RS,MCY=eba_MC:x256,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;020;20853;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"All positions";"Short";;;;;;;;;"Serbia (033)";"090";"Other non-delta risks for options";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:RS,MCY=eba_MC:x256,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;030;20853;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Net positions";"Long";;;;;;;;;"Serbia (033)";"090";"Other non-delta risks for options";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:RS,MCY=eba_MC:x256,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;040;20853;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Net positions";"Short";;;;;;;;;"Serbia (033)";"090";"Other non-delta risks for options";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:RS,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;050;20853;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Positions subject to capital charge";;;;;;;;;;"Serbia (033)";"090";"Other non-delta risks for options";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:RS,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;060;20853;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Own funds requirements";;;;;;;;;;"Serbia (033)";"090";"Other non-delta risks for options";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x61,BAS=eba_BA:x9,CMA=eba_GA:RS,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;100;060;20853;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Simplified method";"Own funds requirements";;;;;;;;;;"Serbia (033)";"090#100";"Other non-delta risks for options#Simplified method";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x62,BAS=eba_BA:x9,CMA=eba_GA:RS,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;110;060;20853;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for gamma risk";"Own funds requirements";;;;;;;;;;"Serbia (033)";"090#110";"Other non-delta risks for options#Delta plus approach - additional requirements for gamma risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x63,BAS=eba_BA:x9,CMA=eba_GA:RS,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;120;060;20853;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for vega risk";"Own funds requirements";;;;;;;;;;"Serbia (033)";"090#120";"Other non-delta risks for options#Delta plus approach - additional requirements for vega risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x64,BAS=eba_BA:x9,CMA=eba_GA:RS,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;130;060;20853;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Scenario matrix approach";"Own funds requirements";;;;;;;;;;"Serbia (033)";"090#130";"Other non-delta risks for options#Scenario matrix approach";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x43,BAS=eba_BA:x9,CMA=eba_GA:CH,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;010;060;20854;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"EQUITIES IN TRADING BOOK";"Own funds requirements";;;;;;;;;;"Switzerland (034)";"010";"EQUITIES IN TRADING BOOK";"Own funds requirements";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:CH,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;020;20854;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"All positions";"Short";;;;;;;;;"Switzerland (034)";"020";"General risk";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:CH,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;030;20854;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Net positions";"Long";;;;;;;;;"Switzerland (034)";"020";"General risk";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:CH,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;040;20854;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Net positions";"Short";;;;;;;;;"Switzerland (034)";"020";"General risk";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:CH,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;050;20854;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Positions subject to capital charge";;;;;;;;;;"Switzerland (034)";"020";"General risk";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:CH,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;060;20854;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Own funds requirements";;;;;;;;;;"Switzerland (034)";"020";"General risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:CH,MCY=eba_MC:x99,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;010;20854;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Long";;;;;;;;;"Switzerland (034)";"020#021";"General risk#Derivatives";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:CH,MCY=eba_MC:x99,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;020;20854;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Short";;;;;;;;;"Switzerland (034)";"020#021";"General risk#Derivatives";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:CH,MCY=eba_MC:x157,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;010;20854;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Long";;;;;;;;;"Switzerland (034)";"020#022";"General risk#Other assets and liabilities";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:CH,MCY=eba_MC:x157,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;020;20854;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Short";;;;;;;;;"Switzerland (034)";"020#022";"General risk#Other assets and liabilities";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:CH,MCY=eba_MC:x178,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;010;20854;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions";"Long";;;;;;;;;"Switzerland (034)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:CH,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;010;20854;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"All positions";"Long";;;;;;;;;"Switzerland (034)";"050";"Specific risk";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:CH,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;020;20854;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"All positions";"Short";;;;;;;;;"Switzerland (034)";"050";"Specific risk";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:CH,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;030;20854;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Net positions";"Long";;;;;;;;;"Switzerland (034)";"050";"Specific risk";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:CH,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;040;20854;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Net positions";"Short";;;;;;;;;"Switzerland (034)";"050";"Specific risk";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:CH,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;050;20854;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Positions subject to capital charge";;;;;;;;;;"Switzerland (034)";"050";"Specific risk";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:CH,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;060;20854;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Own funds requirements";;;;;;;;;;"Switzerland (034)";"050";"Specific risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:CH,MCY=eba_MC:x49,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;010;20854;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"All positions";"Long";;;;;;;;;"Switzerland (034)";"080";"Particular Approach for position risk in CIUs";"All positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:CH,MCY=eba_MC:x49,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;060;20854;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"Own funds requirements";;;;;;;;;;"Switzerland (034)";"080";"Particular Approach for position risk in CIUs";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:CH,MCY=eba_MC:x256,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;010;20854;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"All positions";"Long";;;;;;;;;"Switzerland (034)";"090";"Other non-delta risks for options";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:CH,MCY=eba_MC:x256,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;020;20854;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"All positions";"Short";;;;;;;;;"Switzerland (034)";"090";"Other non-delta risks for options";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:CH,MCY=eba_MC:x256,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;030;20854;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Net positions";"Long";;;;;;;;;"Switzerland (034)";"090";"Other non-delta risks for options";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:CH,MCY=eba_MC:x256,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;040;20854;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Net positions";"Short";;;;;;;;;"Switzerland (034)";"090";"Other non-delta risks for options";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:CH,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;050;20854;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Positions subject to capital charge";;;;;;;;;;"Switzerland (034)";"090";"Other non-delta risks for options";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:CH,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;060;20854;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Own funds requirements";;;;;;;;;;"Switzerland (034)";"090";"Other non-delta risks for options";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x61,BAS=eba_BA:x9,CMA=eba_GA:CH,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;100;060;20854;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Simplified method";"Own funds requirements";;;;;;;;;;"Switzerland (034)";"090#100";"Other non-delta risks for options#Simplified method";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x62,BAS=eba_BA:x9,CMA=eba_GA:CH,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;110;060;20854;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for gamma risk";"Own funds requirements";;;;;;;;;;"Switzerland (034)";"090#110";"Other non-delta risks for options#Delta plus approach - additional requirements for gamma risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x63,BAS=eba_BA:x9,CMA=eba_GA:CH,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;120;060;20854;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for vega risk";"Own funds requirements";;;;;;;;;;"Switzerland (034)";"090#120";"Other non-delta risks for options#Delta plus approach - additional requirements for vega risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x64,BAS=eba_BA:x9,CMA=eba_GA:CH,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;130;060;20854;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Scenario matrix approach";"Own funds requirements";;;;;;;;;;"Switzerland (034)";"090#130";"Other non-delta risks for options#Scenario matrix approach";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x43,BAS=eba_BA:x9,CMA=eba_GA:TR,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;010;060;20855;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"EQUITIES IN TRADING BOOK";"Own funds requirements";;;;;;;;;;"Turkey (035)";"010";"EQUITIES IN TRADING BOOK";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi235,APR=eba_AP:x43,BAS=eba_BA:x9,CMA=eba_GA:TR,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;010;070;20855;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"EQUITIES IN TRADING BOOK";"Total risk exposure amount";;;;;;;;;;"Turkey (035)";"010";"EQUITIES IN TRADING BOOK";"Total risk exposure amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:TR,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;010;20855;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"All positions";"Long";;;;;;;;;"Turkey (035)";"020";"General risk";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:TR,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;020;20855;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"All positions";"Short";;;;;;;;;"Turkey (035)";"020";"General risk";"All positions#Short";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:TR,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;040;20855;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Net positions";"Short";;;;;;;;;"Turkey (035)";"020";"General risk";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:TR,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;050;20855;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Positions subject to capital charge";;;;;;;;;;"Turkey (035)";"020";"General risk";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:TR,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;060;20855;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Own funds requirements";;;;;;;;;;"Turkey (035)";"020";"General risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:TR,MCY=eba_MC:x99,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;010;20855;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Long";;;;;;;;;"Turkey (035)";"020#021";"General risk#Derivatives";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:TR,MCY=eba_MC:x99,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;020;20855;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Short";;;;;;;;;"Turkey (035)";"020#021";"General risk#Derivatives";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:TR,MCY=eba_MC:x157,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;010;20855;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Long";;;;;;;;;"Turkey (035)";"020#022";"General risk#Other assets and liabilities";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:TR,MCY=eba_MC:x157,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;020;20855;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Short";;;;;;;;;"Turkey (035)";"020#022";"General risk#Other assets and liabilities";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:TR,MCY=eba_MC:x178,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;010;20855;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions";"Long";;;;;;;;;"Turkey (035)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:TR,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;020;20855;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"All positions";"Short";;;;;;;;;"Turkey (035)";"050";"Specific risk";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:TR,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;030;20855;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Net positions";"Long";;;;;;;;;"Turkey (035)";"050";"Specific risk";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:TR,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;040;20855;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Net positions";"Short";;;;;;;;;"Turkey (035)";"050";"Specific risk";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:TR,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;050;20855;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Positions subject to capital charge";;;;;;;;;;"Turkey (035)";"050";"Specific risk";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:TR,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;060;20855;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Own funds requirements";;;;;;;;;;"Turkey (035)";"050";"Specific risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:TR,MCY=eba_MC:x49,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;010;20855;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"All positions";"Long";;;;;;;;;"Turkey (035)";"080";"Particular Approach for position risk in CIUs";"All positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:TR,MCY=eba_MC:x49,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;050;20855;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"Positions subject to capital charge";;;;;;;;;;"Turkey (035)";"080";"Particular Approach for position risk in CIUs";"Positions subject to capital charge";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:TR,MCY=eba_MC:x256,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;010;20855;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"All positions";"Long";;;;;;;;;"Turkey (035)";"090";"Other non-delta risks for options";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:TR,MCY=eba_MC:x256,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;020;20855;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"All positions";"Short";;;;;;;;;"Turkey (035)";"090";"Other non-delta risks for options";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:TR,MCY=eba_MC:x256,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;030;20855;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Net positions";"Long";;;;;;;;;"Turkey (035)";"090";"Other non-delta risks for options";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:TR,MCY=eba_MC:x256,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;040;20855;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Net positions";"Short";;;;;;;;;"Turkey (035)";"090";"Other non-delta risks for options";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:TR,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;050;20855;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Positions subject to capital charge";;;;;;;;;;"Turkey (035)";"090";"Other non-delta risks for options";"Positions subject to capital charge";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x61,BAS=eba_BA:x9,CMA=eba_GA:TR,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;100;060;20855;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Simplified method";"Own funds requirements";;;;;;;;;;"Turkey (035)";"090#100";"Other non-delta risks for options#Simplified method";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x62,BAS=eba_BA:x9,CMA=eba_GA:TR,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;110;060;20855;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for gamma risk";"Own funds requirements";;;;;;;;;;"Turkey (035)";"090#110";"Other non-delta risks for options#Delta plus approach - additional requirements for gamma risk";"Own funds requirements";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x64,BAS=eba_BA:x9,CMA=eba_GA:TR,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;130;060;20855;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Scenario matrix approach";"Own funds requirements";;;;;;;;;;"Turkey (035)";"090#130";"Other non-delta risks for options#Scenario matrix approach";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x43,BAS=eba_BA:x9,CMA=eba_GA:UA,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;010;060;20856;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"EQUITIES IN TRADING BOOK";"Own funds requirements";;;;;;;;;;"Ukraine (036)";"010";"EQUITIES IN TRADING BOOK";"Own funds requirements";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:UA,MCY=eba_MC:x157,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;010;20856;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Long";;;;;;;;;"Ukraine (036)";"020#022";"General risk#Other assets and liabilities";"All positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:UA,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;030;20856;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Net positions";"Long";;;;;;;;;"Ukraine (036)";"050";"Specific risk";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:UA,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;040;20856;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Net positions";"Short";;;;;;;;;"Ukraine (036)";"050";"Specific risk";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:UA,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;050;20856;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Positions subject to capital charge";;;;;;;;;;"Ukraine (036)";"050";"Specific risk";"Positions subject to capital charge";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:UA,MCY=eba_MC:x256,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;020;20856;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"All positions";"Short";;;;;;;;;"Ukraine (036)";"090";"Other non-delta risks for options";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:UA,MCY=eba_MC:x256,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;030;20856;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Net positions";"Long";;;;;;;;;"Ukraine (036)";"090";"Other non-delta risks for options";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:UA,MCY=eba_MC:x256,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;040;20856;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Net positions";"Short";;;;;;;;;"Ukraine (036)";"090";"Other non-delta risks for options";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:UA,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;050;20856;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Positions subject to capital charge";;;;;;;;;;"Ukraine (036)";"090";"Other non-delta risks for options";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:UA,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;060;20856;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Own funds requirements";;;;;;;;;;"Ukraine (036)";"090";"Other non-delta risks for options";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x61,BAS=eba_BA:x9,CMA=eba_GA:UA,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;100;060;20856;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Simplified method";"Own funds requirements";;;;;;;;;;"Ukraine (036)";"090#100";"Other non-delta risks for options#Simplified method";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x62,BAS=eba_BA:x9,CMA=eba_GA:UA,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;110;060;20856;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for gamma risk";"Own funds requirements";;;;;;;;;;"Ukraine (036)";"090#110";"Other non-delta risks for options#Delta plus approach - additional requirements for gamma risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x63,BAS=eba_BA:x9,CMA=eba_GA:UA,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;120;060;20856;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for vega risk";"Own funds requirements";;;;;;;;;;"Ukraine (036)";"090#120";"Other non-delta risks for options#Delta plus approach - additional requirements for vega risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x64,BAS=eba_BA:x9,CMA=eba_GA:UA,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;130;060;20856;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Scenario matrix approach";"Own funds requirements";;;;;;;;;;"Ukraine (036)";"090#130";"Other non-delta risks for options#Scenario matrix approach";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x43,BAS=eba_BA:x9,CMA=eba_GA:US,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;010;060;20857;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"EQUITIES IN TRADING BOOK";"Own funds requirements";;;;;;;;;;"USA (037)";"010";"EQUITIES IN TRADING BOOK";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi235,APR=eba_AP:x43,BAS=eba_BA:x9,CMA=eba_GA:US,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;010;070;20857;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"EQUITIES IN TRADING BOOK";"Total risk exposure amount";;;;;;;;;;"USA (037)";"010";"EQUITIES IN TRADING BOOK";"Total risk exposure amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:US,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;010;20857;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"All positions";"Long";;;;;;;;;"USA (037)";"020";"General risk";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:US,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;020;20857;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"All positions";"Short";;;;;;;;;"USA (037)";"020";"General risk";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:US,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;030;20857;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Net positions";"Long";;;;;;;;;"USA (037)";"020";"General risk";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:US,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;040;20857;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Net positions";"Short";;;;;;;;;"USA (037)";"020";"General risk";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:US,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;050;20857;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Positions subject to capital charge";;;;;;;;;;"USA (037)";"020";"General risk";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:US,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;060;20857;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Own funds requirements";;;;;;;;;;"USA (037)";"020";"General risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:US,MCY=eba_MC:x99,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;010;20857;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Long";;;;;;;;;"USA (037)";"020#021";"General risk#Derivatives";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:US,MCY=eba_MC:x99,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;020;20857;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Short";;;;;;;;;"USA (037)";"020#021";"General risk#Derivatives";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:US,MCY=eba_MC:x157,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;010;20857;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Long";;;;;;;;;"USA (037)";"020#022";"General risk#Other assets and liabilities";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:US,MCY=eba_MC:x157,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;020;20857;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Short";;;;;;;;;"USA (037)";"020#022";"General risk#Other assets and liabilities";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:US,MCY=eba_MC:x178,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;010;20857;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions";"Long";;;;;;;;;"USA (037)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:US,MCY=eba_MC:x178,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;020;20857;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions";"Short";;;;;;;;;"USA (037)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:US,MCY=eba_MC:x178,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;030;20857;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"Net positions";"Long";;;;;;;;;"USA (037)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:US,MCY=eba_MC:x178,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;040;20857;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"Net positions";"Short";;;;;;;;;"USA (037)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:US,MCY=eba_MC:x260,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;010;20857;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"All positions";"Long";;;;;;;;;"USA (037)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:US,MCY=eba_MC:x260,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;020;20857;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"All positions";"Short";;;;;;;;;"USA (037)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:US,MCY=eba_MC:x260,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;030;20857;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"Net positions";"Long";;;;;;;;;"USA (037)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:US,MCY=eba_MC:x260,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;040;20857;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"Net positions";"Short";;;;;;;;;"USA (037)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:US,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;010;20857;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"All positions";"Long";;;;;;;;;"USA (037)";"050";"Specific risk";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:US,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;020;20857;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"All positions";"Short";;;;;;;;;"USA (037)";"050";"Specific risk";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:US,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;030;20857;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Net positions";"Long";;;;;;;;;"USA (037)";"050";"Specific risk";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:US,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;040;20857;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Net positions";"Short";;;;;;;;;"USA (037)";"050";"Specific risk";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:US,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;050;20857;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Positions subject to capital charge";;;;;;;;;;"USA (037)";"050";"Specific risk";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:US,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;060;20857;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Own funds requirements";;;;;;;;;;"USA (037)";"050";"Specific risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:US,MCY=eba_MC:x49,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;010;20857;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"All positions";"Long";;;;;;;;;"USA (037)";"080";"Particular Approach for position risk in CIUs";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:US,MCY=eba_MC:x49,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;020;20857;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"All positions";"Short";;;;;;;;;"USA (037)";"080";"Particular Approach for position risk in CIUs";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:US,MCY=eba_MC:x49,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;030;20857;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"Net positions";"Long";;;;;;;;;"USA (037)";"080";"Particular Approach for position risk in CIUs";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:US,MCY=eba_MC:x49,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;040;20857;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"Net positions";"Short";;;;;;;;;"USA (037)";"080";"Particular Approach for position risk in CIUs";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:US,MCY=eba_MC:x49,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;050;20857;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"Positions subject to capital charge";;;;;;;;;;"USA (037)";"080";"Particular Approach for position risk in CIUs";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:US,MCY=eba_MC:x49,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;060;20857;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"Own funds requirements";;;;;;;;;;"USA (037)";"080";"Particular Approach for position risk in CIUs";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:US,MCY=eba_MC:x256,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;010;20857;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"All positions";"Long";;;;;;;;;"USA (037)";"090";"Other non-delta risks for options";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:US,MCY=eba_MC:x256,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;020;20857;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"All positions";"Short";;;;;;;;;"USA (037)";"090";"Other non-delta risks for options";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:US,MCY=eba_MC:x256,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;030;20857;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Net positions";"Long";;;;;;;;;"USA (037)";"090";"Other non-delta risks for options";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:US,MCY=eba_MC:x256,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;040;20857;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Net positions";"Short";;;;;;;;;"USA (037)";"090";"Other non-delta risks for options";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:US,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;050;20857;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Positions subject to capital charge";;;;;;;;;;"USA (037)";"090";"Other non-delta risks for options";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:US,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;060;20857;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Own funds requirements";;;;;;;;;;"USA (037)";"090";"Other non-delta risks for options";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x61,BAS=eba_BA:x9,CMA=eba_GA:US,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;100;060;20857;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Simplified method";"Own funds requirements";;;;;;;;;;"USA (037)";"090#100";"Other non-delta risks for options#Simplified method";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x62,BAS=eba_BA:x9,CMA=eba_GA:US,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;110;060;20857;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for gamma risk";"Own funds requirements";;;;;;;;;;"USA (037)";"090#110";"Other non-delta risks for options#Delta plus approach - additional requirements for gamma risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x63,BAS=eba_BA:x9,CMA=eba_GA:US,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;120;060;20857;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for vega risk";"Own funds requirements";;;;;;;;;;"USA (037)";"090#120";"Other non-delta risks for options#Delta plus approach - additional requirements for vega risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x64,BAS=eba_BA:x9,CMA=eba_GA:US,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;130;060;20857;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Scenario matrix approach";"Own funds requirements";;;;;;;;;;"USA (037)";"090#130";"Other non-delta risks for options#Scenario matrix approach";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x43,BAS=eba_BA:x9,CMA=eba_GA:NO,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;010;060;20858;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"EQUITIES IN TRADING BOOK";"Own funds requirements";;;;;;;;;;"Norway (038)";"010";"EQUITIES IN TRADING BOOK";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi235,APR=eba_AP:x43,BAS=eba_BA:x9,CMA=eba_GA:NO,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;010;070;20858;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"EQUITIES IN TRADING BOOK";"Total risk exposure amount";;;;;;;;;;"Norway (038)";"010";"EQUITIES IN TRADING BOOK";"Total risk exposure amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:NO,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;010;20858;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"All positions";"Long";;;;;;;;;"Norway (038)";"020";"General risk";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:NO,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;020;20858;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"All positions";"Short";;;;;;;;;"Norway (038)";"020";"General risk";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:NO,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;030;20858;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Net positions";"Long";;;;;;;;;"Norway (038)";"020";"General risk";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:NO,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;040;20858;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Net positions";"Short";;;;;;;;;"Norway (038)";"020";"General risk";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:NO,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;050;20858;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Positions subject to capital charge";;;;;;;;;;"Norway (038)";"020";"General risk";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:NO,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;060;20858;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Own funds requirements";;;;;;;;;;"Norway (038)";"020";"General risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:NO,MCY=eba_MC:x99,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;010;20858;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Long";;;;;;;;;"Norway (038)";"020#021";"General risk#Derivatives";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:NO,MCY=eba_MC:x99,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;020;20858;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Short";;;;;;;;;"Norway (038)";"020#021";"General risk#Derivatives";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:NO,MCY=eba_MC:x157,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;010;20858;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Long";;;;;;;;;"Norway (038)";"020#022";"General risk#Other assets and liabilities";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:NO,MCY=eba_MC:x157,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;020;20858;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Short";;;;;;;;;"Norway (038)";"020#022";"General risk#Other assets and liabilities";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:NO,MCY=eba_MC:x178,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;010;20858;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions";"Long";;;;;;;;;"Norway (038)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:NO,MCY=eba_MC:x178,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;020;20858;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions";"Short";;;;;;;;;"Norway (038)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:NO,MCY=eba_MC:x178,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;030;20858;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"Net positions";"Long";;;;;;;;;"Norway (038)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:NO,MCY=eba_MC:x178,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;040;20858;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"Net positions";"Short";;;;;;;;;"Norway (038)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:NO,MCY=eba_MC:x260,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;010;20858;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"All positions";"Long";;;;;;;;;"Norway (038)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:NO,MCY=eba_MC:x260,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;020;20858;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"All positions";"Short";;;;;;;;;"Norway (038)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:NO,MCY=eba_MC:x260,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;030;20858;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"Net positions";"Long";;;;;;;;;"Norway (038)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:NO,MCY=eba_MC:x260,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;040;20858;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"Net positions";"Short";;;;;;;;;"Norway (038)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:NO,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;010;20858;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"All positions";"Long";;;;;;;;;"Norway (038)";"050";"Specific risk";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:NO,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;020;20858;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"All positions";"Short";;;;;;;;;"Norway (038)";"050";"Specific risk";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:NO,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;030;20858;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Net positions";"Long";;;;;;;;;"Norway (038)";"050";"Specific risk";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:NO,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;040;20858;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Net positions";"Short";;;;;;;;;"Norway (038)";"050";"Specific risk";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:NO,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;050;20858;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Positions subject to capital charge";;;;;;;;;;"Norway (038)";"050";"Specific risk";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:NO,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;060;20858;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Own funds requirements";;;;;;;;;;"Norway (038)";"050";"Specific risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:NO,MCY=eba_MC:x49,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;010;20858;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"All positions";"Long";;;;;;;;;"Norway (038)";"080";"Particular Approach for position risk in CIUs";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:NO,MCY=eba_MC:x49,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;020;20858;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"All positions";"Short";;;;;;;;;"Norway (038)";"080";"Particular Approach for position risk in CIUs";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:NO,MCY=eba_MC:x49,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;030;20858;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"Net positions";"Long";;;;;;;;;"Norway (038)";"080";"Particular Approach for position risk in CIUs";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:NO,MCY=eba_MC:x49,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;040;20858;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"Net positions";"Short";;;;;;;;;"Norway (038)";"080";"Particular Approach for position risk in CIUs";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:NO,MCY=eba_MC:x49,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;050;20858;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"Positions subject to capital charge";;;;;;;;;;"Norway (038)";"080";"Particular Approach for position risk in CIUs";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:NO,MCY=eba_MC:x49,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;060;20858;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"Own funds requirements";;;;;;;;;;"Norway (038)";"080";"Particular Approach for position risk in CIUs";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:NO,MCY=eba_MC:x256,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;010;20858;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"All positions";"Long";;;;;;;;;"Norway (038)";"090";"Other non-delta risks for options";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:NO,MCY=eba_MC:x256,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;020;20858;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"All positions";"Short";;;;;;;;;"Norway (038)";"090";"Other non-delta risks for options";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:NO,MCY=eba_MC:x256,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;030;20858;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Net positions";"Long";;;;;;;;;"Norway (038)";"090";"Other non-delta risks for options";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:NO,MCY=eba_MC:x256,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;040;20858;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Net positions";"Short";;;;;;;;;"Norway (038)";"090";"Other non-delta risks for options";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:NO,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;050;20858;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Positions subject to capital charge";;;;;;;;;;"Norway (038)";"090";"Other non-delta risks for options";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:NO,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;060;20858;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Own funds requirements";;;;;;;;;;"Norway (038)";"090";"Other non-delta risks for options";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x61,BAS=eba_BA:x9,CMA=eba_GA:NO,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;100;060;20858;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Simplified method";"Own funds requirements";;;;;;;;;;"Norway (038)";"090#100";"Other non-delta risks for options#Simplified method";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x62,BAS=eba_BA:x9,CMA=eba_GA:NO,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;110;060;20858;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for gamma risk";"Own funds requirements";;;;;;;;;;"Norway (038)";"090#110";"Other non-delta risks for options#Delta plus approach - additional requirements for gamma risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x63,BAS=eba_BA:x9,CMA=eba_GA:NO,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;120;060;20858;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for vega risk";"Own funds requirements";;;;;;;;;;"Norway (038)";"090#120";"Other non-delta risks for options#Delta plus approach - additional requirements for vega risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x64,BAS=eba_BA:x9,CMA=eba_GA:NO,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;130;060;20858;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Scenario matrix approach";"Own funds requirements";;;;;;;;;;"Norway (038)";"090#130";"Other non-delta risks for options#Scenario matrix approach";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x43,BAS=eba_BA:x9,CMA=eba_GA:EG,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;010;060;20859;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"EQUITIES IN TRADING BOOK";"Own funds requirements";;;;;;;;;;"Egypt (039)";"010";"EQUITIES IN TRADING BOOK";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi235,APR=eba_AP:x43,BAS=eba_BA:x9,CMA=eba_GA:EG,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;010;070;20859;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"EQUITIES IN TRADING BOOK";"Total risk exposure amount";;;;;;;;;;"Egypt (039)";"010";"EQUITIES IN TRADING BOOK";"Total risk exposure amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:EG,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;010;20859;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"All positions";"Long";;;;;;;;;"Egypt (039)";"020";"General risk";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:EG,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;020;20859;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"All positions";"Short";;;;;;;;;"Egypt (039)";"020";"General risk";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:EG,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;030;20859;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Net positions";"Long";;;;;;;;;"Egypt (039)";"020";"General risk";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:EG,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;040;20859;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Net positions";"Short";;;;;;;;;"Egypt (039)";"020";"General risk";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:EG,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;050;20859;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Positions subject to capital charge";;;;;;;;;;"Egypt (039)";"020";"General risk";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:EG,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;060;20859;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Own funds requirements";;;;;;;;;;"Egypt (039)";"020";"General risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:EG,MCY=eba_MC:x99,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;010;20859;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Long";;;;;;;;;"Egypt (039)";"020#021";"General risk#Derivatives";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:EG,MCY=eba_MC:x99,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;020;20859;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Short";;;;;;;;;"Egypt (039)";"020#021";"General risk#Derivatives";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:EG,MCY=eba_MC:x157,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;010;20859;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Long";;;;;;;;;"Egypt (039)";"020#022";"General risk#Other assets and liabilities";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:EG,MCY=eba_MC:x157,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;020;20859;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Short";;;;;;;;;"Egypt (039)";"020#022";"General risk#Other assets and liabilities";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:EG,MCY=eba_MC:x178,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;010;20859;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions";"Long";;;;;;;;;"Egypt (039)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:EG,MCY=eba_MC:x260,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;010;20859;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"All positions";"Long";;;;;;;;;"Egypt (039)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:EG,MCY=eba_MC:x260,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;020;20859;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"All positions";"Short";;;;;;;;;"Egypt (039)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:EG,MCY=eba_MC:x260,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;030;20859;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"Net positions";"Long";;;;;;;;;"Egypt (039)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:EG,MCY=eba_MC:x260,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;040;20859;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"Net positions";"Short";;;;;;;;;"Egypt (039)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:EG,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;010;20859;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"All positions";"Long";;;;;;;;;"Egypt (039)";"050";"Specific risk";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:EG,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;020;20859;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"All positions";"Short";;;;;;;;;"Egypt (039)";"050";"Specific risk";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:EG,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;030;20859;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Net positions";"Long";;;;;;;;;"Egypt (039)";"050";"Specific risk";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:EG,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;040;20859;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Net positions";"Short";;;;;;;;;"Egypt (039)";"050";"Specific risk";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:EG,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;050;20859;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Positions subject to capital charge";;;;;;;;;;"Egypt (039)";"050";"Specific risk";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:EG,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;060;20859;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Own funds requirements";;;;;;;;;;"Egypt (039)";"050";"Specific risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:EG,MCY=eba_MC:x49,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;010;20859;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"All positions";"Long";;;;;;;;;"Egypt (039)";"080";"Particular Approach for position risk in CIUs";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:EG,MCY=eba_MC:x49,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;020;20859;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"All positions";"Short";;;;;;;;;"Egypt (039)";"080";"Particular Approach for position risk in CIUs";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:EG,MCY=eba_MC:x49,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;030;20859;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"Net positions";"Long";;;;;;;;;"Egypt (039)";"080";"Particular Approach for position risk in CIUs";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:EG,MCY=eba_MC:x49,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;040;20859;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"Net positions";"Short";;;;;;;;;"Egypt (039)";"080";"Particular Approach for position risk in CIUs";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:EG,MCY=eba_MC:x49,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;050;20859;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"Positions subject to capital charge";;;;;;;;;;"Egypt (039)";"080";"Particular Approach for position risk in CIUs";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:EG,MCY=eba_MC:x49,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;060;20859;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"Own funds requirements";;;;;;;;;;"Egypt (039)";"080";"Particular Approach for position risk in CIUs";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:EG,MCY=eba_MC:x256,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;010;20859;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"All positions";"Long";;;;;;;;;"Egypt (039)";"090";"Other non-delta risks for options";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:EG,MCY=eba_MC:x256,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;020;20859;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"All positions";"Short";;;;;;;;;"Egypt (039)";"090";"Other non-delta risks for options";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:EG,MCY=eba_MC:x256,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;030;20859;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Net positions";"Long";;;;;;;;;"Egypt (039)";"090";"Other non-delta risks for options";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:EG,MCY=eba_MC:x256,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;040;20859;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Net positions";"Short";;;;;;;;;"Egypt (039)";"090";"Other non-delta risks for options";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:EG,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;050;20859;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Positions subject to capital charge";;;;;;;;;;"Egypt (039)";"090";"Other non-delta risks for options";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:EG,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;060;20859;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Own funds requirements";;;;;;;;;;"Egypt (039)";"090";"Other non-delta risks for options";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x61,BAS=eba_BA:x9,CMA=eba_GA:EG,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;100;060;20859;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Simplified method";"Own funds requirements";;;;;;;;;;"Egypt (039)";"090#100";"Other non-delta risks for options#Simplified method";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x62,BAS=eba_BA:x9,CMA=eba_GA:EG,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;110;060;20859;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for gamma risk";"Own funds requirements";;;;;;;;;;"Egypt (039)";"090#110";"Other non-delta risks for options#Delta plus approach - additional requirements for gamma risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x63,BAS=eba_BA:x9,CMA=eba_GA:EG,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;120;060;20859;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for vega risk";"Own funds requirements";;;;;;;;;;"Egypt (039)";"090#120";"Other non-delta risks for options#Delta plus approach - additional requirements for vega risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x64,BAS=eba_BA:x9,CMA=eba_GA:EG,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;130;060;20859;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Scenario matrix approach";"Own funds requirements";;;;;;;;;;"Egypt (039)";"090#130";"Other non-delta risks for options#Scenario matrix approach";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x43,BAS=eba_BA:x9,CMA=eba_GA:IS,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;010;060;20860;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"EQUITIES IN TRADING BOOK";"Own funds requirements";;;;;;;;;;"Iceland (040)";"010";"EQUITIES IN TRADING BOOK";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi235,APR=eba_AP:x43,BAS=eba_BA:x9,CMA=eba_GA:IS,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;010;070;20860;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"EQUITIES IN TRADING BOOK";"Total risk exposure amount";;;;;;;;;;"Iceland (040)";"010";"EQUITIES IN TRADING BOOK";"Total risk exposure amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:IS,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;010;20860;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"All positions";"Long";;;;;;;;;"Iceland (040)";"020";"General risk";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:IS,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;020;20860;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"All positions";"Short";;;;;;;;;"Iceland (040)";"020";"General risk";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:IS,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;030;20860;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Net positions";"Long";;;;;;;;;"Iceland (040)";"020";"General risk";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:IS,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;040;20860;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Net positions";"Short";;;;;;;;;"Iceland (040)";"020";"General risk";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:IS,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;050;20860;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Positions subject to capital charge";;;;;;;;;;"Iceland (040)";"020";"General risk";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:IS,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;060;20860;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Own funds requirements";;;;;;;;;;"Iceland (040)";"020";"General risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:IS,MCY=eba_MC:x99,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;010;20860;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Long";;;;;;;;;"Iceland (040)";"020#021";"General risk#Derivatives";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:IS,MCY=eba_MC:x99,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;020;20860;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Short";;;;;;;;;"Iceland (040)";"020#021";"General risk#Derivatives";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:IS,MCY=eba_MC:x157,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;010;20860;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Long";;;;;;;;;"Iceland (040)";"020#022";"General risk#Other assets and liabilities";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:IS,MCY=eba_MC:x157,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;020;20860;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Short";;;;;;;;;"Iceland (040)";"020#022";"General risk#Other assets and liabilities";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:IS,MCY=eba_MC:x178,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;010;20860;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions";"Long";;;;;;;;;"Iceland (040)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:IS,MCY=eba_MC:x178,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;020;20860;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions";"Short";;;;;;;;;"Iceland (040)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:IS,MCY=eba_MC:x178,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;030;20860;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"Net positions";"Long";;;;;;;;;"Iceland (040)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:IS,MCY=eba_MC:x178,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;040;20860;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"Net positions";"Short";;;;;;;;;"Iceland (040)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:IS,MCY=eba_MC:x260,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;010;20860;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"All positions";"Long";;;;;;;;;"Iceland (040)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:IS,MCY=eba_MC:x260,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;020;20860;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"All positions";"Short";;;;;;;;;"Iceland (040)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:IS,MCY=eba_MC:x260,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;030;20860;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"Net positions";"Long";;;;;;;;;"Iceland (040)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:IS,MCY=eba_MC:x260,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;040;20860;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"Net positions";"Short";;;;;;;;;"Iceland (040)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:IS,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;010;20860;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"All positions";"Long";;;;;;;;;"Iceland (040)";"050";"Specific risk";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:IS,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;020;20860;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"All positions";"Short";;;;;;;;;"Iceland (040)";"050";"Specific risk";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:IS,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;030;20860;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Net positions";"Long";;;;;;;;;"Iceland (040)";"050";"Specific risk";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:IS,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;040;20860;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Net positions";"Short";;;;;;;;;"Iceland (040)";"050";"Specific risk";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:IS,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;050;20860;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Positions subject to capital charge";;;;;;;;;;"Iceland (040)";"050";"Specific risk";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:IS,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;060;20860;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Own funds requirements";;;;;;;;;;"Iceland (040)";"050";"Specific risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:IS,MCY=eba_MC:x49,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;010;20860;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"All positions";"Long";;;;;;;;;"Iceland (040)";"080";"Particular Approach for position risk in CIUs";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:IS,MCY=eba_MC:x49,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;020;20860;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"All positions";"Short";;;;;;;;;"Iceland (040)";"080";"Particular Approach for position risk in CIUs";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:IS,MCY=eba_MC:x49,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;030;20860;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"Net positions";"Long";;;;;;;;;"Iceland (040)";"080";"Particular Approach for position risk in CIUs";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:IS,MCY=eba_MC:x49,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;040;20860;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"Net positions";"Short";;;;;;;;;"Iceland (040)";"080";"Particular Approach for position risk in CIUs";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:IS,MCY=eba_MC:x49,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;050;20860;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"Positions subject to capital charge";;;;;;;;;;"Iceland (040)";"080";"Particular Approach for position risk in CIUs";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:IS,MCY=eba_MC:x49,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;060;20860;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"Own funds requirements";;;;;;;;;;"Iceland (040)";"080";"Particular Approach for position risk in CIUs";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:IS,MCY=eba_MC:x256,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;010;20860;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"All positions";"Long";;;;;;;;;"Iceland (040)";"090";"Other non-delta risks for options";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:IS,MCY=eba_MC:x256,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;020;20860;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"All positions";"Short";;;;;;;;;"Iceland (040)";"090";"Other non-delta risks for options";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:IS,MCY=eba_MC:x256,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;030;20860;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Net positions";"Long";;;;;;;;;"Iceland (040)";"090";"Other non-delta risks for options";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:IS,MCY=eba_MC:x256,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;040;20860;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Net positions";"Short";;;;;;;;;"Iceland (040)";"090";"Other non-delta risks for options";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:IS,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;050;20860;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Positions subject to capital charge";;;;;;;;;;"Iceland (040)";"090";"Other non-delta risks for options";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:IS,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;060;20860;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Own funds requirements";;;;;;;;;;"Iceland (040)";"090";"Other non-delta risks for options";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x61,BAS=eba_BA:x9,CMA=eba_GA:IS,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;100;060;20860;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Simplified method";"Own funds requirements";;;;;;;;;;"Iceland (040)";"090#100";"Other non-delta risks for options#Simplified method";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x62,BAS=eba_BA:x9,CMA=eba_GA:IS,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;110;060;20860;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for gamma risk";"Own funds requirements";;;;;;;;;;"Iceland (040)";"090#110";"Other non-delta risks for options#Delta plus approach - additional requirements for gamma risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x63,BAS=eba_BA:x9,CMA=eba_GA:IS,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;120;060;20860;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for vega risk";"Own funds requirements";;;;;;;;;;"Iceland (040)";"090#120";"Other non-delta risks for options#Delta plus approach - additional requirements for vega risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x64,BAS=eba_BA:x9,CMA=eba_GA:IS,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;130;060;20860;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Scenario matrix approach";"Own funds requirements";;;;;;;;;;"Iceland (040)";"090#130";"Other non-delta risks for options#Scenario matrix approach";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x43,BAS=eba_BA:x9,CMA=eba_GA:LI,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;010;060;20861;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"EQUITIES IN TRADING BOOK";"Own funds requirements";;;;;;;;;;"Liechtenstein (041)";"010";"EQUITIES IN TRADING BOOK";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi235,APR=eba_AP:x43,BAS=eba_BA:x9,CMA=eba_GA:LI,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;010;070;20861;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"EQUITIES IN TRADING BOOK";"Total risk exposure amount";;;;;;;;;;"Liechtenstein (041)";"010";"EQUITIES IN TRADING BOOK";"Total risk exposure amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:LI,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;010;20861;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"All positions";"Long";;;;;;;;;"Liechtenstein (041)";"020";"General risk";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:LI,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;020;20861;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"All positions";"Short";;;;;;;;;"Liechtenstein (041)";"020";"General risk";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:LI,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;030;20861;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Net positions";"Long";;;;;;;;;"Liechtenstein (041)";"020";"General risk";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:LI,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;040;20861;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Net positions";"Short";;;;;;;;;"Liechtenstein (041)";"020";"General risk";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:LI,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;050;20861;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Positions subject to capital charge";;;;;;;;;;"Liechtenstein (041)";"020";"General risk";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:LI,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;060;20861;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Own funds requirements";;;;;;;;;;"Liechtenstein (041)";"020";"General risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:LI,MCY=eba_MC:x99,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;010;20861;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Long";;;;;;;;;"Liechtenstein (041)";"020#021";"General risk#Derivatives";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:LI,MCY=eba_MC:x99,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;020;20861;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Short";;;;;;;;;"Liechtenstein (041)";"020#021";"General risk#Derivatives";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:LI,MCY=eba_MC:x157,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;010;20861;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Long";;;;;;;;;"Liechtenstein (041)";"020#022";"General risk#Other assets and liabilities";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:LI,MCY=eba_MC:x157,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;020;20861;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Short";;;;;;;;;"Liechtenstein (041)";"020#022";"General risk#Other assets and liabilities";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:LI,MCY=eba_MC:x178,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;010;20861;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions";"Long";;;;;;;;;"Liechtenstein (041)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:LI,MCY=eba_MC:x178,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;020;20861;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions";"Short";;;;;;;;;"Liechtenstein (041)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:LI,MCY=eba_MC:x178,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;030;20861;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"Net positions";"Long";;;;;;;;;"Liechtenstein (041)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:LI,MCY=eba_MC:x178,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;040;20861;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"Net positions";"Short";;;;;;;;;"Liechtenstein (041)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:LI,MCY=eba_MC:x260,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;010;20861;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"All positions";"Long";;;;;;;;;"Liechtenstein (041)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:LI,MCY=eba_MC:x260,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;020;20861;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"All positions";"Short";;;;;;;;;"Liechtenstein (041)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:LI,MCY=eba_MC:x260,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;030;20861;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"Net positions";"Long";;;;;;;;;"Liechtenstein (041)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:LI,MCY=eba_MC:x260,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;040;20861;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"Net positions";"Short";;;;;;;;;"Liechtenstein (041)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:LI,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;010;20861;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"All positions";"Long";;;;;;;;;"Liechtenstein (041)";"050";"Specific risk";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:LI,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;020;20861;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"All positions";"Short";;;;;;;;;"Liechtenstein (041)";"050";"Specific risk";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:LI,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;030;20861;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Net positions";"Long";;;;;;;;;"Liechtenstein (041)";"050";"Specific risk";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:LI,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;040;20861;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Net positions";"Short";;;;;;;;;"Liechtenstein (041)";"050";"Specific risk";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:LI,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;050;20861;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Positions subject to capital charge";;;;;;;;;;"Liechtenstein (041)";"050";"Specific risk";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:LI,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;060;20861;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Own funds requirements";;;;;;;;;;"Liechtenstein (041)";"050";"Specific risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:LI,MCY=eba_MC:x49,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;010;20861;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"All positions";"Long";;;;;;;;;"Liechtenstein (041)";"080";"Particular Approach for position risk in CIUs";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:LI,MCY=eba_MC:x49,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;020;20861;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"All positions";"Short";;;;;;;;;"Liechtenstein (041)";"080";"Particular Approach for position risk in CIUs";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:LI,MCY=eba_MC:x49,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;030;20861;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"Net positions";"Long";;;;;;;;;"Liechtenstein (041)";"080";"Particular Approach for position risk in CIUs";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:LI,MCY=eba_MC:x49,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;040;20861;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"Net positions";"Short";;;;;;;;;"Liechtenstein (041)";"080";"Particular Approach for position risk in CIUs";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:LI,MCY=eba_MC:x49,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;050;20861;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"Positions subject to capital charge";;;;;;;;;;"Liechtenstein (041)";"080";"Particular Approach for position risk in CIUs";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x40,BAS=eba_BA:x9,CMA=eba_GA:LI,MCY=eba_MC:x49,PRP=eba_PL:x51,TRI=eba_TR:x17";C_21.00;080;060;20861;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Particular Approach for position risk in CIUs";"Own funds requirements";;;;;;;;;;"Liechtenstein (041)";"080";"Particular Approach for position risk in CIUs";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:LI,MCY=eba_MC:x256,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;010;20861;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"All positions";"Long";;;;;;;;;"Liechtenstein (041)";"090";"Other non-delta risks for options";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:LI,MCY=eba_MC:x256,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;020;20861;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"All positions";"Short";;;;;;;;;"Liechtenstein (041)";"090";"Other non-delta risks for options";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:LI,MCY=eba_MC:x256,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;030;20861;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Net positions";"Long";;;;;;;;;"Liechtenstein (041)";"090";"Other non-delta risks for options";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:LI,MCY=eba_MC:x256,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;040;20861;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Net positions";"Short";;;;;;;;;"Liechtenstein (041)";"090";"Other non-delta risks for options";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:LI,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;050;20861;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Positions subject to capital charge";;;;;;;;;;"Liechtenstein (041)";"090";"Other non-delta risks for options";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:LI,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;060;20861;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Own funds requirements";;;;;;;;;;"Liechtenstein (041)";"090";"Other non-delta risks for options";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x61,BAS=eba_BA:x9,CMA=eba_GA:LI,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;100;060;20861;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Simplified method";"Own funds requirements";;;;;;;;;;"Liechtenstein (041)";"090#100";"Other non-delta risks for options#Simplified method";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x62,BAS=eba_BA:x9,CMA=eba_GA:LI,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;110;060;20861;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for gamma risk";"Own funds requirements";;;;;;;;;;"Liechtenstein (041)";"090#110";"Other non-delta risks for options#Delta plus approach - additional requirements for gamma risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x63,BAS=eba_BA:x9,CMA=eba_GA:LI,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;120;060;20861;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for vega risk";"Own funds requirements";;;;;;;;;;"Liechtenstein (041)";"090#120";"Other non-delta risks for options#Delta plus approach - additional requirements for vega risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x64,BAS=eba_BA:x9,CMA=eba_GA:LI,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;130;060;20861;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Scenario matrix approach";"Own funds requirements";;;;;;;;;;"Liechtenstein (041)";"090#130";"Other non-delta risks for options#Scenario matrix approach";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x43,BAS=eba_BA:x9,CMA=eba_GA:x5,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;010;060;20862;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"EQUITIES IN TRADING BOOK";"Own funds requirements";;;;;;;;;;"Other (042)";"010";"EQUITIES IN TRADING BOOK";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi235,APR=eba_AP:x43,BAS=eba_BA:x9,CMA=eba_GA:x5,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;010;070;20862;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"EQUITIES IN TRADING BOOK";"Total risk exposure amount";;;;;;;;;;"Other (042)";"010";"EQUITIES IN TRADING BOOK";"Total risk exposure amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:x5,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;010;20862;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"All positions";"Long";;;;;;;;;"Other (042)";"020";"General risk";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:x5,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;020;20862;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"All positions";"Short";;;;;;;;;"Other (042)";"020";"General risk";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:x5,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;030;20862;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Net positions";"Long";;;;;;;;;"Other (042)";"020";"General risk";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:x5,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;040;20862;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Net positions";"Short";;;;;;;;;"Other (042)";"020";"General risk";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:x5,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;050;20862;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Positions subject to capital charge";;;;;;;;;;"Other (042)";"020";"General risk";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:x5,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;060;20862;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Own funds requirements";;;;;;;;;;"Other (042)";"020";"General risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:x5,MCY=eba_MC:x99,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;010;20862;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Long";;;;;;;;;"Other (042)";"020#021";"General risk#Derivatives";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:x5,MCY=eba_MC:x99,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;020;20862;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Short";;;;;;;;;"Other (042)";"020#021";"General risk#Derivatives";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:x5,MCY=eba_MC:x157,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;010;20862;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Long";;;;;;;;;"Other (042)";"020#022";"General risk#Other assets and liabilities";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:x5,MCY=eba_MC:x157,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;020;20862;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Short";;;;;;;;;"Other (042)";"020#022";"General risk#Other assets and liabilities";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:x5,MCY=eba_MC:x178,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;010;20862;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions";"Long";;;;;;;;;"Other (042)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x31,BAS=eba_BA:x9,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x10,TRI=eba_TR:x12";C_23.00;070;030;;monetaryItemType;C 23.00 (MKR SA COM) Market risk: Standardised Approach for position risk in commodities;"Maturity ladder approach";"Net positions";"Long";;;;;;;;;;"010#070";"TOTAL POSITIONS IN COMMODITIES#Maturity ladder approach";"Net positions#Long";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x23,BAS=eba_BA:x9,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x10,TRI=eba_TR:x12";C_23.00;080;010;;monetaryItemType;C 23.00 (MKR SA COM) Market risk: Standardised Approach for position risk in commodities;"Extended maturity ladder approach";"All positions";"Long";;;;;;;;;;"010#080";"TOTAL POSITIONS IN COMMODITIES#Extended maturity ladder approach";"All positions#Long";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x23,BAS=eba_BA:x9,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x10,TRI=eba_TR:x12";C_23.00;080;020;;monetaryItemType;C 23.00 (MKR SA COM) Market risk: Standardised Approach for position risk in commodities;"Extended maturity ladder approach";"All positions";"Short";;;;;;;;;;"010#080";"TOTAL POSITIONS IN COMMODITIES#Extended maturity ladder approach";"All positions#Short";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x23,BAS=eba_BA:x9,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x10,TRI=eba_TR:x12";C_23.00;080;030;;monetaryItemType;C 23.00 (MKR SA COM) Market risk: Standardised Approach for position risk in commodities;"Extended maturity ladder approach";"Net positions";"Long";;;;;;;;;;"010#080";"TOTAL POSITIONS IN COMMODITIES#Extended maturity ladder approach";"Net positions#Long";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi256,APR=eba_AP:x23,BAS=eba_BA:x9,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x10,TRI=eba_TR:x12";C_23.00;080;040;;monetaryItemType;C 23.00 (MKR SA COM) Market risk: Standardised Approach for position risk in commodities;"Extended maturity ladder approach";"Net positions";"Short";;;;;;;;;;"010#080";"TOTAL POSITIONS IN COMMODITIES#Extended maturity ladder approach";"Net positions#Short";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi259,APR=eba_AP:x23,BAS=eba_BA:x9,MCY=eba_MC:x156,PRP=eba_PL:x10,TRI=eba_TR:x12";C_23.00;080;050;;monetaryItemType;C 23.00 (MKR SA COM) Market risk: Standardised Approach for position risk in commodities;"Extended maturity ladder approach";"Positions subject to capital charge";;;;;;;;;;;"010#080";"TOTAL POSITIONS IN COMMODITIES#Extended maturity ladder approach";"Positions subject to capital charge";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x23,BAS=eba_BA:x9,MCY=eba_MC:x156,PRP=eba_PL:x10,TRI=eba_TR:x12";C_23.00;080;060;;monetaryItemType;C 23.00 (MKR SA COM) Market risk: Standardised Approach for position risk in commodities;"Extended maturity ladder approach";"Capital requirements";;;;;;;;;;;"010#080";"TOTAL POSITIONS IN COMMODITIES#Extended maturity ladder approach";"Capital requirements";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi255,APR=eba_AP:x41,BAS=eba_BA:x9,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x10,TRI=eba_TR:x12";C_23.00;090;010;;monetaryItemType;C 23.00 (MKR SA COM) Market risk: Standardised Approach for position risk in commodities;"Simplified approach: All positions";"All positions";"Long";;;;;;;;;;"010#090";"TOTAL POSITIONS IN COMMODITIES#Simplified approach: All positions";"All positions#Long";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x11,BAS=eba_BA:x9,MCY=eba_MC:x256,PRP=eba_PL:x10,TRI=eba_TR:x12";C_23.00;100;060;;monetaryItemType;C 23.00 (MKR SA COM) Market risk: Standardised Approach for position risk in commodities;"Other non-delta risks for commodity options";"Capital requirements";;;;;;;;;;;"010#100";"TOTAL POSITIONS IN COMMODITIES#Other non-delta risks for commodity options";"Capital requirements";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x61,BAS=eba_BA:x9,MCY=eba_MC:x256,PRP=eba_PL:x10,TRI=eba_TR:x12";C_23.00;110;060;;monetaryItemType;C 23.00 (MKR SA COM) Market risk: Standardised Approach for position risk in commodities;"Simplified method";"Capital requirements";;;;;;;;;;;"010#100#110";"TOTAL POSITIONS IN COMMODITIES#Other non-delta risks for commodity options#Simplified method";"Capital requirements";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x62,BAS=eba_BA:x9,MCY=eba_MC:x256,PRP=eba_PL:x10,TRI=eba_TR:x12";C_23.00;120;060;;monetaryItemType;C 23.00 (MKR SA COM) Market risk: Standardised Approach for position risk in commodities;"Delta plus approach - additional requirements for gamma risk";"Capital requirements";;;;;;;;;;;"010#100#120";"TOTAL POSITIONS IN COMMODITIES#Other non-delta risks for commodity options#Delta plus approach - additional requirements for gamma risk";"Capital requirements";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x63,BAS=eba_BA:x9,MCY=eba_MC:x256,PRP=eba_PL:x10,TRI=eba_TR:x12";C_23.00;130;060;;monetaryItemType;C 23.00 (MKR SA COM) Market risk: Standardised Approach for position risk in commodities;"Delta plus approach - additional requirements for vega risk";"Capital requirements";;;;;;;;;;;"010#100#130";"TOTAL POSITIONS IN COMMODITIES#Other non-delta risks for commodity options#Delta plus approach - additional requirements for vega risk";"Capital requirements";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x64,BAS=eba_BA:x9,MCY=eba_MC:x256,PRP=eba_PL:x10,TRI=eba_TR:x12";C_23.00;140;060;;monetaryItemType;C 23.00 (MKR SA COM) Market risk: Standardised Approach for position risk in commodities;"Scenario matrix approach";"Capital requirements";;;;;;;;;;;"010#100#140";"TOTAL POSITIONS IN COMMODITIES#Other non-delta risks for commodity options#Scenario matrix approach";"Capital requirements";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi16,APR=eba_AP:x26,BAS=eba_BA:x9,MCY=eba_MC:x156,PRP=eba_PL:x10,TRI=eba_TR:x11";C_24.00;010;030;;monetaryItemType;C 24.00 (MKR IM 1) Market risk: Internal models - Total;"TOTAL POSITIONS";"VaR";"Multiplication factor (mc) x average of previous 60 working days (VaRavg)";;;;;;;;;;"010";"TOTAL POSITIONS";"VaR#Multiplication factor (mc) x average of previous 60 working days (VaRavg)";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi193,APR=eba_AP:x26,BAS=eba_BA:x9,MCY=eba_MC:x156,PRP=eba_PL:x10,TRI=eba_TR:x11";C_24.00;010;040;;monetaryItemType;C 24.00 (MKR IM 1) Market risk: Internal models - Total;"TOTAL POSITIONS";"VaR";"Previous day (VaRt-1)";;;;;;;;;;"010";"TOTAL POSITIONS";"VaR#Previous day (VaRt-1)";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi15,APR=eba_AP:x26,BAS=eba_BA:x9,MCY=eba_MC:x156,PRP=eba_PL:x10,TRI=eba_TR:x11";C_24.00;010;050;;monetaryItemType;C 24.00 (MKR IM 1) Market risk: Internal models - Total;"TOTAL POSITIONS";"Stressed VaR";"Multiplication factor (ms) x average of previous 60 working days (SVaRavg)";;;;;;;;;;"010";"TOTAL POSITIONS";"Stressed VaR#Multiplication factor (ms) x average of previous 60 working days (SVaRavg)";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi192,APR=eba_AP:x26,BAS=eba_BA:x9,MCY=eba_MC:x156,PRP=eba_PL:x10,TRI=eba_TR:x11";C_24.00;010;060;;monetaryItemType;C 24.00 (MKR IM 1) Market risk: Internal models - Total;"TOTAL POSITIONS";"Stressed VaR";"Latest available (SVaRt-1)";;;;;;;;;;"010";"TOTAL POSITIONS";"Stressed VaR#Latest available (SVaRt-1)";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi142,APR=eba_AP:x26,BAS=eba_BA:x9,MCY=eba_MC:x156,PRP=eba_PL:x10,TRI=eba_TR:x11";C_24.00;010;080;;monetaryItemType;C 24.00 (MKR IM 1) Market risk: Internal models - Total;"TOTAL POSITIONS";"Incremental default and migration risk capital charge";"Last measure";;;;;;;;;;"010";"TOTAL POSITIONS";"Incremental default and migration risk capital charge#Last measure";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi16,APR=eba_AP:x26,BAS=eba_BA:x9,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x20";C_24.00;040;030;;monetaryItemType;C 24.00 (MKR IM 1) Market risk: Internal models - Total;"TDI - Specific Risk";"VaR";"Multiplication factor (mc) x average of previous 60 working days (VaRavg)";;;;;;;;;;"019#020#040";"Memorandum items: BREAKDOWN OF MARKET RISK#Traded debt instruments#TDI - Specific Risk";"VaR#Multiplication factor (mc) x average of previous 60 working days (VaRavg)";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi193,APR=eba_AP:x26,BAS=eba_BA:x9,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x20";C_24.00;040;040;;monetaryItemType;C 24.00 (MKR IM 1) Market risk: Internal models - Total;"TDI - Specific Risk";"VaR";"Previous day (VaRt-1)";;;;;;;;;;"019#020#040";"Memorandum items: BREAKDOWN OF MARKET RISK#Traded debt instruments#TDI - Specific Risk";"VaR#Previous day (VaRt-1)";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi15,APR=eba_AP:x26,BAS=eba_BA:x9,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x20";C_24.00;040;050;;monetaryItemType;C 24.00 (MKR IM 1) Market risk: Internal models - Total;"TDI - Specific Risk";"Stressed VaR";"Multiplication factor (ms) x average of previous 60 working days (SVaRavg)";;;;;;;;;;"019#020#040";"Memorandum items: BREAKDOWN OF MARKET RISK#Traded debt instruments#TDI - Specific Risk";"Stressed VaR#Multiplication factor (ms) x average of previous 60 working days (SVaRavg)";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi192,APR=eba_AP:x26,BAS=eba_BA:x9,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x20";C_24.00;040;060;;monetaryItemType;C 24.00 (MKR IM 1) Market risk: Internal models - Total;"TDI - Specific Risk";"Stressed VaR";"Latest available (SVaRt-1)";;;;;;;;;;"019#020#040";"Memorandum items: BREAKDOWN OF MARKET RISK#Traded debt instruments#TDI - Specific Risk";"Stressed VaR#Latest available (SVaRt-1)";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi16,APR=eba_AP:x26,BAS=eba_BA:x9,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x14";C_24.00;050;030;;monetaryItemType;C 24.00 (MKR IM 1) Market risk: Internal models - Total;"Equities";"VaR";"Multiplication factor (mc) x average of previous 60 working days (VaRavg)";;;;;;;;;;"019#050";"Memorandum items: BREAKDOWN OF MARKET RISK#Equities";"VaR#Multiplication factor (mc) x average of previous 60 working days (VaRavg)";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi193,APR=eba_AP:x26,BAS=eba_BA:x9,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x14";C_24.00;050;040;;monetaryItemType;C 24.00 (MKR IM 1) Market risk: Internal models - Total;"Equities";"VaR";"Previous day (VaRt-1)";;;;;;;;;;"019#050";"Memorandum items: BREAKDOWN OF MARKET RISK#Equities";"VaR#Previous day (VaRt-1)";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi15,APR=eba_AP:x26,BAS=eba_BA:x9,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x14";C_24.00;050;050;;monetaryItemType;C 24.00 (MKR IM 1) Market risk: Internal models - Total;"Equities";"Stressed VaR";"Multiplication factor (ms) x average of previous 60 working days (SVaRavg)";;;;;;;;;;"019#050";"Memorandum items: BREAKDOWN OF MARKET RISK#Equities";"Stressed VaR#Multiplication factor (ms) x average of previous 60 working days (SVaRavg)";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi192,APR=eba_AP:x26,BAS=eba_BA:x9,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x14";C_24.00;050;060;;monetaryItemType;C 24.00 (MKR IM 1) Market risk: Internal models - Total;"Equities";"Stressed VaR";"Latest available (SVaRt-1)";;;;;;;;;;"019#050";"Memorandum items: BREAKDOWN OF MARKET RISK#Equities";"Stressed VaR#Latest available (SVaRt-1)";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi16,APR=eba_AP:x26,BAS=eba_BA:x9,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_24.00;060;030;;monetaryItemType;C 24.00 (MKR IM 1) Market risk: Internal models - Total;"Equities - General risk";"VaR";"Multiplication factor (mc) x average of previous 60 working days (VaRavg)";;;;;;;;;;"019#050#060";"Memorandum items: BREAKDOWN OF MARKET RISK#Equities#Equities - General risk";"VaR#Multiplication factor (mc) x average of previous 60 working days (VaRavg)";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi193,APR=eba_AP:x26,BAS=eba_BA:x9,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_24.00;060;040;;monetaryItemType;C 24.00 (MKR IM 1) Market risk: Internal models - Total;"Equities - General risk";"VaR";"Previous day (VaRt-1)";;;;;;;;;;"019#050#060";"Memorandum items: BREAKDOWN OF MARKET RISK#Equities#Equities - General risk";"VaR#Previous day (VaRt-1)";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi15,APR=eba_AP:x26,BAS=eba_BA:x9,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_24.00;060;050;;monetaryItemType;C 24.00 (MKR IM 1) Market risk: Internal models - Total;"Equities - General risk";"Stressed VaR";"Multiplication factor (ms) x average of previous 60 working days (SVaRavg)";;;;;;;;;;"019#050#060";"Memorandum items: BREAKDOWN OF MARKET RISK#Equities#Equities - General risk";"Stressed VaR#Multiplication factor (ms) x average of previous 60 working days (SVaRavg)";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi192,APR=eba_AP:x26,BAS=eba_BA:x9,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_24.00;060;060;;monetaryItemType;C 24.00 (MKR IM 1) Market risk: Internal models - Total;"Equities - General risk";"Stressed VaR";"Latest available (SVaRt-1)";;;;;;;;;;"019#050#060";"Memorandum items: BREAKDOWN OF MARKET RISK#Equities#Equities - General risk";"Stressed VaR#Latest available (SVaRt-1)";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi16,APR=eba_AP:x26,BAS=eba_BA:x9,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_24.00;070;030;;monetaryItemType;C 24.00 (MKR IM 1) Market risk: Internal models - Total;"Equities - Specific Risk";"VaR";"Multiplication factor (mc) x average of previous 60 working days (VaRavg)";;;;;;;;;;"019#050#070";"Memorandum items: BREAKDOWN OF MARKET RISK#Equities#Equities - Specific Risk";"VaR#Multiplication factor (mc) x average of previous 60 working days (VaRavg)";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi193,APR=eba_AP:x26,BAS=eba_BA:x9,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_24.00;070;040;;monetaryItemType;C 24.00 (MKR IM 1) Market risk: Internal models - Total;"Equities - Specific Risk";"VaR";"Previous day (VaRt-1)";;;;;;;;;;"019#050#070";"Memorandum items: BREAKDOWN OF MARKET RISK#Equities#Equities - Specific Risk";"VaR#Previous day (VaRt-1)";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi267,BAS=eba_BA:x9,MCY=eba_MC:x114";C_40.00;050;100;;monetaryItemType;C 40.00 (LR1) Alternative treatment of the Exposure Measure;"Credit derivatives (protection bought)";"Notional amount (same reference name and bought protection from CCP)";;;;;;;;;;;"010#050";"Derivatives#Credit derivatives (protection bought)";"Notional amount (same reference name and bought protection from CCP)";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi302,BAS=eba_BA:x9,MCY=eba_MC:x114";C_40.00;050;110;;monetaryItemType;C 40.00 (LR1) Alternative treatment of the Exposure Measure;"Credit derivatives (protection bought)";"Notional amount (same reference name and same or higher maturity)";;;;;;;;;;;"010#050";"Derivatives#Credit derivatives (protection bought)";"Notional amount (same reference name and same or higher maturity)";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi53,BAS=eba_BA:x9,MCY=eba_MC:x118";C_40.00;060;010;;monetaryItemType;C 40.00 (LR1) Alternative treatment of the Exposure Measure;"Financial derivatives";"Accounting balance sheet value";;;;;;;;;;;"010#060";"Derivatives#Financial derivatives";"Accounting balance sheet value";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi272,BAS=eba_BA:x9,MCY=eba_MC:x118";C_40.00;060;020;;monetaryItemType;C 40.00 (LR1) Alternative treatment of the Exposure Measure;"Financial derivatives";"Accounting value assuming no netting or other CRM";;;;;;;;;;;"010#060";"Derivatives#Financial derivatives";"Accounting value assuming no netting or other CRM";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi273,BAS=eba_BA:x9,MCY=eba_MC:x118,TRI=eba_TR:x1";C_40.00;060;050;;monetaryItemType;C 40.00 (LR1) Alternative treatment of the Exposure Measure;"Financial derivatives";"Add-on Mark-to-market method (assuming no netting or CRM) (Derivatives)";;;;;;;;;;;"010#060";"Derivatives#Financial derivatives";"Add-on Mark-to-market method (assuming no netting or CRM) (Derivatives)";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi170,BAS=eba_BA:x9,MCY=eba_MC:x118";C_40.00;060;070;;monetaryItemType;C 40.00 (LR1) Alternative treatment of the Exposure Measure;"Financial derivatives";"Notional amount/Nominal value";;;;;;;;;;;"010#060";"Derivatives#Financial derivatives";"Notional amount/Nominal value";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi53,BAS=eba_BA:x9,MCY=eba_MC:x387,SCC=eba_MC:x348";C_40.00;070;010;;monetaryItemType;C 40.00 (LR1) Alternative treatment of the Exposure Measure;"SFT covered by a master netting agreement";"Accounting balance sheet value";;;;;;;;;;;"070";"SFT covered by a master netting agreement";"Accounting balance sheet value";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi272,BAS=eba_BA:x9,MCY=eba_MC:x387,SCC=eba_MC:x348";C_40.00;070;020;;monetaryItemType;C 40.00 (LR1) Alternative treatment of the Exposure Measure;"SFT covered by a master netting agreement";"Accounting value assuming no netting or other CRM";;;;;;;;;;;"070";"SFT covered by a master netting agreement";"Accounting value assuming no netting or other CRM";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi315,BAS=eba_BA:x9,MCY=eba_MC:x387,SCC=eba_MC:x348,TRI=eba_TR:x1";C_40.00;070;040;;monetaryItemType;C 40.00 (LR1) Alternative treatment of the Exposure Measure;"SFT covered by a master netting agreement";"Add-on amount (SFT)";;;;;;;;;;;"070";"SFT covered by a master netting agreement";"Add-on amount (SFT)";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi53,BAS=eba_BA:x9,MCY=eba_MC:x387,SCC=eba_MC:x350";C_40.00;080;010;;monetaryItemType;C 40.00 (LR1) Alternative treatment of the Exposure Measure;"SFT not covered by a master netting agreement";"Accounting balance sheet value";;;;;;;;;;;"080";"SFT not covered by a master netting agreement";"Accounting balance sheet value";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi272,BAS=eba_BA:x9,MCY=eba_MC:x387,SCC=eba_MC:x350";C_40.00;080;020;;monetaryItemType;C 40.00 (LR1) Alternative treatment of the Exposure Measure;"SFT not covered by a master netting agreement";"Accounting value assuming no netting or other CRM";;;;;;;;;;;"080";"SFT not covered by a master netting agreement";"Accounting value assuming no netting or other CRM";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi315,BAS=eba_BA:x9,MCY=eba_MC:x387,SCC=eba_MC:x350,TRI=eba_TR:x1";C_40.00;080;040;;monetaryItemType;C 40.00 (LR1) Alternative treatment of the Exposure Measure;"SFT not covered by a master netting agreement";"Add-on amount (SFT)";;;;;;;;;;;"080";"SFT not covered by a master netting agreement";"Add-on amount (SFT)";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi53,BAS=eba_BA:x9,MCY=eba_MC:x346";C_40.00;090;010;;monetaryItemType;C 40.00 (LR1) Alternative treatment of the Exposure Measure;"Other Assets";"Accounting balance sheet value";;;;;;;;;;;"090";"Other Assets";"Accounting balance sheet value";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi272,BAS=eba_BA:x9,MCY=eba_MC:x346";C_40.00;090;020;;monetaryItemType;C 40.00 (LR1) Alternative treatment of the Exposure Measure;"Other Assets";"Accounting value assuming no netting or other CRM";;;;;;;;;;;"090";"Other Assets";"Accounting value assuming no netting or other CRM";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi170,BAS=eba_BA:x9,MCY=eba_MC:x381";C_40.00;100;070;;monetaryItemType;C 40.00 (LR1) Alternative treatment of the Exposure Measure;"Low-risk off-balance sheet items under the RSA";"Notional amount/Nominal value";;;;;;;;;;;"100";"Low-risk off-balance sheet items under the RSA";"Notional amount/Nominal value";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi170,BAS=eba_BA:x9,CPS=eba_CT:x22,MCY=eba_MC:x381,SCC=eba_MC:x354";C_40.00;110;070;;monetaryItemType;C 40.00 (LR1) Alternative treatment of the Exposure Measure;"Revolving retail exposures; of which";"Notional amount/Nominal value";;;;;;;;;;;"100#110";"Low-risk off-balance sheet items under the RSA#Revolving retail exposures; of which";"Notional amount/Nominal value";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi170,BAS=eba_BA:x9,CPS=eba_CT:x22,MCY=eba_MC:x381,SCC=eba_MC:x388";C_40.00;120;070;;monetaryItemType;C 40.00 (LR1) Alternative treatment of the Exposure Measure;"Unconditionally cancellable credit cards commitments";"Notional amount/Nominal value";;;;;;;;;;;"100#110#120";"Low-risk off-balance sheet items under the RSA#Revolving retail exposures; of which#Unconditionally cancellable credit cards commitments";"Notional amount/Nominal value";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi170,BAS=eba_BA:x9,MCY=eba_MC:x381,SCC=eba_MC:x349";C_40.00;130;070;;monetaryItemType;C 40.00 (LR1) Alternative treatment of the Exposure Measure;"Non revolving unconditionally cancellable commitments";"Notional amount/Nominal value";;;;;;;;;;;"100#130";"Low-risk off-balance sheet items under the RSA#Non revolving unconditionally cancellable commitments";"Notional amount/Nominal value";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi170,BAS=eba_BA:x9,MCY=eba_MC:x383";C_40.00;140;070;;monetaryItemType;C 40.00 (LR1) Alternative treatment of the Exposure Measure;"Medium/low risk off-balance sheet items under the RSA";"Notional amount/Nominal value";;;;;;;;;;;"140";"Medium/low risk off-balance sheet items under the RSA";"Notional amount/Nominal value";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi170,BAS=eba_BA:x9,MCY=eba_MC:x382";C_40.00;150;070;;monetaryItemType;C 40.00 (LR1) Alternative treatment of the Exposure Measure;"Medium risk off-balance sheet items under the RSA";"Notional amount/Nominal value";;;;;;;;;;;"150";"Medium risk off-balance sheet items under the RSA";"Notional amount/Nominal value";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi170,BAS=eba_BA:x9,MCY=eba_MC:x380";C_40.00;160;070;;monetaryItemType;C 40.00 (LR1) Alternative treatment of the Exposure Measure;"Full risk off-balance sheet items under the RSA";"Notional amount/Nominal value";;;;;;;;;;;"160";"Full risk off-balance sheet items under the RSA";"Notional amount/Nominal value";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi170,BAS=eba_BA:x9,CPS=eba_CT:x22,MCY=eba_MC:x469,SCC=eba_MC:x354";C_40.00;170;070;;monetaryItemType;C 40.00 (LR1) Alternative treatment of the Exposure Measure;"(memo item) Drawn amount of revolving retail exposures";"Notional amount/Nominal value";;;;;;;;;;;"170";"(memo item) Drawn amount of revolving retail exposures";"Notional amount/Nominal value";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi170,BAS=eba_BA:x9,CPS=eba_CT:x22,MCY=eba_MC:x469,SCC=eba_MC:x388";C_40.00;180;070;;monetaryItemType;C 40.00 (LR1) Alternative treatment of the Exposure Measure;"(memo item) Drawn amounts on unconditionally cancellable credit cards commitments";"Notional amount/Nominal value";;;;;;;;;;;"180";"(memo item) Drawn amounts on unconditionally cancellable credit cards commitments";"Notional amount/Nominal value";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi170,BAS=eba_BA:x9,MCY=eba_MC:x469,SCC=eba_MC:x349";C_40.00;190;070;;monetaryItemType;C 40.00 (LR1) Alternative treatment of the Exposure Measure;"(memo item) Drawn amounts on non revolving unconditionally cancellable commitments";"Notional amount/Nominal value";;;;;;;;;;;"190";"(memo item) Drawn amounts on non revolving unconditionally cancellable commitments";"Notional amount/Nominal value";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi272,BAS=eba_BA:x9,MCY=eba_MC:x347";C_40.00;200;020;;monetaryItemType;C 40.00 (LR1) Alternative treatment of the Exposure Measure;"(memo item) Derecognised fiduciary items according to Article 429(11) of the CRR";"Accounting value assuming no netting or other CRM";;;;;;;;;;;"200";"(memo item) Derecognised fiduciary items according to Article 429(11) of the CRR";"Accounting value assuming no netting or other CRM";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi272,BAS=eba_BA:x9,MCG=eba_MC:x46,MCY=eba_MC:x409,TAC=eba_MC:x99";C_40.00;210;020;;monetaryItemType;C 40.00 (LR1) Alternative treatment of the Exposure Measure;"Cash collateral received in derivatives transactions";"Accounting value assuming no netting or other CRM";;;;;;;;;;;"210";"Cash collateral received in derivatives transactions";"Accounting value assuming no netting or other CRM";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi272,BAS=eba_BA:x9,MCG=eba_MC:x46,MCS=eba_MC:x99,MCY=eba_MC:x415";C_40.00;220;020;;monetaryItemType;C 40.00 (LR1) Alternative treatment of the Exposure Measure;"Receivables for cash collateral posted in derivatives transactions";"Accounting value assuming no netting or other CRM";;;;;;;;;;;"220";"Receivables for cash collateral posted in derivatives transactions";"Accounting value assuming no netting or other CRM";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi272,BAS=eba_BA:x6,MCG=eba_MC:x420,MCY=eba_MC:x409,TAC=eba_MC:x387";C_40.00;230;020;;monetaryItemType;C 40.00 (LR1) Alternative treatment of the Exposure Measure;"Securities received in a SFT that are recognised as an asset";"Accounting value assuming no netting or other CRM";;;;;;;;;;;"230";"Securities received in a SFT that are recognised as an asset";"Accounting value assuming no netting or other CRM";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi272,BAS=eba_BA:x9,MCY=eba_MC:x231,TYA=eba_TA:x40";C_40.00;240;020;;monetaryItemType;C 40.00 (LR1) Alternative treatment of the Exposure Measure;"SFT cash conduit lending (cash receivables)";"Accounting value assuming no netting or other CRM";;;;;;;;;;;"240";"SFT cash conduit lending (cash receivables)";"Accounting value assuming no netting or other CRM";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,IMS=eba_IM:x5,MCY=eba_MC:x193,PRP=eba_PL:x11,TRI=eba_TR:x4";C_41.00;010;010;;monetaryItemType;C 41.00 (LR2) On- and off-balance sheet items – additional breakdown of exposures;"Total on- and off-balance sheet exposures belonging to the banking book (breakdown according to the effective risk weight):";"On- and off- balance sheet exposures (SA exposures)";;;;;;;;;;;"010";"Total on- and off-balance sheet exposures belonging to the banking book (breakdown according to the effective risk weight):";"On- and off- balance sheet exposures (SA exposures)";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,IMS=eba_IM:x5,MCY=eba_MC:x193,PRP=eba_PL:x11,TRI=eba_TR:x4";C_41.00;010;020;;monetaryItemType;C 41.00 (LR2) On- and off-balance sheet items – additional breakdown of exposures;"Total on- and off-balance sheet exposures belonging to the banking book (breakdown according to the effective risk weight):";"On- and off- balance sheet exposures (IRB exposures)";;;;;;;;;;;"010";"Total on- and off-balance sheet exposures belonging to the banking book (breakdown according to the effective risk weight):";"On- and off- balance sheet exposures (IRB exposures)";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,IMS=eba_IM:x5,MCY=eba_MC:x193,PRP=eba_PL:x11,RWS=eba_PC:x1,TRI=eba_TR:x4";C_41.00;020;010;;monetaryItemType;C 41.00 (LR2) On- and off-balance sheet items – additional breakdown of exposures;"= 0%";"On- and off- balance sheet exposures (SA exposures)";;;;;;;;;;;"010#020";"Total on- and off-balance sheet exposures belonging to the banking book (breakdown according to the effective risk weight):#= 0%";"On- and off- balance sheet exposures (SA exposures)";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,IMS=eba_IM:x5,MCY=eba_MC:x193,PRP=eba_PL:x11,RWS=eba_PC:x1,TRI=eba_TR:x4";C_41.00;020;020;;monetaryItemType;C 41.00 (LR2) On- and off-balance sheet items – additional breakdown of exposures;"= 0%";"On- and off- balance sheet exposures (IRB exposures)";;;;;;;;;;;"010#020";"Total on- and off-balance sheet exposures belonging to the banking book (breakdown according to the effective risk weight):#= 0%";"On- and off- balance sheet exposures (IRB exposures)";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,IMS=eba_IM:x5,MCY=eba_MC:x193,PRP=eba_PL:x11,RWS=eba_PC:x57,TRI=eba_TR:x4";C_41.00;030;010;;monetaryItemType;C 41.00 (LR2) On- and off-balance sheet items – additional breakdown of exposures;"> 0 and <= 12%";"On- and off- balance sheet exposures (SA exposures)";;;;;;;;;;;"010#030";"Total on- and off-balance sheet exposures belonging to the banking book (breakdown according to the effective risk weight):#> 0 and <= 12%";"On- and off- balance sheet exposures (SA exposures)";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,IMS=eba_IM:x5,MCY=eba_MC:x193,PRP=eba_PL:x11,RWS=eba_PC:x57,TRI=eba_TR:x4";C_41.00;030;020;;monetaryItemType;C 41.00 (LR2) On- and off-balance sheet items – additional breakdown of exposures;"> 0 and <= 12%";"On- and off- balance sheet exposures (IRB exposures)";;;;;;;;;;;"010#030";"Total on- and off-balance sheet exposures belonging to the banking book (breakdown according to the effective risk weight):#> 0 and <= 12%";"On- and off- balance sheet exposures (IRB exposures)";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,IMS=eba_IM:x5,MCY=eba_MC:x193,PRP=eba_PL:x11,RWS=eba_PC:x59,TRI=eba_TR:x4";C_41.00;040;010;;monetaryItemType;C 41.00 (LR2) On- and off-balance sheet items – additional breakdown of exposures;"> 12 and <= 20%";"On- and off- balance sheet exposures (SA exposures)";;;;;;;;;;;"010#040";"Total on- and off-balance sheet exposures belonging to the banking book (breakdown according to the effective risk weight):#> 12 and <= 20%";"On- and off- balance sheet exposures (SA exposures)";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,IMS=eba_IM:x5,MCY=eba_MC:x193,PRP=eba_PL:x11,RWS=eba_PC:x59,TRI=eba_TR:x4";C_41.00;040;020;;monetaryItemType;C 41.00 (LR2) On- and off-balance sheet items – additional breakdown of exposures;"> 12 and <= 20%";"On- and off- balance sheet exposures (IRB exposures)";;;;;;;;;;;"010#040";"Total on- and off-balance sheet exposures belonging to the banking book (breakdown according to the effective risk weight):#> 12 and <= 20%";"On- and off- balance sheet exposures (IRB exposures)";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,IMS=eba_IM:x5,MCY=eba_MC:x193,PRP=eba_PL:x11,RWS=eba_PC:x60,TRI=eba_TR:x4";C_41.00;050;010;;monetaryItemType;C 41.00 (LR2) On- and off-balance sheet items – additional breakdown of exposures;"> 20 and <= 50%";"On- and off- balance sheet exposures (SA exposures)";;;;;;;;;;;"010#050";"Total on- and off-balance sheet exposures belonging to the banking book (breakdown according to the effective risk weight):#> 20 and <= 50%";"On- and off- balance sheet exposures (SA exposures)";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,IMS=eba_IM:x5,MCY=eba_MC:x193,PRP=eba_PL:x11,RWS=eba_PC:x60,TRI=eba_TR:x4";C_41.00;050;020;;monetaryItemType;C 41.00 (LR2) On- and off-balance sheet items – additional breakdown of exposures;"> 20 and <= 50%";"On- and off- balance sheet exposures (IRB exposures)";;;;;;;;;;;"010#050";"Total on- and off-balance sheet exposures belonging to the banking book (breakdown according to the effective risk weight):#> 20 and <= 50%";"On- and off- balance sheet exposures (IRB exposures)";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,IMS=eba_IM:x5,MCY=eba_MC:x193,PRP=eba_PL:x11,RWS=eba_PC:x62,TRI=eba_TR:x4";C_41.00;060;010;;monetaryItemType;C 41.00 (LR2) On- and off-balance sheet items – additional breakdown of exposures;"> 50 and <= 75%";"On- and off- balance sheet exposures (SA exposures)";;;;;;;;;;;"010#060";"Total on- and off-balance sheet exposures belonging to the banking book (breakdown according to the effective risk weight):#> 50 and <= 75%";"On- and off- balance sheet exposures (SA exposures)";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,IMS=eba_IM:x5,MCY=eba_MC:x193,PRP=eba_PL:x11,RWS=eba_PC:x62,TRI=eba_TR:x4";C_41.00;060;020;;monetaryItemType;C 41.00 (LR2) On- and off-balance sheet items – additional breakdown of exposures;"> 50 and <= 75%";"On- and off- balance sheet exposures (IRB exposures)";;;;;;;;;;;"010#060";"Total on- and off-balance sheet exposures belonging to the banking book (breakdown according to the effective risk weight):#> 50 and <= 75%";"On- and off- balance sheet exposures (IRB exposures)";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,IMS=eba_IM:x5,MCY=eba_MC:x193,PRP=eba_PL:x11,RWS=eba_PC:x63,TRI=eba_TR:x4";C_41.00;070;010;;monetaryItemType;C 41.00 (LR2) On- and off-balance sheet items – additional breakdown of exposures;"> 75 and <= 100%";"On- and off- balance sheet exposures (SA exposures)";;;;;;;;;;;"010#070";"Total on- and off-balance sheet exposures belonging to the banking book (breakdown according to the effective risk weight):#> 75 and <= 100%";"On- and off- balance sheet exposures (SA exposures)";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,IMS=eba_IM:x5,MCY=eba_MC:x193,PRP=eba_PL:x11,RWS=eba_PC:x63,TRI=eba_TR:x4";C_41.00;070;020;;monetaryItemType;C 41.00 (LR2) On- and off-balance sheet items – additional breakdown of exposures;"> 75 and <= 100%";"On- and off- balance sheet exposures (IRB exposures)";;;;;;;;;;;"010#070";"Total on- and off-balance sheet exposures belonging to the banking book (breakdown according to the effective risk weight):#> 75 and <= 100%";"On- and off- balance sheet exposures (IRB exposures)";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,IMS=eba_IM:x5,MCY=eba_MC:x193,PRP=eba_PL:x11,RWS=eba_PC:x58,TRI=eba_TR:x4";C_41.00;080;010;;monetaryItemType;C 41.00 (LR2) On- and off-balance sheet items – additional breakdown of exposures;"> 100 and <= 425%";"On- and off- balance sheet exposures (SA exposures)";;;;;;;;;;;"010#080";"Total on- and off-balance sheet exposures belonging to the banking book (breakdown according to the effective risk weight):#> 100 and <= 425%";"On- and off- balance sheet exposures (SA exposures)";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,IMS=eba_IM:x5,MCY=eba_MC:x193,PRP=eba_PL:x11,RWS=eba_PC:x58,TRI=eba_TR:x4";C_41.00;080;020;;monetaryItemType;C 41.00 (LR2) On- and off-balance sheet items – additional breakdown of exposures;"> 100 and <= 425%";"On- and off- balance sheet exposures (IRB exposures)";;;;;;;;;;;"010#080";"Total on- and off-balance sheet exposures belonging to the banking book (breakdown according to the effective risk weight):#> 100 and <= 425%";"On- and off- balance sheet exposures (IRB exposures)";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,IMS=eba_IM:x5,MCY=eba_MC:x193,PRP=eba_PL:x11,RWS=eba_PC:x61,TRI=eba_TR:x4";C_41.00;090;010;;monetaryItemType;C 41.00 (LR2) On- and off-balance sheet items – additional breakdown of exposures;"> 425 and <= 1250%";"On- and off- balance sheet exposures (SA exposures)";;;;;;;;;;;"010#090";"Total on- and off-balance sheet exposures belonging to the banking book (breakdown according to the effective risk weight):#> 425 and <= 1250%";"On- and off- balance sheet exposures (SA exposures)";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,IMS=eba_IM:x5,MCY=eba_MC:x193,PRP=eba_PL:x11,RWS=eba_PC:x61,TRI=eba_TR:x4";C_41.00;090;020;;monetaryItemType;C 41.00 (LR2) On- and off-balance sheet items – additional breakdown of exposures;"> 425 and <= 1250%";"On- and off- balance sheet exposures (IRB exposures)";;;;;;;;;;;"010#090";"Total on- and off-balance sheet exposures belonging to the banking book (breakdown according to the effective risk weight):#> 425 and <= 1250%";"On- and off- balance sheet exposures (IRB exposures)";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,IMS=eba_IM:x3,MCY=eba_MC:x193,PRP=eba_PL:x11,TRI=eba_TR:x4";C_41.00;100;010;;monetaryItemType;C 41.00 (LR2) On- and off-balance sheet items – additional breakdown of exposures;"Exposures in default";"On- and off- balance sheet exposures (SA exposures)";;;;;;;;;;;"100";"Exposures in default";"On- and off- balance sheet exposures (SA exposures)";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,IMS=eba_IM:x3,MCY=eba_MC:x193,PRP=eba_PL:x11,TRI=eba_TR:x4";C_41.00;100;020;;monetaryItemType;C 41.00 (LR2) On- and off-balance sheet items – additional breakdown of exposures;"Exposures in default";"On- and off- balance sheet exposures (IRB exposures)";;;;;;;;;;;"100";"Exposures in default";"On- and off- balance sheet exposures (IRB exposures)";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi170,BAS=eba_BA:x10,CFO=eba_PC:x1,MCY=eba_MC:x381,TRI=eba_TR:x3";C_41.00;110;030;;monetaryItemType;C 41.00 (LR2) On- and off-balance sheet items – additional breakdown of exposures;"Low risk off-balance sheet items and off-balance sheet items attracting a 0% conversion factor under the solvency ratio (memo item)";"Nominal Value";;;;;;;;;;;"110";"Low risk off-balance sheet items and off-balance sheet items attracting a 0% conversion factor under the solvency ratio (memo item)";"Nominal Value";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi58,BAS=eba_BA:x11,OFS=eba_OF:x2";C_42.00;010;010;;monetaryItemType;C 42.00 (LR3) Alternative definition of capital;"Common Equity Tier 1 capital - fully phased-in definition";"Amount";;;;;;;;;;;"010";"Common Equity Tier 1 capital - fully phased-in definition";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi19,BAS=eba_BA:x11,OFS=eba_OF:x2";C_42.00;020;010;;monetaryItemType;C 42.00 (LR3) Alternative definition of capital;"Common Equity Tier 1 capital - transitional definition";"Amount";;;;;;;;;;;"020";"Common Equity Tier 1 capital - transitional definition";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi58,BAS=eba_BA:x11,OFS=eba_OF:x10";C_42.00;030;010;;monetaryItemType;C 42.00 (LR3) Alternative definition of capital;"Total own funds - fully phased-in definition";"Amount";;;;;;;;;;;"030";"Total own funds - fully phased-in definition";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi19,BAS=eba_BA:x11,OFS=eba_OF:x10";C_42.00;040;010;;monetaryItemType;C 42.00 (LR3) Alternative definition of capital;"Total own funds - transitional definition";"Amount";;;;;;;;;;;"040";"Total own funds - transitional definition";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi58,BAS=eba_BA:x11,MCY=eba_MC:x297,OFS=eba_OF:x2";C_42.00;050;010;;monetaryItemType;C 42.00 (LR3) Alternative definition of capital;"Regulatory adjustments - CET1 - fully phased- in definition";"Amount";;;;;;;;;;;"050";"Regulatory adjustments - CET1 - fully phased- in definition";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi19,BAS=eba_BA:x11,MCY=eba_MC:x297,OFS=eba_OF:x2";C_42.00;060;010;;monetaryItemType;C 42.00 (LR3) Alternative definition of capital;"Regulatory adjustments - CET1 - transitional definition";"Amount";;;;;;;;;;;"060";"Regulatory adjustments - CET1 - transitional definition";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi58,BAS=eba_BA:x11,MCY=eba_MC:x297,OFS=eba_OF:x10";C_42.00;070;010;;monetaryItemType;C 42.00 (LR3) Alternative definition of capital;"Regulatory adjustments - Total own funds - fully phased-in definition";"Amount";;;;;;;;;;;"070";"Regulatory adjustments - Total own funds - fully phased-in definition";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi19,BAS=eba_BA:x11,MCY=eba_MC:x297,OFS=eba_OF:x10";C_42.00;080;010;;monetaryItemType;C 42.00 (LR3) Alternative definition of capital;"Regulatory adjustments - Total own funds - transitional definition";"Amount";;;;;;;;;;;"080";"Regulatory adjustments - Total own funds - transitional definition";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi265,BAS=eba_BA:x9,MCY=eba_MC:x251,TRI=eba_TR:x2";C_43.00.a;010;010;;monetaryItemType;C 43.00.a (LR4) Breakdown of leverage ratio exposure measure components: Off-balance sheet items, derivatives, SFTs and trading book;"Off-balance sheet items; of which";"Leverage Ratio Exposure Value";;;;;;;;;;;"010";"Off-balance sheet items; of which";"Leverage Ratio Exposure Value";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,BAS=eba_BA:x9,MCY=eba_MC:x251,TRI=eba_TR:x2";C_43.00.a;010;020;;monetaryItemType;C 43.00.a (LR4) Breakdown of leverage ratio exposure measure components: Off-balance sheet items, derivatives, SFTs and trading book;"Off-balance sheet items; of which";"RWA";;;;;;;;;;;"010";"Off-balance sheet items; of which";"RWA";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi265,BAS=eba_BA:x9,MCY=eba_MC:x251,TRI=eba_TR:x2,TYA=eba_TA:x39";C_43.00.a;020;010;;monetaryItemType;C 43.00.a (LR4) Breakdown of leverage ratio exposure measure components: Off-balance sheet items, derivatives, SFTs and trading book;"Trade finance; of which";"Leverage Ratio Exposure Value";;;;;;;;;;;"010#020";"Off-balance sheet items; of which#Trade finance; of which";"Leverage Ratio Exposure Value";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,BAS=eba_BA:x9,MCY=eba_MC:x251,TRI=eba_TR:x2,TYA=eba_TA:x39";C_43.00.a;020;020;;monetaryItemType;C 43.00.a (LR4) Breakdown of leverage ratio exposure measure components: Off-balance sheet items, derivatives, SFTs and trading book;"Trade finance; of which";"RWA";;;;;;;;;;;"010#020";"Off-balance sheet items; of which#Trade finance; of which";"RWA";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi265,BAS=eba_BA:x9,MCG=eba_MC:x357,MCY=eba_MC:x251,TRI=eba_TR:x2,TYA=eba_TA:x39";C_43.00.a;030;010;;monetaryItemType;C 43.00.a (LR4) Breakdown of leverage ratio exposure measure components: Off-balance sheet items, derivatives, SFTs and trading book;"Under official export credit insurance scheme";"Leverage Ratio Exposure Value";;;;;;;;;;;"010#020#030";"Off-balance sheet items; of which#Trade finance; of which#Under official export credit insurance scheme";"Leverage Ratio Exposure Value";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,BAS=eba_BA:x9,MCG=eba_MC:x357,MCY=eba_MC:x251,TRI=eba_TR:x2,TYA=eba_TA:x39";C_43.00.a;030;020;;monetaryItemType;C 43.00.a (LR4) Breakdown of leverage ratio exposure measure components: Off-balance sheet items, derivatives, SFTs and trading book;"Under official export credit insurance scheme";"RWA";;;;;;;;;;;"010#020#030";"Off-balance sheet items; of which#Trade finance; of which#Under official export credit insurance scheme";"RWA";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi265,BAS=eba_BA:x9,MCY=eba_MC:x110,SCC=eba_MC:x355,TRI=eba_TR:x1";C_43.00.a;040;010;;monetaryItemType;C 43.00.a (LR4) Breakdown of leverage ratio exposure measure components: Off-balance sheet items, derivatives, SFTs and trading book;"Derivatives and SFTs subject to a cross-product netting agreement";"Leverage Ratio Exposure Value";;;;;;;;;;;"040";"Derivatives and SFTs subject to a cross-product netting agreement";"Leverage Ratio Exposure Value";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,BAS=eba_BA:x9,MCY=eba_MC:x110,SCC=eba_MC:x355,TRI=eba_TR:x1";C_43.00.a;040;020;;monetaryItemType;C 43.00.a (LR4) Breakdown of leverage ratio exposure measure components: Off-balance sheet items, derivatives, SFTs and trading book;"Derivatives and SFTs subject to a cross-product netting agreement";"RWA";;;;;;;;;;;"040";"Derivatives and SFTs subject to a cross-product netting agreement";"RWA";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi265,BAS=eba_BA:x9,MCY=eba_MC:x99,SCC=eba_MC:x351,TRI=eba_TR:x1";C_43.00.a;050;010;;monetaryItemType;C 43.00.a (LR4) Breakdown of leverage ratio exposure measure components: Off-balance sheet items, derivatives, SFTs and trading book;"Derivatives not subject to a cross-product netting agreement";"Leverage Ratio Exposure Value";;;;;;;;;;;"050";"Derivatives not subject to a cross-product netting agreement";"Leverage Ratio Exposure Value";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,BAS=eba_BA:x9,MCY=eba_MC:x99,SCC=eba_MC:x351,TRI=eba_TR:x1";C_43.00.a;050;020;;monetaryItemType;C 43.00.a (LR4) Breakdown of leverage ratio exposure measure components: Off-balance sheet items, derivatives, SFTs and trading book;"Derivatives not subject to a cross-product netting agreement";"RWA";;;;;;;;;;;"050";"Derivatives not subject to a cross-product netting agreement";"RWA";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi265,BAS=eba_BA:x9,MCY=eba_MC:x387,SCC=eba_MC:x351,TRI=eba_TR:x1";C_43.00.a;060;010;;monetaryItemType;C 43.00.a (LR4) Breakdown of leverage ratio exposure measure components: Off-balance sheet items, derivatives, SFTs and trading book;"SFTs not subject to a cross-product netting agreement";"Leverage Ratio Exposure Value";;;;;;;;;;;"060";"SFTs not subject to a cross-product netting agreement";"Leverage Ratio Exposure Value";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,BAS=eba_BA:x9,MCY=eba_MC:x387,SCC=eba_MC:x351,TRI=eba_TR:x1";C_43.00.a;060;020;;monetaryItemType;C 43.00.a (LR4) Breakdown of leverage ratio exposure measure components: Off-balance sheet items, derivatives, SFTs and trading book;"SFTs not subject to a cross-product netting agreement";"RWA";;;;;;;;;;;"060";"SFTs not subject to a cross-product netting agreement";"RWA";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi265,BAS=eba_BA:x9,MCY=eba_MC:x346,PRP=eba_PL:x51,TRI=eba_TR:x3";C_43.00.a;070;010;;monetaryItemType;C 43.00.a (LR4) Breakdown of leverage ratio exposure measure components: Off-balance sheet items, derivatives, SFTs and trading book;"Other assets belonging to the trading book";"Leverage Ratio Exposure Value";;;;;;;;;;;"070";"Other assets belonging to the trading book";"Leverage Ratio Exposure Value";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,BAS=eba_BA:x9,MCY=eba_MC:x346,PRP=eba_PL:x51,TRI=eba_TR:x3";C_43.00.a;070;020;;monetaryItemType;C 43.00.a (LR4) Breakdown of leverage ratio exposure measure components: Off-balance sheet items, derivatives, SFTs and trading book;"Other assets belonging to the trading book";"RWA";;;;;;;;;;;"070";"Other assets belonging to the trading book";"RWA";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x172,PRP=eba_PL:x11,TRI=eba_TR:x3";C_43.00.b;080;010;;monetaryItemType;C 43.00.b (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (SA);"Covered bonds";"Leverage Ratio Exposure Value: SA Exposures";;;;;;;;;;;"080";"Covered bonds";"Leverage Ratio Exposure Value: SA Exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x172,PRP=eba_PL:x11,TRI=eba_TR:x3";C_43.00.b;080;030;;monetaryItemType;C 43.00.b (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (SA);"Covered bonds";"RWAs: SA exposures";;;;;;;;;;;"080";"Covered bonds";"RWAs: SA exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,ECW=eba_EC:x16,EXC=eba_EC:x30,MCY=eba_MC:x172,PRP=eba_PL:x11,TRI=eba_TR:x3";C_43.00.b;090;010;;monetaryItemType;C 43.00.b (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (SA);"Exposures treated as sovereigns";"Leverage Ratio Exposure Value: SA Exposures";;;;;;;;;;;"090";"Exposures treated as sovereigns";"Leverage Ratio Exposure Value: SA Exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,ECW=eba_EC:x16,EXC=eba_EC:x30,MCY=eba_MC:x172,PRP=eba_PL:x11,TRI=eba_TR:x3";C_43.00.b;090;030;;monetaryItemType;C 43.00.b (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (SA);"Exposures treated as sovereigns";"RWAs: SA exposures";;;;;;;;;;;"090";"Exposures treated as sovereigns";"RWAs: SA exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,ECW=eba_EC:x16,EXC=eba_EC:x16,MCY=eba_MC:x172,PRP=eba_PL:x11,TRI=eba_TR:x3";C_43.00.b;100;010;;monetaryItemType;C 43.00.b (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (SA);"Central governments and Central banks";"Leverage Ratio Exposure Value: SA Exposures";;;;;;;;;;;"090#100";"Exposures treated as sovereigns#Central governments and Central banks";"Leverage Ratio Exposure Value: SA Exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,ECW=eba_EC:x16,EXC=eba_EC:x16,MCY=eba_MC:x172,PRP=eba_PL:x11,TRI=eba_TR:x3";C_43.00.b;100;030;;monetaryItemType;C 43.00.b (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (SA);"Central governments and Central banks";"RWAs: SA exposures";;;;;;;;;;;"090#100";"Exposures treated as sovereigns#Central governments and Central banks";"RWAs: SA exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,ECW=eba_EC:x16,EXC=eba_EC:x23,MCY=eba_MC:x172,PRP=eba_PL:x11,TRI=eba_TR:x3";C_43.00.b;110;010;;monetaryItemType;C 43.00.b (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (SA);"Regional governments and local authorities treated as sovereigns";"Leverage Ratio Exposure Value: SA Exposures";;;;;;;;;;;"090#110";"Exposures treated as sovereigns#Regional governments and local authorities treated as sovereigns";"Leverage Ratio Exposure Value: SA Exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,ECW=eba_EC:x16,EXC=eba_EC:x23,MCY=eba_MC:x172,PRP=eba_PL:x11,TRI=eba_TR:x3";C_43.00.b;110;030;;monetaryItemType;C 43.00.b (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (SA);"Regional governments and local authorities treated as sovereigns";"RWAs: SA exposures";;;;;;;;;;;"090#110";"Exposures treated as sovereigns#Regional governments and local authorities treated as sovereigns";"RWAs: SA exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,ECW=eba_EC:x16,EXC=eba_EC:x31,MCY=eba_MC:x172,PRP=eba_PL:x11,TRI=eba_TR:x3";C_43.00.b;120;010;;monetaryItemType;C 43.00.b (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (SA);"MDBs and international organisations treated as sovereigns";"Leverage Ratio Exposure Value: SA Exposures";;;;;;;;;;;"090#120";"Exposures treated as sovereigns#MDBs and international organisations treated as sovereigns";"Leverage Ratio Exposure Value: SA Exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,ECW=eba_EC:x16,EXC=eba_EC:x31,MCY=eba_MC:x172,PRP=eba_PL:x11,TRI=eba_TR:x3";C_43.00.b;120;030;;monetaryItemType;C 43.00.b (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (SA);"MDBs and international organisations treated as sovereigns";"RWAs: SA exposures";;;;;;;;;;;"090#120";"Exposures treated as sovereigns#MDBs and international organisations treated as sovereigns";"RWAs: SA exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,ECW=eba_EC:x16,EXC=eba_EC:x22,MCY=eba_MC:x172,PRP=eba_PL:x11,TRI=eba_TR:x3";C_43.00.b;130;010;;monetaryItemType;C 43.00.b (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (SA);"PSEs treated as sovereigns";"Leverage Ratio Exposure Value: SA Exposures";;;;;;;;;;;"090#130";"Exposures treated as sovereigns#PSEs treated as sovereigns";"Leverage Ratio Exposure Value: SA Exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,ECW=eba_EC:x16,EXC=eba_EC:x22,MCY=eba_MC:x172,PRP=eba_PL:x11,TRI=eba_TR:x3";C_43.00.b;130;030;;monetaryItemType;C 43.00.b (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (SA);"PSEs treated as sovereigns";"RWAs: SA exposures";;;;;;;;;;;"090#130";"Exposures treated as sovereigns#PSEs treated as sovereigns";"RWAs: SA exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,ECW=eba_EC:x34,EXC=eba_EC:x32,MCY=eba_MC:x172,PRP=eba_PL:x11,TRI=eba_TR:x3";C_43.00.b;140;010;;monetaryItemType;C 43.00.b (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (SA);"Exposures to regional governments, MDB, international organisations and PSE NOT treated as sovereigns;";"Leverage Ratio Exposure Value: SA Exposures";;;;;;;;;;;"140";"Exposures to regional governments, MDB, international organisations and PSE NOT treated as sovereigns;";"Leverage Ratio Exposure Value: SA Exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,ECW=eba_EC:x34,EXC=eba_EC:x32,MCY=eba_MC:x172,PRP=eba_PL:x11,TRI=eba_TR:x3";C_43.00.b;140;030;;monetaryItemType;C 43.00.b (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (SA);"Exposures to regional governments, MDB, international organisations and PSE NOT treated as sovereigns;";"RWAs: SA exposures";;;;;;;;;;;"140";"Exposures to regional governments, MDB, international organisations and PSE NOT treated as sovereigns;";"RWAs: SA exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,ECW=eba_EC:x34,EXC=eba_EC:x23,MCY=eba_MC:x172,PRP=eba_PL:x11,TRI=eba_TR:x3";C_43.00.b;150;010;;monetaryItemType;C 43.00.b (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (SA);"Regional governments and local authorities NOT treated as sovereigns";"Leverage Ratio Exposure Value: SA Exposures";;;;;;;;;;;"140#150";"Exposures to regional governments, MDB, international organisations and PSE NOT treated as sovereigns;#Regional governments and local authorities NOT treated as sovereigns";"Leverage Ratio Exposure Value: SA Exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,ECW=eba_EC:x34,EXC=eba_EC:x23,MCY=eba_MC:x172,PRP=eba_PL:x11,TRI=eba_TR:x3";C_43.00.b;150;030;;monetaryItemType;C 43.00.b (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (SA);"Regional governments and local authorities NOT treated as sovereigns";"RWAs: SA exposures";;;;;;;;;;;"140#150";"Exposures to regional governments, MDB, international organisations and PSE NOT treated as sovereigns;#Regional governments and local authorities NOT treated as sovereigns";"RWAs: SA exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,ECW=eba_EC:x34,EXC=eba_EC:x21,MCY=eba_MC:x172,PRP=eba_PL:x11,TRI=eba_TR:x3";C_43.00.b;160;010;;monetaryItemType;C 43.00.b (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (SA);"MDBs NOT treated as sovereigns";"Leverage Ratio Exposure Value: SA Exposures";;;;;;;;;;;"140#160";"Exposures to regional governments, MDB, international organisations and PSE NOT treated as sovereigns;#MDBs NOT treated as sovereigns";"Leverage Ratio Exposure Value: SA Exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,ECW=eba_EC:x34,EXC=eba_EC:x21,MCY=eba_MC:x172,PRP=eba_PL:x11,TRI=eba_TR:x3";C_43.00.b;160;030;;monetaryItemType;C 43.00.b (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (SA);"MDBs NOT treated as sovereigns";"RWAs: SA exposures";;;;;;;;;;;"140#160";"Exposures to regional governments, MDB, international organisations and PSE NOT treated as sovereigns;#MDBs NOT treated as sovereigns";"RWAs: SA exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,ECW=eba_EC:x34,EXC=eba_EC:x22,MCY=eba_MC:x172,PRP=eba_PL:x11,TRI=eba_TR:x3";C_43.00.b;170;010;;monetaryItemType;C 43.00.b (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (SA);"PSEs NOT treated as a sovereign";"Leverage Ratio Exposure Value: SA Exposures";;;;;;;;;;;"140#170";"Exposures to regional governments, MDB, international organisations and PSE NOT treated as sovereigns;#PSEs NOT treated as a sovereign";"Leverage Ratio Exposure Value: SA Exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,ECW=eba_EC:x34,EXC=eba_EC:x22,MCY=eba_MC:x172,PRP=eba_PL:x11,TRI=eba_TR:x3";C_43.00.b;170;030;;monetaryItemType;C 43.00.b (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (SA);"PSEs NOT treated as a sovereign";"RWAs: SA exposures";;;;;;;;;;;"140#170";"Exposures to regional governments, MDB, international organisations and PSE NOT treated as sovereigns;#PSEs NOT treated as a sovereign";"RWAs: SA exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x19,MCY=eba_MC:x172,PRP=eba_PL:x11,TRI=eba_TR:x3";C_43.00.b;180;010;;monetaryItemType;C 43.00.b (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (SA);"Institutions";"Leverage Ratio Exposure Value: SA Exposures";;;;;;;;;;;"180";"Institutions";"Leverage Ratio Exposure Value: SA Exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x19,MCY=eba_MC:x172,PRP=eba_PL:x11,TRI=eba_TR:x3";C_43.00.b;180;030;;monetaryItemType;C 43.00.b (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (SA);"Institutions";"RWAs: SA exposures";;;;;;;;;;;"180";"Institutions";"RWAs: SA exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x172,PRP=eba_PL:x11,TRI=eba_TR:x3";C_43.00.b;190;010;;monetaryItemType;C 43.00.b (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (SA);"Secured by mortgages of immovable properties; of which";"Leverage Ratio Exposure Value: SA Exposures";;;;;;;;;;;"190";"Secured by mortgages of immovable properties; of which";"Leverage Ratio Exposure Value: SA Exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x172,PRP=eba_PL:x11,TRI=eba_TR:x3";C_43.00.b;190;030;;monetaryItemType;C 43.00.b (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (SA);"Secured by mortgages of immovable properties; of which";"RWAs: SA exposures";;;;;;;;;;;"190";"Secured by mortgages of immovable properties; of which";"RWAs: SA exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCG=eba_MC:x294,MCY=eba_MC:x172,PRP=eba_PL:x11,TRI=eba_TR:x3";C_43.00.b;200;010;;monetaryItemType;C 43.00.b (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (SA);"Secured by mortgages of residential properties";"Leverage Ratio Exposure Value: SA Exposures";;;;;;;;;;;"190#200";"Secured by mortgages of immovable properties; of which#Secured by mortgages of residential properties";"Leverage Ratio Exposure Value: SA Exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCG=eba_MC:x294,MCY=eba_MC:x172,PRP=eba_PL:x11,TRI=eba_TR:x3";C_43.00.b;200;030;;monetaryItemType;C 43.00.b (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (SA);"Secured by mortgages of residential properties";"RWAs: SA exposures";;;;;;;;;;;"190#200";"Secured by mortgages of immovable properties; of which#Secured by mortgages of residential properties";"RWAs: SA exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x26,MCY=eba_MC:x172,PRP=eba_PL:x11,TRI=eba_TR:x3";C_43.00.b;210;010;;monetaryItemType;C 43.00.b (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (SA);"Retail Exposures";"Leverage Ratio Exposure Value: SA Exposures";;;;;;;;;;;"210";"Retail Exposures";"Leverage Ratio Exposure Value: SA Exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x26,MCY=eba_MC:x172,PRP=eba_PL:x11,TRI=eba_TR:x3";C_43.00.b;210;030;;monetaryItemType;C 43.00.b (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (SA);"Retail Exposures";"RWAs: SA exposures";;;;;;;;;;;"210";"Retail Exposures";"RWAs: SA exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x26,MCY=eba_MC:x172,PRP=eba_PL:x11,TRI=eba_TR:x3";C_43.00.b;220;010;;monetaryItemType;C 43.00.b (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (SA);"Retail SME";"Leverage Ratio Exposure Value: SA Exposures";;;;;;;;;;;"210#220";"Retail Exposures#Retail SME";"Leverage Ratio Exposure Value: SA Exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x26,MCY=eba_MC:x172,PRP=eba_PL:x11,TRI=eba_TR:x3";C_43.00.b;220;030;;monetaryItemType;C 43.00.b (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (SA);"Retail SME";"RWAs: SA exposures";;;;;;;;;;;"210#220";"Retail Exposures#Retail SME";"RWAs: SA exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x17,MCY=eba_MC:x172,PRP=eba_PL:x11,TRI=eba_TR:x3";C_43.00.b;230;010;;monetaryItemType;C 43.00.b (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (SA);"Corporate";"Leverage Ratio Exposure Value: SA Exposures";;;;;;;;;;;"230";"Corporate";"Leverage Ratio Exposure Value: SA Exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x17,MCY=eba_MC:x172,PRP=eba_PL:x11,TRI=eba_TR:x3";C_43.00.b;230;030;;monetaryItemType;C 43.00.b (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (SA);"Corporate";"RWAs: SA exposures";;;;;;;;;;;"230";"Corporate";"RWAs: SA exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x18,EXC=eba_EC:x17,MCY=eba_MC:x172,PRP=eba_PL:x11,TRI=eba_TR:x3";C_43.00.b;240;010;;monetaryItemType;C 43.00.b (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (SA);"Financial";"Leverage Ratio Exposure Value: SA Exposures";;;;;;;;;;;"230#240";"Corporate#Financial";"Leverage Ratio Exposure Value: SA Exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x18,EXC=eba_EC:x17,MCY=eba_MC:x172,PRP=eba_PL:x11,TRI=eba_TR:x3";C_43.00.b;240;030;;monetaryItemType;C 43.00.b (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (SA);"Financial";"RWAs: SA exposures";;;;;;;;;;;"230#240";"Corporate#Financial";"RWAs: SA exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x26,EXC=eba_EC:x17,MCY=eba_MC:x172,PRP=eba_PL:x11,TRI=eba_TR:x3";C_43.00.b;250;010;;monetaryItemType;C 43.00.b (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (SA);"Non-financial";"Leverage Ratio Exposure Value: SA Exposures";;;;;;;;;;;"230#250";"Corporate#Non-financial";"Leverage Ratio Exposure Value: SA Exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x26,EXC=eba_EC:x17,MCY=eba_MC:x172,PRP=eba_PL:x11,TRI=eba_TR:x3";C_43.00.b;250;030;;monetaryItemType;C 43.00.b (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (SA);"Non-financial";"RWAs: SA exposures";;;;;;;;;;;"230#250";"Corporate#Non-financial";"RWAs: SA exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x26,CPZ=eba_CT:x23,EXC=eba_EC:x17,MCY=eba_MC:x172,PRP=eba_PL:x11,TRI=eba_TR:x3";C_43.00.b;260;010;;monetaryItemType;C 43.00.b (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (SA);"SME exposures";"Leverage Ratio Exposure Value: SA Exposures";;;;;;;;;;;"230#250#260";"Corporate#Non-financial#SME exposures";"Leverage Ratio Exposure Value: SA Exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x26,CPZ=eba_CT:x23,EXC=eba_EC:x17,MCY=eba_MC:x172,PRP=eba_PL:x11,TRI=eba_TR:x3";C_43.00.b;260;030;;monetaryItemType;C 43.00.b (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (SA);"SME exposures";"RWAs: SA exposures";;;;;;;;;;;"230#250#260";"Corporate#Non-financial#SME exposures";"RWAs: SA exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x26,CPZ=eba_CT:x11,EXC=eba_EC:x17,MCY=eba_MC:x172,PRP=eba_PL:x11,TRI=eba_TR:x3";C_43.00.b;270;010;;monetaryItemType;C 43.00.b (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (SA);"Corporate exposures other than SME";"Leverage Ratio Exposure Value: SA Exposures";;;;;;;;;;;"230#250#270";"Corporate#Non-financial#Corporate exposures other than SME";"Leverage Ratio Exposure Value: SA Exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x26,CPZ=eba_CT:x11,EXC=eba_EC:x17,MCY=eba_MC:x172,PRP=eba_PL:x11,TRI=eba_TR:x3";C_43.00.b;270;030;;monetaryItemType;C 43.00.b (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (SA);"Corporate exposures other than SME";"RWAs: SA exposures";;;;;;;;;;;"230#250#270";"Corporate#Non-financial#Corporate exposures other than SME";"RWAs: SA exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x172,PRP=eba_PL:x11,TRI=eba_TR:x3";C_43.00.b;280;010;;monetaryItemType;C 43.00.b (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (SA);"Exposures in default";"Leverage Ratio Exposure Value: SA Exposures";;;;;;;;;;;"280";"Exposures in default";"Leverage Ratio Exposure Value: SA Exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x172,PRP=eba_PL:x11,TRI=eba_TR:x3";C_43.00.b;280;030;;monetaryItemType;C 43.00.b (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (SA);"Exposures in default";"RWAs: SA exposures";;;;;;;;;;;"280";"Exposures in default";"RWAs: SA exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x33,MCY=eba_MC:x172,PRP=eba_PL:x11,TRI=eba_TR:x3";C_43.00.b;290;010;;monetaryItemType;C 43.00.b (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (SA);"Other exposures (e.g. equity and other non-credit obligation assets); of which";"Leverage Ratio Exposure Value: SA Exposures";;;;;;;;;;;"290";"Other exposures (e.g. equity and other non-credit obligation assets); of which";"Leverage Ratio Exposure Value: SA Exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x33,MCY=eba_MC:x172,PRP=eba_PL:x11,TRI=eba_TR:x3";C_43.00.b;290;030;;monetaryItemType;C 43.00.b (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (SA);"Other exposures (e.g. equity and other non-credit obligation assets); of which";"RWAs: SA exposures";;;;;;;;;;;"290";"Other exposures (e.g. equity and other non-credit obligation assets); of which";"RWAs: SA exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x27,MCY=eba_MC:x172,PRP=eba_PL:x11,TRI=eba_TR:x3";C_43.00.b;300;010;;monetaryItemType;C 43.00.b (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (SA);"Securitisation exposures";"Leverage Ratio Exposure Value: SA Exposures";;;;;;;;;;;"290#300";"Other exposures (e.g. equity and other non-credit obligation assets); of which#Securitisation exposures";"Leverage Ratio Exposure Value: SA Exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x27,MCY=eba_MC:x172,PRP=eba_PL:x11,TRI=eba_TR:x3";C_43.00.b;300;030;;monetaryItemType;C 43.00.b (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (SA);"Securitisation exposures";"RWAs: SA exposures";;;;;;;;;;;"290#300";"Other exposures (e.g. equity and other non-credit obligation assets); of which#Securitisation exposures";"RWAs: SA exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x172,PRP=eba_PL:x11,TRI=eba_TR:x3,TYA=eba_TA:x39";C_43.00.b;310;010;;monetaryItemType;C 43.00.b (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (SA);"Trade finance (Memo item); of which";"Leverage Ratio Exposure Value: SA Exposures";;;;;;;;;;;"310";"Trade finance (Memo item); of which";"Leverage Ratio Exposure Value: SA Exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x172,PRP=eba_PL:x11,TRI=eba_TR:x3,TYA=eba_TA:x39";C_43.00.b;310;030;;monetaryItemType;C 43.00.b (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (SA);"Trade finance (Memo item); of which";"RWAs: SA exposures";;;;;;;;;;;"310";"Trade finance (Memo item); of which";"RWAs: SA exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,MCG=eba_MC:x357,MCY=eba_MC:x172,PRP=eba_PL:x11,TRI=eba_TR:x3,TYA=eba_TA:x39";C_43.00.b;320;010;;monetaryItemType;C 43.00.b (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (SA);"Under official export credit insurance scheme";"Leverage Ratio Exposure Value: SA Exposures";;;;;;;;;;;"310#320";"Trade finance (Memo item); of which#Under official export credit insurance scheme";"Leverage Ratio Exposure Value: SA Exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,MCG=eba_MC:x357,MCY=eba_MC:x172,PRP=eba_PL:x11,TRI=eba_TR:x3,TYA=eba_TA:x39";C_43.00.b;320;030;;monetaryItemType;C 43.00.b (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (SA);"Under official export credit insurance scheme";"RWAs: SA exposures";;;;;;;;;;;"310#320";"Trade finance (Memo item); of which#Under official export credit insurance scheme";"RWAs: SA exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x27,BAS=eba_BA:x9,EXC=eba_EC:x35,IMS=eba_IM:x5,MCY=eba_MC:x385,PRP=eba_PL:x11,TRI=eba_TR:x3";C_43.00.c;080;020;;monetaryItemType;C 43.00.c (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (IRB);"Covered bonds";"Leverage Ratio Exposure Value: IRB Exposures";;;;;;;;;;;"080";"Covered bonds";"Leverage Ratio Exposure Value: IRB Exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x27,BAS=eba_BA:x9,EXC=eba_EC:x35,IMS=eba_IM:x5,MCY=eba_MC:x385,PRP=eba_PL:x11,TRI=eba_TR:x3";C_43.00.c;080;040;;monetaryItemType;C 43.00.c (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (IRB);"Covered bonds";"RWAs: IRB exposures";;;;;;;;;;;"080";"Covered bonds";"RWAs: IRB exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,IMS=eba_IM:x5,MCY=eba_MC:x254,PRP=eba_PL:x11,TRI=eba_TR:x3";C_43.00.c;090;020;;monetaryItemType;C 43.00.c (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (IRB);"Exposures treated as sovereigns";"Leverage Ratio Exposure Value: IRB Exposures";;;;;;;;;;;"090";"Exposures treated as sovereigns";"Leverage Ratio Exposure Value: IRB Exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,IMS=eba_IM:x5,MCY=eba_MC:x254,PRP=eba_PL:x11,TRI=eba_TR:x3";C_43.00.c;090;040;;monetaryItemType;C 43.00.c (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (IRB);"Exposures treated as sovereigns";"RWAs: IRB exposures";;;;;;;;;;;"090";"Exposures treated as sovereigns";"RWAs: IRB exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,IMS=eba_IM:x5,MCY=eba_MC:x254,PRP=eba_PL:x11,TRI=eba_TR:x3";C_43.00.c;100;020;;monetaryItemType;C 43.00.c (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (IRB);"Central governments and Central banks";"Leverage Ratio Exposure Value: IRB Exposures";;;;;;;;;;;"090#100";"Exposures treated as sovereigns#Central governments and Central banks";"Leverage Ratio Exposure Value: IRB Exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,IMS=eba_IM:x5,MCY=eba_MC:x254,PRP=eba_PL:x11,TRI=eba_TR:x3";C_43.00.c;100;040;;monetaryItemType;C 43.00.c (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (IRB);"Central governments and Central banks";"RWAs: IRB exposures";;;;;;;;;;;"090#100";"Exposures treated as sovereigns#Central governments and Central banks";"RWAs: IRB exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x16,IMS=eba_IM:x5,MCY=eba_MC:x254,PRP=eba_PL:x11,TRI=eba_TR:x3";C_43.00.c;110;020;;monetaryItemType;C 43.00.c (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (IRB);"Regional governments and local authorities treated as sovereigns";"Leverage Ratio Exposure Value: IRB Exposures";;;;;;;;;;;"090#110";"Exposures treated as sovereigns#Regional governments and local authorities treated as sovereigns";"Leverage Ratio Exposure Value: IRB Exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x16,IMS=eba_IM:x5,MCY=eba_MC:x254,PRP=eba_PL:x11,TRI=eba_TR:x3";C_43.00.c;110;040;;monetaryItemType;C 43.00.c (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (IRB);"Regional governments and local authorities treated as sovereigns";"RWAs: IRB exposures";;;;;;;;;;;"090#110";"Exposures treated as sovereigns#Regional governments and local authorities treated as sovereigns";"RWAs: IRB exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x25,EXC=eba_EC:x16,IMS=eba_IM:x5,MCY=eba_MC:x254,PRP=eba_PL:x11,TRI=eba_TR:x3";C_43.00.c;120;020;;monetaryItemType;C 43.00.c (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (IRB);"MDBs and international organisations treated as sovereigns";"Leverage Ratio Exposure Value: IRB Exposures";;;;;;;;;;;"090#120";"Exposures treated as sovereigns#MDBs and international organisations treated as sovereigns";"Leverage Ratio Exposure Value: IRB Exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x25,EXC=eba_EC:x16,IMS=eba_IM:x5,MCY=eba_MC:x254,PRP=eba_PL:x11,TRI=eba_TR:x3";C_43.00.c;120;040;;monetaryItemType;C 43.00.c (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (IRB);"MDBs and international organisations treated as sovereigns";"RWAs: IRB exposures";;;;;;;;;;;"090#120";"Exposures treated as sovereigns#MDBs and international organisations treated as sovereigns";"RWAs: IRB exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x16,IMS=eba_IM:x5,MCY=eba_MC:x254,PRP=eba_PL:x11,TRI=eba_TR:x3";C_43.00.c;130;020;;monetaryItemType;C 43.00.c (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (IRB);"PSEs treated as sovereigns";"Leverage Ratio Exposure Value: IRB Exposures";;;;;;;;;;;"090#130";"Exposures treated as sovereigns#PSEs treated as sovereigns";"Leverage Ratio Exposure Value: IRB Exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x16,IMS=eba_IM:x5,MCY=eba_MC:x254,PRP=eba_PL:x11,TRI=eba_TR:x3";C_43.00.c;130;040;;monetaryItemType;C 43.00.c (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (IRB);"PSEs treated as sovereigns";"RWAs: IRB exposures";;;;;;;;;;;"090#130";"Exposures treated as sovereigns#PSEs treated as sovereigns";"RWAs: IRB exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x29,EXC=eba_EC:x35,IMS=eba_IM:x5,MCY=eba_MC:x386,PRP=eba_PL:x11,TRI=eba_TR:x3";C_43.00.c;140;020;;monetaryItemType;C 43.00.c (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (IRB);"Exposures to regional governments, MDB, international organisations and PSE NOT treated as sovereigns;";"Leverage Ratio Exposure Value: IRB Exposures";;;;;;;;;;;"140";"Exposures to regional governments, MDB, international organisations and PSE NOT treated as sovereigns;";"Leverage Ratio Exposure Value: IRB Exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x29,EXC=eba_EC:x35,IMS=eba_IM:x5,MCY=eba_MC:x386,PRP=eba_PL:x11,TRI=eba_TR:x3";C_43.00.c;140;040;;monetaryItemType;C 43.00.c (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (IRB);"Exposures to regional governments, MDB, international organisations and PSE NOT treated as sovereigns;";"RWAs: IRB exposures";;;;;;;;;;;"140";"Exposures to regional governments, MDB, international organisations and PSE NOT treated as sovereigns;";"RWAs: IRB exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x35,IMS=eba_IM:x5,MCY=eba_MC:x386,PRP=eba_PL:x11,TRI=eba_TR:x3";C_43.00.c;150;020;;monetaryItemType;C 43.00.c (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (IRB);"Regional governments and local authorities NOT treated as sovereigns";"Leverage Ratio Exposure Value: IRB Exposures";;;;;;;;;;;"140#150";"Exposures to regional governments, MDB, international organisations and PSE NOT treated as sovereigns;#Regional governments and local authorities NOT treated as sovereigns";"Leverage Ratio Exposure Value: IRB Exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x35,IMS=eba_IM:x5,MCY=eba_MC:x386,PRP=eba_PL:x11,TRI=eba_TR:x3";C_43.00.c;150;040;;monetaryItemType;C 43.00.c (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (IRB);"Regional governments and local authorities NOT treated as sovereigns";"RWAs: IRB exposures";;;;;;;;;;;"140#150";"Exposures to regional governments, MDB, international organisations and PSE NOT treated as sovereigns;#Regional governments and local authorities NOT treated as sovereigns";"RWAs: IRB exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x35,IMS=eba_IM:x5,MCY=eba_MC:x386,PRP=eba_PL:x11,TRI=eba_TR:x3";C_43.00.c;160;020;;monetaryItemType;C 43.00.c (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (IRB);"MDBs NOT treated as sovereigns";"Leverage Ratio Exposure Value: IRB Exposures";;;;;;;;;;;"140#160";"Exposures to regional governments, MDB, international organisations and PSE NOT treated as sovereigns;#MDBs NOT treated as sovereigns";"Leverage Ratio Exposure Value: IRB Exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x35,IMS=eba_IM:x5,MCY=eba_MC:x386,PRP=eba_PL:x11,TRI=eba_TR:x3";C_43.00.c;160;040;;monetaryItemType;C 43.00.c (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (IRB);"MDBs NOT treated as sovereigns";"RWAs: IRB exposures";;;;;;;;;;;"140#160";"Exposures to regional governments, MDB, international organisations and PSE NOT treated as sovereigns;#MDBs NOT treated as sovereigns";"RWAs: IRB exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x35,IMS=eba_IM:x5,MCY=eba_MC:x386,PRP=eba_PL:x11,TRI=eba_TR:x3";C_43.00.c;170;020;;monetaryItemType;C 43.00.c (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (IRB);"PSEs NOT treated as a sovereign";"Leverage Ratio Exposure Value: IRB Exposures";;;;;;;;;;;"140#170";"Exposures to regional governments, MDB, international organisations and PSE NOT treated as sovereigns;#PSEs NOT treated as a sovereign";"Leverage Ratio Exposure Value: IRB Exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x35,IMS=eba_IM:x5,MCY=eba_MC:x386,PRP=eba_PL:x11,TRI=eba_TR:x3";C_43.00.c;170;040;;monetaryItemType;C 43.00.c (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (IRB);"PSEs NOT treated as a sovereign";"RWAs: IRB exposures";;;;;;;;;;;"140#170";"Exposures to regional governments, MDB, international organisations and PSE NOT treated as sovereigns;#PSEs NOT treated as a sovereign";"RWAs: IRB exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,IMS=eba_IM:x5,MCY=eba_MC:x386,PRP=eba_PL:x11,TRI=eba_TR:x3";C_43.00.c;180;020;;monetaryItemType;C 43.00.c (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (IRB);"Institutions";"Leverage Ratio Exposure Value: IRB Exposures";;;;;;;;;;;"180";"Institutions";"Leverage Ratio Exposure Value: IRB Exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,IMS=eba_IM:x5,MCY=eba_MC:x386,PRP=eba_PL:x11,TRI=eba_TR:x3";C_43.00.c;180;040;;monetaryItemType;C 43.00.c (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (IRB);"Institutions";"RWAs: IRB exposures";;;;;;;;;;;"180";"Institutions";"RWAs: IRB exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x27,BAS=eba_BA:x9,EXC=eba_EC:x29,IMS=eba_IM:x5,MCG=eba_MC:x292,MCY=eba_MC:x254,PRP=eba_PL:x11,TRI=eba_TR:x3";C_43.00.c;190;020;;monetaryItemType;C 43.00.c (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (IRB);"Secured by mortgages of immovable properties; of which";"Leverage Ratio Exposure Value: IRB Exposures";;;;;;;;;;;"190";"Secured by mortgages of immovable properties; of which";"Leverage Ratio Exposure Value: IRB Exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x27,BAS=eba_BA:x9,EXC=eba_EC:x29,IMS=eba_IM:x5,MCG=eba_MC:x292,MCY=eba_MC:x254,PRP=eba_PL:x11,TRI=eba_TR:x3";C_43.00.c;190;040;;monetaryItemType;C 43.00.c (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (IRB);"Secured by mortgages of immovable properties; of which";"RWAs: IRB exposures";;;;;;;;;;;"190";"Secured by mortgages of immovable properties; of which";"RWAs: IRB exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x27,BAS=eba_BA:x9,EXC=eba_EC:x29,IMS=eba_IM:x5,MCG=eba_MC:x294,MCY=eba_MC:x254,PRP=eba_PL:x11,TRI=eba_TR:x3";C_43.00.c;200;020;;monetaryItemType;C 43.00.c (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (IRB);"Secured by mortgages of residential properties";"Leverage Ratio Exposure Value: IRB Exposures";;;;;;;;;;;"190#200";"Secured by mortgages of immovable properties; of which#Secured by mortgages of residential properties";"Leverage Ratio Exposure Value: IRB Exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x27,BAS=eba_BA:x9,EXC=eba_EC:x29,IMS=eba_IM:x5,MCG=eba_MC:x294,MCY=eba_MC:x254,PRP=eba_PL:x11,TRI=eba_TR:x3";C_43.00.c;200;040;;monetaryItemType;C 43.00.c (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (IRB);"Secured by mortgages of residential properties";"RWAs: IRB exposures";;;;;;;;;;;"190#200";"Secured by mortgages of immovable properties; of which#Secured by mortgages of residential properties";"RWAs: IRB exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x27,BAS=eba_BA:x9,EXC=eba_EC:x26,IMS=eba_IM:x5,MCG=eba_MC:x262,MCY=eba_MC:x254,PRP=eba_PL:x11,TRI=eba_TR:x3";C_43.00.c;210;020;;monetaryItemType;C 43.00.c (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (IRB);"Retail Exposures";"Leverage Ratio Exposure Value: IRB Exposures";;;;;;;;;;;"210";"Retail Exposures";"Leverage Ratio Exposure Value: IRB Exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x27,BAS=eba_BA:x9,EXC=eba_EC:x26,IMS=eba_IM:x5,MCG=eba_MC:x262,MCY=eba_MC:x254,PRP=eba_PL:x11,TRI=eba_TR:x3";C_43.00.c;210;040;;monetaryItemType;C 43.00.c (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (IRB);"Retail Exposures";"RWAs: IRB exposures";;;;;;;;;;;"210";"Retail Exposures";"RWAs: IRB exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x27,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x26,IMS=eba_IM:x5,MCG=eba_MC:x262,MCY=eba_MC:x254,PRP=eba_PL:x11,TRI=eba_TR:x3";C_43.00.c;220;020;;monetaryItemType;C 43.00.c (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (IRB);"Retail SME";"Leverage Ratio Exposure Value: IRB Exposures";;;;;;;;;;;"210#220";"Retail Exposures#Retail SME";"Leverage Ratio Exposure Value: IRB Exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x27,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x26,IMS=eba_IM:x5,MCG=eba_MC:x262,MCY=eba_MC:x254,PRP=eba_PL:x11,TRI=eba_TR:x3";C_43.00.c;220;040;;monetaryItemType;C 43.00.c (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (IRB);"Retail SME";"RWAs: IRB exposures";;;;;;;;;;;"210#220";"Retail Exposures#Retail SME";"RWAs: IRB exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x27,BAS=eba_BA:x9,EXC=eba_EC:x5,IMS=eba_IM:x5,MCG=eba_MC:x262,MCY=eba_MC:x254,PRP=eba_PL:x11,TRI=eba_TR:x3";C_43.00.c;230;020;;monetaryItemType;C 43.00.c (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (IRB);"Corporate";"Leverage Ratio Exposure Value: IRB Exposures";;;;;;;;;;;"230";"Corporate";"Leverage Ratio Exposure Value: IRB Exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x27,BAS=eba_BA:x9,EXC=eba_EC:x5,IMS=eba_IM:x5,MCG=eba_MC:x262,MCY=eba_MC:x254,PRP=eba_PL:x11,TRI=eba_TR:x3";C_43.00.c;230;040;;monetaryItemType;C 43.00.c (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (IRB);"Corporate";"RWAs: IRB exposures";;;;;;;;;;;"230";"Corporate";"RWAs: IRB exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x18,EXC=eba_EC:x5,IMS=eba_IM:x5,MCG=eba_MC:x262,MCY=eba_MC:x254,PRP=eba_PL:x11,TRI=eba_TR:x3";C_43.00.c;240;020;;monetaryItemType;C 43.00.c (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (IRB);"Financial";"Leverage Ratio Exposure Value: IRB Exposures";;;;;;;;;;;"230#240";"Corporate#Financial";"Leverage Ratio Exposure Value: IRB Exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x18,EXC=eba_EC:x5,IMS=eba_IM:x5,MCG=eba_MC:x262,MCY=eba_MC:x254,PRP=eba_PL:x11,TRI=eba_TR:x3";C_43.00.c;240;040;;monetaryItemType;C 43.00.c (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (IRB);"Financial";"RWAs: IRB exposures";;;;;;;;;;;"230#240";"Corporate#Financial";"RWAs: IRB exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x26,EXC=eba_EC:x5,IMS=eba_IM:x5,MCG=eba_MC:x262,MCY=eba_MC:x254,PRP=eba_PL:x11,TRI=eba_TR:x3";C_43.00.c;250;020;;monetaryItemType;C 43.00.c (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (IRB);"Non-financial";"Leverage Ratio Exposure Value: IRB Exposures";;;;;;;;;;;"230#250";"Corporate#Non-financial";"Leverage Ratio Exposure Value: IRB Exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x26,EXC=eba_EC:x5,IMS=eba_IM:x5,MCG=eba_MC:x262,MCY=eba_MC:x254,PRP=eba_PL:x11,TRI=eba_TR:x3";C_43.00.c;250;040;;monetaryItemType;C 43.00.c (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (IRB);"Non-financial";"RWAs: IRB exposures";;;;;;;;;;;"230#250";"Corporate#Non-financial";"RWAs: IRB exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x26,CPZ=eba_CT:x23,EXC=eba_EC:x5,IMS=eba_IM:x5,MCG=eba_MC:x262,MCY=eba_MC:x254,PRP=eba_PL:x11,TRI=eba_TR:x3";C_43.00.c;260;020;;monetaryItemType;C 43.00.c (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (IRB);"SME exposures";"Leverage Ratio Exposure Value: IRB Exposures";;;;;;;;;;;"230#250#260";"Corporate#Non-financial#SME exposures";"Leverage Ratio Exposure Value: IRB Exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x26,CPZ=eba_CT:x23,EXC=eba_EC:x5,IMS=eba_IM:x5,MCG=eba_MC:x262,MCY=eba_MC:x254,PRP=eba_PL:x11,TRI=eba_TR:x3";C_43.00.c;260;040;;monetaryItemType;C 43.00.c (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (IRB);"SME exposures";"RWAs: IRB exposures";;;;;;;;;;;"230#250#260";"Corporate#Non-financial#SME exposures";"RWAs: IRB exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x26,CPZ=eba_CT:x11,EXC=eba_EC:x5,IMS=eba_IM:x5,MCG=eba_MC:x262,MCY=eba_MC:x254,PRP=eba_PL:x11,TRI=eba_TR:x3";C_43.00.c;270;020;;monetaryItemType;C 43.00.c (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (IRB);"Corporate exposures other than SME";"Leverage Ratio Exposure Value: IRB Exposures";;;;;;;;;;;"230#250#270";"Corporate#Non-financial#Corporate exposures other than SME";"Leverage Ratio Exposure Value: IRB Exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x26,CPZ=eba_CT:x11,EXC=eba_EC:x5,IMS=eba_IM:x5,MCG=eba_MC:x262,MCY=eba_MC:x254,PRP=eba_PL:x11,TRI=eba_TR:x3";C_43.00.c;270;040;;monetaryItemType;C 43.00.c (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (IRB);"Corporate exposures other than SME";"RWAs: IRB exposures";;;;;;;;;;;"230#250#270";"Corporate#Non-financial#Corporate exposures other than SME";"RWAs: IRB exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x27,BAS=eba_BA:x9,IMS=eba_IM:x3,MCY=eba_MC:x254,PRP=eba_PL:x11,TRI=eba_TR:x3";C_43.00.c;280;020;;monetaryItemType;C 43.00.c (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (IRB);"Exposures in default";"Leverage Ratio Exposure Value: IRB Exposures";;;;;;;;;;;"280";"Exposures in default";"Leverage Ratio Exposure Value: IRB Exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x27,BAS=eba_BA:x9,IMS=eba_IM:x3,MCY=eba_MC:x254,PRP=eba_PL:x11,TRI=eba_TR:x3";C_43.00.c;280;040;;monetaryItemType;C 43.00.c (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (IRB);"Exposures in default";"RWAs: IRB exposures";;;;;;;;;;;"280";"Exposures in default";"RWAs: IRB exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x27,BAS=eba_BA:x9,EXC=eba_EC:x28,IMS=eba_IM:x5,MCY=eba_MC:x352,PRP=eba_PL:x11,TRI=eba_TR:x3";C_43.00.c;290;020;;monetaryItemType;C 43.00.c (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (IRB);"Other exposures (e.g. equity and other non-credit obligation assets); of which";"Leverage Ratio Exposure Value: IRB Exposures";;;;;;;;;;;"290";"Other exposures (e.g. equity and other non-credit obligation assets); of which";"Leverage Ratio Exposure Value: IRB Exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x27,BAS=eba_BA:x9,EXC=eba_EC:x28,IMS=eba_IM:x5,MCY=eba_MC:x352,PRP=eba_PL:x11,TRI=eba_TR:x3";C_43.00.c;290;040;;monetaryItemType;C 43.00.c (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (IRB);"Other exposures (e.g. equity and other non-credit obligation assets); of which";"RWAs: IRB exposures";;;;;;;;;;;"290";"Other exposures (e.g. equity and other non-credit obligation assets); of which";"RWAs: IRB exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x28,BAS=eba_BA:x9,EXC=eba_EC:x27,IMS=eba_IM:x5,MCY=eba_MC:x353,PRP=eba_PL:x11,TRI=eba_TR:x3";C_43.00.c;300;020;;monetaryItemType;C 43.00.c (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (IRB);"Securitisation exposures";"Leverage Ratio Exposure Value: IRB Exposures";;;;;;;;;;;"290#300";"Other exposures (e.g. equity and other non-credit obligation assets); of which#Securitisation exposures";"Leverage Ratio Exposure Value: IRB Exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x28,BAS=eba_BA:x9,EXC=eba_EC:x27,IMS=eba_IM:x5,MCY=eba_MC:x353,PRP=eba_PL:x11,TRI=eba_TR:x3";C_43.00.c;300;040;;monetaryItemType;C 43.00.c (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (IRB);"Securitisation exposures";"RWAs: IRB exposures";;;;;;;;;;;"290#300";"Other exposures (e.g. equity and other non-credit obligation assets); of which#Securitisation exposures";"RWAs: IRB exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x27,BAS=eba_BA:x9,MCY=eba_MC:x352,PRP=eba_PL:x11,TRI=eba_TR:x3,TYA=eba_TA:x39";C_43.00.c;310;020;;monetaryItemType;C 43.00.c (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (IRB);"Trade finance (Memo item); of which";"Leverage Ratio Exposure Value: IRB Exposures";;;;;;;;;;;"310";"Trade finance (Memo item); of which";"Leverage Ratio Exposure Value: IRB Exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x27,BAS=eba_BA:x9,MCY=eba_MC:x352,PRP=eba_PL:x11,TRI=eba_TR:x3,TYA=eba_TA:x39";C_43.00.c;310;040;;monetaryItemType;C 43.00.c (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (IRB);"Trade finance (Memo item); of which";"RWAs: IRB exposures";;;;;;;;;;;"310";"Trade finance (Memo item); of which";"RWAs: IRB exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x27,BAS=eba_BA:x9,MCG=eba_MC:x357,MCY=eba_MC:x352,PRP=eba_PL:x11,TRI=eba_TR:x3,TYA=eba_TA:x39";C_43.00.c;320;020;;monetaryItemType;C 43.00.c (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (IRB);"Under official export credit insurance scheme";"Leverage Ratio Exposure Value: IRB Exposures";;;;;;;;;;;"310#320";"Trade finance (Memo item); of which#Under official export credit insurance scheme";"Leverage Ratio Exposure Value: IRB Exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x27,BAS=eba_BA:x9,MCG=eba_MC:x357,MCY=eba_MC:x352,PRP=eba_PL:x11,TRI=eba_TR:x3,TYA=eba_TA:x39";C_43.00.c;320;040;;monetaryItemType;C 43.00.c (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (IRB);"Under official export credit insurance scheme";"RWAs: IRB exposures";;;;;;;;;;;"310#320";"Trade finance (Memo item); of which#Under official export credit insurance scheme";"RWAs: IRB exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ei145,BAS=eba_BA:x17";C_44.00;010;010;;enumerationItemType;C 44.00 (LR5) General Information;"Institutions company structure";"General Information";;;;;;;;;;;"010";"Institutions company structure";"General Information";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ei107,BAS=eba_BA:x17";C_44.00;020;010;;enumerationItemType;C 44.00 (LR5) General Information;"Derivatives treatment";"General Information";;;;;;;;;;;"020";"Derivatives treatment";"General Information";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ei4,BAS=eba_BA:x17";C_44.00;030;010;;enumerationItemType;C 44.00 (LR5) General Information;"Accounting framework";"General Information";;;;;;;;;;;"030";"Accounting framework";"General Information";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ei144,BAS=eba_BA:x17";C_44.00;040;010;;enumerationItemType;C 44.00 (LR5) General Information;"Institution type";"General Information";;;;;;;;;;;"040";"Institution type";"General Information";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ei206,BAS=eba_BA:x17";C_44.00;050;010;;enumerationItemType;C 44.00 (LR5) General Information;"Reporting calculation method";"General Information";;;;;;;;;;;"050";"Reporting calculation method";"General Information";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:ei207,BAS=eba_BA:x17";C_44.00;060;010;;enumerationItemType;C 44.00 (LR5) General Information;"Reporting level";"General Information";;;;;;;;;;;"060";"Reporting level";"General Information";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi265,APR=eba_AP:x69,BAS=eba_BA:x9,MCY=eba_MC:x387,REF=eba_RF:x9,TRI=eba_TR:x1";C_45.00.a;010;010;;monetaryItemType;C 45.00.a (LRCalc) Leverage ratio calculation;"SFT exposure according to CRR 220";"LR Exposure : Month-1-value";;;;;;;;;;;"010";"SFT exposure according to CRR 220";"LR Exposure : Month-1-value";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi265,APR=eba_AP:x69,BAS=eba_BA:x9,MCY=eba_MC:x387,REF=eba_RF:x10,TRI=eba_TR:x1";C_45.00.a;010;020;;monetaryItemType;C 45.00.a (LRCalc) Leverage ratio calculation;"SFT exposure according to CRR 220";"LR Exposure : Month-2-value";;;;;;;;;;;"010";"SFT exposure according to CRR 220";"LR Exposure : Month-2-value";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi265,APR=eba_AP:x69,BAS=eba_BA:x9,MCY=eba_MC:x387,TRI=eba_TR:x1";C_45.00.a;010;030;;monetaryItemType;C 45.00.a (LRCalc) Leverage ratio calculation;"SFT exposure according to CRR 220";"LR Exposure: Month-3-value";;;;;;;;;;;"010";"SFT exposure according to CRR 220";"LR Exposure: Month-3-value";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi265,APR=eba_AP:x70,BAS=eba_BA:x9,MCY=eba_MC:x387,REF=eba_RF:x9,TRI=eba_TR:x1";C_45.00.a;020;010;;monetaryItemType;C 45.00.a (LRCalc) Leverage ratio calculation;"SFT exposure according to CRR 222";"LR Exposure : Month-1-value";;;;;;;;;;;"020";"SFT exposure according to CRR 222";"LR Exposure : Month-1-value";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi265,APR=eba_AP:x70,BAS=eba_BA:x9,MCY=eba_MC:x387,REF=eba_RF:x10,TRI=eba_TR:x1";C_45.00.a;020;020;;monetaryItemType;C 45.00.a (LRCalc) Leverage ratio calculation;"SFT exposure according to CRR 222";"LR Exposure : Month-2-value";;;;;;;;;;;"020";"SFT exposure according to CRR 222";"LR Exposure : Month-2-value";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi265,APR=eba_AP:x70,BAS=eba_BA:x9,MCY=eba_MC:x387,TRI=eba_TR:x1";C_45.00.a;020;030;;monetaryItemType;C 45.00.a (LRCalc) Leverage ratio calculation;"SFT exposure according to CRR 222";"LR Exposure: Month-3-value";;;;;;;;;;;"020";"SFT exposure according to CRR 222";"LR Exposure: Month-3-value";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi266,APR=eba_AP:x51,BAS=eba_BA:x9,MCY=eba_MC:x99,REF=eba_RF:x9,TRI=eba_TR:x1";C_45.00.a;030;010;;monetaryItemType;C 45.00.a (LRCalc) Leverage ratio calculation;"Derivatives: Market value";"LR Exposure : Month-1-value";;;;;;;;;;;"030";"Derivatives: Market value";"LR Exposure : Month-1-value";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi266,APR=eba_AP:x51,BAS=eba_BA:x9,MCY=eba_MC:x99,REF=eba_RF:x10,TRI=eba_TR:x1";C_45.00.a;030;020;;monetaryItemType;C 45.00.a (LRCalc) Leverage ratio calculation;"Derivatives: Market value";"LR Exposure : Month-2-value";;;;;;;;;;;"030";"Derivatives: Market value";"LR Exposure : Month-2-value";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi266,APR=eba_AP:x51,BAS=eba_BA:x9,MCY=eba_MC:x99,TRI=eba_TR:x1";C_45.00.a;030;030;;monetaryItemType;C 45.00.a (LRCalc) Leverage ratio calculation;"Derivatives: Market value";"LR Exposure: Month-3-value";;;;;;;;;;;"030";"Derivatives: Market value";"LR Exposure: Month-3-value";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi275,APR=eba_AP:x51,BAS=eba_BA:x9,MCY=eba_MC:x99,REF=eba_RF:x9,TRI=eba_TR:x1";C_45.00.a;040;010;;monetaryItemType;C 45.00.a (LRCalc) Leverage ratio calculation;"Derivatives: Add-on Mark-to-Market Method";"LR Exposure : Month-1-value";;;;;;;;;;;"040";"Derivatives: Add-on Mark-to-Market Method";"LR Exposure : Month-1-value";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi275,APR=eba_AP:x51,BAS=eba_BA:x9,MCY=eba_MC:x99,REF=eba_RF:x10,TRI=eba_TR:x1";C_45.00.a;040;020;;monetaryItemType;C 45.00.a (LRCalc) Leverage ratio calculation;"Derivatives: Add-on Mark-to-Market Method";"LR Exposure : Month-2-value";;;;;;;;;;;"040";"Derivatives: Add-on Mark-to-Market Method";"LR Exposure : Month-2-value";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi275,APR=eba_AP:x51,BAS=eba_BA:x9,MCY=eba_MC:x99,TRI=eba_TR:x1";C_45.00.a;040;030;;monetaryItemType;C 45.00.a (LRCalc) Leverage ratio calculation;"Derivatives: Add-on Mark-to-Market Method";"LR Exposure: Month-3-value";;;;;;;;;;;"040";"Derivatives: Add-on Mark-to-Market Method";"LR Exposure: Month-3-value";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi265,APR=eba_AP:x38,BAS=eba_BA:x9,MCY=eba_MC:x99,REF=eba_RF:x9,TRI=eba_TR:x1";C_45.00.a;050;010;;monetaryItemType;C 45.00.a (LRCalc) Leverage ratio calculation;"Derivatives: Original Exposure Method";"LR Exposure : Month-1-value";;;;;;;;;;;"050";"Derivatives: Original Exposure Method";"LR Exposure : Month-1-value";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi265,APR=eba_AP:x38,BAS=eba_BA:x9,MCY=eba_MC:x99,REF=eba_RF:x10,TRI=eba_TR:x1";C_45.00.a;050;020;;monetaryItemType;C 45.00.a (LRCalc) Leverage ratio calculation;"Derivatives: Original Exposure Method";"LR Exposure : Month-2-value";;;;;;;;;;;"050";"Derivatives: Original Exposure Method";"LR Exposure : Month-2-value";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi265,APR=eba_AP:x38,BAS=eba_BA:x9,MCY=eba_MC:x99,TRI=eba_TR:x1";C_45.00.a;050;030;;monetaryItemType;C 45.00.a (LRCalc) Leverage ratio calculation;"Derivatives: Original Exposure Method";"LR Exposure: Month-3-value";;;;;;;;;;;"050";"Derivatives: Original Exposure Method";"LR Exposure: Month-3-value";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi265,BAS=eba_BA:x9,MCY=eba_MC:x251,REF=eba_RF:x9,SCC=eba_MC:x356,TRI=eba_TR:x2";C_45.00.a;060;010;;monetaryItemType;C 45.00.a (LRCalc) Leverage ratio calculation;"Undrawn credit facilities, which may be cancelled unconditionally at any time without notice";"LR Exposure : Month-1-value";;;;;;;;;;;"060";"Undrawn credit facilities, which may be cancelled unconditionally at any time without notice";"LR Exposure : Month-1-value";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi265,BAS=eba_BA:x9,MCY=eba_MC:x251,REF=eba_RF:x10,SCC=eba_MC:x356,TRI=eba_TR:x2";C_45.00.a;060;020;;monetaryItemType;C 45.00.a (LRCalc) Leverage ratio calculation;"Undrawn credit facilities, which may be cancelled unconditionally at any time without notice";"LR Exposure : Month-2-value";;;;;;;;;;;"060";"Undrawn credit facilities, which may be cancelled unconditionally at any time without notice";"LR Exposure : Month-2-value";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi265,BAS=eba_BA:x9,MCY=eba_MC:x251,SCC=eba_MC:x356,TRI=eba_TR:x2";C_45.00.a;060;030;;monetaryItemType;C 45.00.a (LRCalc) Leverage ratio calculation;"Undrawn credit facilities, which may be cancelled unconditionally at any time without notice";"LR Exposure: Month-3-value";;;;;;;;;;;"060";"Undrawn credit facilities, which may be cancelled unconditionally at any time without notice";"LR Exposure: Month-3-value";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi265,BAS=eba_BA:x9,MCY=eba_MC:x383,REF=eba_RF:x9,TRI=eba_TR:x2,TYA=eba_TA:x39";C_45.00.a;070;010;;monetaryItemType;C 45.00.a (LRCalc) Leverage ratio calculation;"Medium/low risk trade related off-balance sheet items";"LR Exposure : Month-1-value";;;;;;;;;;;"070";"Medium/low risk trade related off-balance sheet items";"LR Exposure : Month-1-value";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi265,BAS=eba_BA:x9,MCY=eba_MC:x383,REF=eba_RF:x10,TRI=eba_TR:x2,TYA=eba_TA:x39";C_45.00.a;070;020;;monetaryItemType;C 45.00.a (LRCalc) Leverage ratio calculation;"Medium/low risk trade related off-balance sheet items";"LR Exposure : Month-2-value";;;;;;;;;;;"070";"Medium/low risk trade related off-balance sheet items";"LR Exposure : Month-2-value";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi265,BAS=eba_BA:x9,MCY=eba_MC:x383,TRI=eba_TR:x2,TYA=eba_TA:x39";C_45.00.a;070;030;;monetaryItemType;C 45.00.a (LRCalc) Leverage ratio calculation;"Medium/low risk trade related off-balance sheet items";"LR Exposure: Month-3-value";;;;;;;;;;;"070";"Medium/low risk trade related off-balance sheet items";"LR Exposure: Month-3-value";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi265,BAS=eba_BA:x9,MCG=eba_MC:x357,MCY=eba_MC:x382,REF=eba_RF:x9,TRI=eba_TR:x2,TYA=eba_TA:x39";C_45.00.a;080;010;;monetaryItemType;C 45.00.a (LRCalc) Leverage ratio calculation;"Medium risk trade related off-balance sheet items and officially supported export finance related off-balance sheet items";"LR Exposure : Month-1-value";;;;;;;;;;;"080";"Medium risk trade related off-balance sheet items and officially supported export finance related off-balance sheet items";"LR Exposure : Month-1-value";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi265,BAS=eba_BA:x9,MCG=eba_MC:x357,MCY=eba_MC:x382,REF=eba_RF:x10,TRI=eba_TR:x2,TYA=eba_TA:x39";C_45.00.a;080;020;;monetaryItemType;C 45.00.a (LRCalc) Leverage ratio calculation;"Medium risk trade related off-balance sheet items and officially supported export finance related off-balance sheet items";"LR Exposure : Month-2-value";;;;;;;;;;;"080";"Medium risk trade related off-balance sheet items and officially supported export finance related off-balance sheet items";"LR Exposure : Month-2-value";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi265,BAS=eba_BA:x9,MCG=eba_MC:x357,MCY=eba_MC:x382,TRI=eba_TR:x2,TYA=eba_TA:x39";C_45.00.a;080;030;;monetaryItemType;C 45.00.a (LRCalc) Leverage ratio calculation;"Medium risk trade related off-balance sheet items and officially supported export finance related off-balance sheet items";"LR Exposure: Month-3-value";;;;;;;;;;;"080";"Medium risk trade related off-balance sheet items and officially supported export finance related off-balance sheet items";"LR Exposure: Month-3-value";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi170,BAS=eba_BA:x9,MCY=eba_MC:x251,REF=eba_RF:x9,SCC=eba_MC:x359,TRI=eba_TR:x2,TYA=eba_TA:x41";C_45.00.a;090;010;;monetaryItemType;C 45.00.a (LRCalc) Leverage ratio calculation;"Other off-balance sheet items";"LR Exposure : Month-1-value";;;;;;;;;;;"090";"Other off-balance sheet items";"LR Exposure : Month-1-value";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi170,BAS=eba_BA:x9,MCY=eba_MC:x251,REF=eba_RF:x10,SCC=eba_MC:x359,TRI=eba_TR:x2,TYA=eba_TA:x41";C_45.00.a;090;020;;monetaryItemType;C 45.00.a (LRCalc) Leverage ratio calculation;"Other off-balance sheet items";"LR Exposure : Month-2-value";;;;;;;;;;;"090";"Other off-balance sheet items";"LR Exposure : Month-2-value";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi170,BAS=eba_BA:x9,MCY=eba_MC:x251,SCC=eba_MC:x359,TRI=eba_TR:x2,TYA=eba_TA:x41";C_45.00.a;090;030;;monetaryItemType;C 45.00.a (LRCalc) Leverage ratio calculation;"Other off-balance sheet items";"LR Exposure: Month-3-value";;;;;;;;;;;"090";"Other off-balance sheet items";"LR Exposure: Month-3-value";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,BAS=eba_BA:x9,MCY=eba_MC:x346,REF=eba_RF:x9,TRI=eba_TR:x3";C_45.00.a;100;010;;monetaryItemType;C 45.00.a (LRCalc) Leverage ratio calculation;"Other assets";"LR Exposure : Month-1-value";;;;;;;;;;;"100";"Other assets";"LR Exposure : Month-1-value";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,BAS=eba_BA:x9,MCY=eba_MC:x346,REF=eba_RF:x10,TRI=eba_TR:x3";C_45.00.a;100;020;;monetaryItemType;C 45.00.a (LRCalc) Leverage ratio calculation;"Other assets";"LR Exposure : Month-2-value";;;;;;;;;;;"100";"Other assets";"LR Exposure : Month-2-value";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,BAS=eba_BA:x9,MCY=eba_MC:x346,TRI=eba_TR:x3";C_45.00.a;100;030;;monetaryItemType;C 45.00.a (LRCalc) Leverage ratio calculation;"Other assets";"LR Exposure: Month-3-value";;;;;;;;;;;"100";"Other assets";"LR Exposure: Month-3-value";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi58,BAS=eba_BA:x11,OFS=eba_OF:x8,REF=eba_RF:x9";C_45.00.a;110;010;;monetaryItemType;C 45.00.a (LRCalc) Leverage ratio calculation;"Tier 1 capital - fully phased-in definition";"LR Exposure : Month-1-value";;;;;;;;;;;"110";"Tier 1 capital - fully phased-in definition";"LR Exposure : Month-1-value";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi58,BAS=eba_BA:x11,OFS=eba_OF:x8,REF=eba_RF:x10";C_45.00.a;110;020;;monetaryItemType;C 45.00.a (LRCalc) Leverage ratio calculation;"Tier 1 capital - fully phased-in definition";"LR Exposure : Month-2-value";;;;;;;;;;;"110";"Tier 1 capital - fully phased-in definition";"LR Exposure : Month-2-value";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi58,BAS=eba_BA:x11,OFS=eba_OF:x8";C_45.00.a;110;030;;monetaryItemType;C 45.00.a (LRCalc) Leverage ratio calculation;"Tier 1 capital - fully phased-in definition";"LR Exposure: Month-3-value";;;;;;;;;;;"110";"Tier 1 capital - fully phased-in definition";"LR Exposure: Month-3-value";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi19,BAS=eba_BA:x11,OFS=eba_OF:x8,REF=eba_RF:x9";C_45.00.a;120;010;;monetaryItemType;C 45.00.a (LRCalc) Leverage ratio calculation;"Tier 1 capital - transitional definition";"LR Exposure : Month-1-value";;;;;;;;;;;"120";"Tier 1 capital - transitional definition";"LR Exposure : Month-1-value";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi19,BAS=eba_BA:x11,OFS=eba_OF:x8,REF=eba_RF:x10";C_45.00.a;120;020;;monetaryItemType;C 45.00.a (LRCalc) Leverage ratio calculation;"Tier 1 capital - transitional definition";"LR Exposure : Month-2-value";;;;;;;;;;;"120";"Tier 1 capital - transitional definition";"LR Exposure : Month-2-value";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi19,BAS=eba_BA:x11,OFS=eba_OF:x8";C_45.00.a;120;030;;monetaryItemType;C 45.00.a (LRCalc) Leverage ratio calculation;"Tier 1 capital - transitional definition";"LR Exposure: Month-3-value";;;;;;;;;;;"120";"Tier 1 capital - transitional definition";"LR Exposure: Month-3-value";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi58,BAS=eba_BA:x9,MCY=eba_MC:x358,REF=eba_RF:x9";C_45.00.a;130;010;;monetaryItemType;C 45.00.a (LRCalc) Leverage ratio calculation;"Amount to be added due to CRR 429 (4), 2nd subparagraph";"LR Exposure : Month-1-value";;;;;;;;;;;"130";"Amount to be added due to CRR 429 (4), 2nd subparagraph";"LR Exposure : Month-1-value";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi58,BAS=eba_BA:x9,MCY=eba_MC:x358,REF=eba_RF:x10";C_45.00.a;130;020;;monetaryItemType;C 45.00.a (LRCalc) Leverage ratio calculation;"Amount to be added due to CRR 429 (4), 2nd subparagraph";"LR Exposure : Month-2-value";;;;;;;;;;;"130";"Amount to be added due to CRR 429 (4), 2nd subparagraph";"LR Exposure : Month-2-value";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi58,BAS=eba_BA:x9,MCY=eba_MC:x358";C_45.00.a;130;030;;monetaryItemType;C 45.00.a (LRCalc) Leverage ratio calculation;"Amount to be added due to CRR 429 (4), 2nd subparagraph";"LR Exposure: Month-3-value";;;;;;;;;;;"130";"Amount to be added due to CRR 429 (4), 2nd subparagraph";"LR Exposure: Month-3-value";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi19,BAS=eba_BA:x9,MCY=eba_MC:x358,REF=eba_RF:x9";C_45.00.a;140;010;;monetaryItemType;C 45.00.a (LRCalc) Leverage ratio calculation;"Amount to be added due to CRR 429 (4), 2nd subparagraph - transitional definition";"LR Exposure : Month-1-value";;;;;;;;;;;"140";"Amount to be added due to CRR 429 (4), 2nd subparagraph - transitional definition";"LR Exposure : Month-1-value";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi19,BAS=eba_BA:x9,MCY=eba_MC:x358,REF=eba_RF:x10";C_45.00.a;140;020;;monetaryItemType;C 45.00.a (LRCalc) Leverage ratio calculation;"Amount to be added due to CRR 429 (4), 2nd subparagraph - transitional definition";"LR Exposure : Month-2-value";;;;;;;;;;;"140";"Amount to be added due to CRR 429 (4), 2nd subparagraph - transitional definition";"LR Exposure : Month-2-value";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi19,BAS=eba_BA:x9,MCY=eba_MC:x358";C_45.00.a;140;030;;monetaryItemType;C 45.00.a (LRCalc) Leverage ratio calculation;"Amount to be added due to CRR 429 (4), 2nd subparagraph - transitional definition";"LR Exposure: Month-3-value";;;;;;;;;;;"140";"Amount to be added due to CRR 429 (4), 2nd subparagraph - transitional definition";"LR Exposure: Month-3-value";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi58,BAS=eba_BA:x11,MCY=eba_MC:x297,OFS=eba_OF:x8,REF=eba_RF:x9";C_45.00.a;150;010;;monetaryItemType;C 45.00.a (LRCalc) Leverage ratio calculation;"Regulatory adjustments - Tier 1 - fully phased -in definition; of which";"LR Exposure : Month-1-value";;;;;;;;;;;"150";"Regulatory adjustments - Tier 1 - fully phased -in definition; of which";"LR Exposure : Month-1-value";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi58,BAS=eba_BA:x11,MCY=eba_MC:x297,OFS=eba_OF:x8,REF=eba_RF:x10";C_45.00.a;150;020;;monetaryItemType;C 45.00.a (LRCalc) Leverage ratio calculation;"Regulatory adjustments - Tier 1 - fully phased -in definition; of which";"LR Exposure : Month-2-value";;;;;;;;;;;"150";"Regulatory adjustments - Tier 1 - fully phased -in definition; of which";"LR Exposure : Month-2-value";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi58,BAS=eba_BA:x11,MCY=eba_MC:x297,OFS=eba_OF:x8";C_45.00.a;150;030;;monetaryItemType;C 45.00.a (LRCalc) Leverage ratio calculation;"Regulatory adjustments - Tier 1 - fully phased -in definition; of which";"LR Exposure: Month-3-value";;;;;;;;;;;"150";"Regulatory adjustments - Tier 1 - fully phased -in definition; of which";"LR Exposure: Month-3-value";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi286,BAS=eba_BA:x11,MCY=eba_MC:x138,OFS=eba_OF:x2,REF=eba_RF:x9";C_45.00.a;160;010;;monetaryItemType;C 45.00.a (LRCalc) Leverage ratio calculation;"Regulatory adjustments regarding own credit risk";"LR Exposure : Month-1-value";;;;;;;;;;;"150#160";"Regulatory adjustments - Tier 1 - fully phased -in definition; of which#Regulatory adjustments regarding own credit risk";"LR Exposure : Month-1-value";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi286,BAS=eba_BA:x11,MCY=eba_MC:x138,OFS=eba_OF:x2,REF=eba_RF:x10";C_45.00.a;160;020;;monetaryItemType;C 45.00.a (LRCalc) Leverage ratio calculation;"Regulatory adjustments regarding own credit risk";"LR Exposure : Month-2-value";;;;;;;;;;;"150#160";"Regulatory adjustments - Tier 1 - fully phased -in definition; of which#Regulatory adjustments regarding own credit risk";"LR Exposure : Month-2-value";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi286,BAS=eba_BA:x11,MCY=eba_MC:x138,OFS=eba_OF:x2";C_45.00.a;160;030;;monetaryItemType;C 45.00.a (LRCalc) Leverage ratio calculation;"Regulatory adjustments regarding own credit risk";"LR Exposure: Month-3-value";;;;;;;;;;;"150#160";"Regulatory adjustments - Tier 1 - fully phased -in definition; of which#Regulatory adjustments regarding own credit risk";"LR Exposure: Month-3-value";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi19,BAS=eba_BA:x11,MCY=eba_MC:x297,OFS=eba_OF:x8,REF=eba_RF:x9";C_45.00.a;170;010;;monetaryItemType;C 45.00.a (LRCalc) Leverage ratio calculation;"Regulatory adjustments -Tier 1- transitional definition";"LR Exposure : Month-1-value";;;;;;;;;;;"170";"Regulatory adjustments -Tier 1- transitional definition";"LR Exposure : Month-1-value";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi19,BAS=eba_BA:x11,MCY=eba_MC:x297,OFS=eba_OF:x8,REF=eba_RF:x10";C_45.00.a;170;020;;monetaryItemType;C 45.00.a (LRCalc) Leverage ratio calculation;"Regulatory adjustments -Tier 1- transitional definition";"LR Exposure : Month-2-value";;;;;;;;;;;"170";"Regulatory adjustments -Tier 1- transitional definition";"LR Exposure : Month-2-value";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi19,BAS=eba_BA:x11,MCY=eba_MC:x297,OFS=eba_OF:x8";C_45.00.a;170;030;;monetaryItemType;C 45.00.a (LRCalc) Leverage ratio calculation;"Regulatory adjustments -Tier 1- transitional definition";"LR Exposure: Month-3-value";;;;;;;;;;;"170";"Regulatory adjustments -Tier 1- transitional definition";"LR Exposure: Month-3-value";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi270,BAS=eba_BA:x17,MCY=eba_MC:x275,OFS=eba_OF:x8,REF=eba_RF:x9";C_45.00.a;180;010;;percentItemType;C 45.00.a (LRCalc) Leverage ratio calculation;"Leverage Ratio -using a fully phased-in definition of Tier 1";"LR Exposure : Month-1-value";;;;;;;;;;;"180";"Leverage Ratio -using a fully phased-in definition of Tier 1";"LR Exposure : Month-1-value";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi270,BAS=eba_BA:x17,MCY=eba_MC:x275,OFS=eba_OF:x8,REF=eba_RF:x10";C_45.00.a;180;020;;percentItemType;C 45.00.a (LRCalc) Leverage ratio calculation;"Leverage Ratio -using a fully phased-in definition of Tier 1";"LR Exposure : Month-2-value";;;;;;;;;;;"180";"Leverage Ratio -using a fully phased-in definition of Tier 1";"LR Exposure : Month-2-value";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi270,BAS=eba_BA:x17,MCY=eba_MC:x275,OFS=eba_OF:x8";C_45.00.a;180;030;;percentItemType;C 45.00.a (LRCalc) Leverage ratio calculation;"Leverage Ratio -using a fully phased-in definition of Tier 1";"LR Exposure: Month-3-value";;;;;;;;;;;"180";"Leverage Ratio -using a fully phased-in definition of Tier 1";"LR Exposure: Month-3-value";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi271,BAS=eba_BA:x17,MCY=eba_MC:x275,OFS=eba_OF:x8,REF=eba_RF:x9";C_45.00.a;190;010;;percentItemType;C 45.00.a (LRCalc) Leverage ratio calculation;"Leverage Ratio -using a transitional definition of Tier 1";"LR Exposure : Month-1-value";;;;;;;;;;;"190";"Leverage Ratio -using a transitional definition of Tier 1";"LR Exposure : Month-1-value";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi271,BAS=eba_BA:x17,MCY=eba_MC:x275,OFS=eba_OF:x8,REF=eba_RF:x10";C_45.00.a;190;020;;percentItemType;C 45.00.a (LRCalc) Leverage ratio calculation;"Leverage Ratio -using a transitional definition of Tier 1";"LR Exposure : Month-2-value";;;;;;;;;;;"190";"Leverage Ratio -using a transitional definition of Tier 1";"LR Exposure : Month-2-value";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi271,BAS=eba_BA:x17,MCY=eba_MC:x275,OFS=eba_OF:x8";C_45.00.a;190;030;;percentItemType;C 45.00.a (LRCalc) Leverage ratio calculation;"Leverage Ratio -using a transitional definition of Tier 1";"LR Exposure: Month-3-value";;;;;;;;;;;"190";"Leverage Ratio -using a transitional definition of Tier 1";"LR Exposure: Month-3-value";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi313,BAS=eba_BA:x17,MCY=eba_MC:x275,OFS=eba_OF:x8";C_45.00.b;180;040;;percentItemType;C 45.00.b (LRCalc) Leverage ratio calculation - average;"Leverage Ratio -using a fully phased-in definition of Tier 1";"Leverage ratio calculated as the simple arithmetic mean of the monthly leverage ratio over a quarter";;;;;;;;;;;"180";"Leverage Ratio -using a fully phased-in definition of Tier 1";"Leverage ratio calculated as the simple arithmetic mean of the monthly leverage ratio over a quarter";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi314,BAS=eba_BA:x17,MCY=eba_MC:x275,OFS=eba_OF:x8";C_45.00.b;190;040;;percentItemType;C 45.00.b (LRCalc) Leverage ratio calculation - average;"Leverage Ratio -using a transitional definition of Tier 1";"Leverage ratio calculated as the simple arithmetic mean of the monthly leverage ratio over a quarter";;;;;;;;;;;"190";"Leverage Ratio -using a transitional definition of Tier 1";"Leverage ratio calculated as the simple arithmetic mean of the monthly leverage ratio over a quarter";False;False;